NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	3.820	3.529	-0.291	-7.6%	3.700
High	3.891	3.705	-0.186	-4.8%	3.904
Low	3.523	3.524	0.001	0.0%	3.516
Close	3.550	3.695	0.145	4.1%	3.695
Range	0.368	0.181	-0.187	-50.8%	0.388
ATR	0.230	0.227	-0.004	-1.5%	0.000
Volume	107,332	120,023	12,691	11.8%	519,722

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.184	4.121	3.795
R3	4.003	3.940	3.745
R2	3.822	3.822	3.728
R1	3.759	3.759	3.712	3.791
PP	3.641	3.641	3.641	3.657
S1	3.578	3.578	3.678	3.610
S2	3.460	3.460	3.662
S3	3.279	3.397	3.645
S4	3.098	3.216	3.595

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.869	4.670	3.908
R3	4.481	4.282	3.802
R2	4.093	4.093	3.766
R1	3.894	3.894	3.731	3.800
PP	3.705	3.705	3.705	3.658
S1	3.506	3.506	3.659	3.412
S2	3.317	3.317	3.624
S3	2.929	3.118	3.588
S4	2.541	2.730	3.482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.904	3.516	0.388	10.5%	0.244	6.6%	46%	False	False	103,944
10	3.904	3.225	0.679	18.4%	0.246	6.7%	69%	False	False	106,441
20	4.138	3.225	0.913	24.7%	0.202	5.5%	51%	False	False	95,500
40	4.574	3.225	1.349	36.5%	0.232	6.3%	35%	False	False	70,329
60	4.789	3.225	1.564	42.3%	0.234	6.3%	30%	False	False	50,344
80	4.789	3.225	1.564	42.3%	0.212	5.7%	30%	False	False	38,710
100	4.820	3.225	1.595	43.2%	0.208	5.6%	29%	False	False	31,523
120	5.350	3.225	2.125	57.5%	0.205	5.6%	22%	False	False	26,552

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	0.050
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.474
2.618	4.179
1.618	3.998
1.000	3.886
0.618	3.817
HIGH	3.705
0.618	3.636
0.500	3.615
0.382	3.593
LOW	3.524
0.618	3.412
1.000	3.343
1.618	3.231
2.618	3.050
4.250	2.755

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	3.668	3.714
PP	3.641	3.707
S1	3.615	3.701

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

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