NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	4.948	5.030	0.082	1.7%	5.347
High	5.105	5.050	-0.055	-1.1%	5.347
Low	4.936	4.940	0.004	0.1%	4.954
Close	5.000	4.964	-0.036	-0.7%	5.031
Range	0.169	0.110	-0.059	-34.9%	0.393
ATR	0.231	0.223	-0.009	-3.7%	0.000
Volume	678	913	235	34.7%	3,284

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.315	5.249	5.025
R3	5.205	5.139	4.994
R2	5.095	5.095	4.984
R1	5.029	5.029	4.974	5.007
PP	4.985	4.985	4.985	4.974
S1	4.919	4.919	4.954	4.897
S2	4.875	4.875	4.944
S3	4.765	4.809	4.934
S4	4.655	4.699	4.904

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	5.329	4.936	0.393	7.9%	0.162	3.3%	7%	False	False	854
10	5.950	4.936	1.014	20.4%	0.176	3.5%	3%	False	False	924

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.026
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5.518
2.618	5.338
1.618	5.228
1.000	5.160
0.618	5.118
HIGH	5.050
0.618	5.008
0.500	4.995
0.382	4.982
LOW	4.940
0.618	4.872
1.000	4.830
1.618	4.762
2.618	4.652
4.250	4.473

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	4.995	5.051
PP	4.985	5.022
S1	4.974	4.993

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

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