NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	3.700	3.676	-0.024	-0.6%	3.337
High	3.774	3.745	-0.029	-0.8%	3.785
Low	3.516	3.606	0.090	2.6%	3.225
Close	3.689	3.705	0.016	0.4%	3.669
Range	0.258	0.139	-0.119	-46.1%	0.560
ATR	0.221	0.215	-0.006	-2.7%	0.000
Volume	114,831	105,496	-9,335	-8.1%	544,696

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.102	4.043	3.781
R3	3.963	3.904	3.743
R2	3.824	3.824	3.730
R1	3.765	3.765	3.718	3.795
PP	3.685	3.685	3.685	3.700
S1	3.626	3.626	3.692	3.656
S2	3.546	3.546	3.680
S3	3.407	3.487	3.667
S4	3.268	3.348	3.629

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.240	5.014	3.977
R3	4.680	4.454	3.823
R2	4.120	4.120	3.772
R1	3.894	3.894	3.720	4.007
PP	3.560	3.560	3.560	3.616
S1	3.334	3.334	3.618	3.447
S2	3.000	3.000	3.566
S3	2.440	2.774	3.515
S4	1.880	2.214	3.361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.785	3.250	0.535	14.4%	0.267	7.2%	85%	False	False	126,402
10	3.785	3.225	0.560	15.1%	0.194	5.2%	86%	False	False	101,777
20	4.138	3.225	0.913	24.6%	0.190	5.1%	53%	False	False	89,772
40	4.574	3.225	1.349	36.4%	0.230	6.2%	36%	False	False	63,770
60	4.789	3.225	1.564	42.2%	0.228	6.1%	31%	False	False	45,503
80	4.789	3.225	1.564	42.2%	0.208	5.6%	31%	False	False	35,071
100	4.820	3.225	1.595	43.0%	0.207	5.6%	30%	False	False	28,602
120	5.350	3.225	2.125	57.4%	0.205	5.5%	23%	False	False	24,096

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.336
2.618	4.109
1.618	3.970
1.000	3.884
0.618	3.831
HIGH	3.745
0.618	3.692
0.500	3.676
0.382	3.659
LOW	3.606
0.618	3.520
1.000	3.467
1.618	3.381
2.618	3.242
4.250	3.015

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	3.695	3.687
PP	3.685	3.669
S1	3.676	3.651

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

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