NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	4.815	5.021	0.206	4.3%	4.930
High	5.120	5.105	-0.015	-0.3%	5.098
Low	4.795	4.897	0.102	2.1%	4.829
Close	5.017	5.032	0.015	0.3%	4.914
Range	0.325	0.208	-0.117	-36.0%	0.269
ATR	0.221	0.220	-0.001	-0.4%	0.000
Volume	1,395	1,689	294	21.1%	6,115

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.635	5.542	5.146
R3	5.427	5.334	5.089
R2	5.219	5.219	5.070
R1	5.126	5.126	5.051	5.173
PP	5.011	5.011	5.011	5.035
S1	4.918	4.918	5.013	4.965
S2	4.803	4.803	4.994
S3	4.595	4.710	4.975
S4	4.387	4.502	4.918

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.754	5.603	5.062
R3	5.485	5.334	4.988
R2	5.216	5.216	4.963
R1	5.065	5.065	4.939	5.006
PP	4.947	4.947	4.947	4.918
S1	4.796	4.796	4.889	4.737
S2	4.678	4.678	4.865
S3	4.409	4.527	4.840
S4	4.140	4.258	4.766

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.120	4.795	0.325	6.5%	0.233	4.6%	73%	False	False	1,539
10	5.260	4.795	0.465	9.2%	0.202	4.0%	51%	False	False	1,131
20	6.619	4.795	1.824	36.2%	0.213	4.2%	13%	False	False	1,041
40	6.619	4.795	1.824	36.2%	0.196	3.9%	13%	False	False	944

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.989
2.618	5.650
1.618	5.442
1.000	5.313
0.618	5.234
HIGH	5.105
0.618	5.026
0.500	5.001
0.382	4.976
LOW	4.897
0.618	4.768
1.000	4.689
1.618	4.560
2.618	4.352
4.250	4.013

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	5.022	5.007
PP	5.011	4.982
S1	5.001	4.958

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These figures are updated between 7pm and 10pm EST after a trading day.

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