NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	5.120	4.948	-0.172	-3.4%	5.347
High	5.166	5.105	-0.061	-1.2%	5.347
Low	4.954	4.936	-0.018	-0.4%	4.954
Close	5.031	5.000	-0.031	-0.6%	5.031
Range	0.212	0.169	-0.043	-20.3%	0.393
ATR	0.236	0.231	-0.005	-2.0%	0.000
Volume	948	678	-270	-28.5%	3,284

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.521	5.429	5.093
R3	5.352	5.260	5.046
R2	5.183	5.183	5.031
R1	5.091	5.091	5.015	5.137
PP	5.014	5.014	5.014	5.037
S1	4.922	4.922	4.985	4.968
S2	4.845	4.845	4.969
S3	4.676	4.753	4.954
S4	4.507	4.584	4.907

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.290	6.053	5.247
R3	5.897	5.660	5.139
R2	5.504	5.504	5.103
R1	5.267	5.267	5.067	5.189
PP	5.111	5.111	5.111	5.072
S1	4.874	4.874	4.995	4.796
S2	4.718	4.718	4.959
S3	4.325	4.481	4.923
S4	3.932	4.088	4.815

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.347	4.936	0.411	8.2%	0.176	3.5%	16%	False	True	792
10	6.091	4.936	1.155	23.1%	0.185	3.7%	6%	False	True	952

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.823
2.618	5.547
1.618	5.378
1.000	5.274
0.618	5.209
HIGH	5.105
0.618	5.040
0.500	5.021
0.382	5.001
LOW	4.936
0.618	4.832
1.000	4.767
1.618	4.663
2.618	4.494
4.250	4.218

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	5.021	5.074
PP	5.014	5.049
S1	5.007	5.025

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

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