NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	5.139	4.875	-0.264	-5.1%	4.948
High	5.139	5.160	0.021	0.4%	5.150
Low	4.925	4.875	-0.050	-1.0%	4.895
Close	4.970	5.067	0.097	2.0%	4.970
Range	0.214	0.285	0.071	33.2%	0.255
ATR	0.220	0.225	0.005	2.1%	0.000
Volume	1,085	1,008	-77	-7.1%	5,398

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.889	5.763	5.224
R3	5.604	5.478	5.145
R2	5.319	5.319	5.119
R1	5.193	5.193	5.093	5.256
PP	5.034	5.034	5.034	5.066
S1	4.908	4.908	5.041	4.971
S2	4.749	4.749	5.015
S3	4.464	4.623	4.989
S4	4.179	4.338	4.910

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.770	5.625	5.110
R3	5.515	5.370	5.040
R2	5.260	5.260	5.017
R1	5.115	5.115	4.993	5.188
PP	5.005	5.005	5.005	5.041
S1	4.860	4.860	4.947	4.933
S2	4.750	4.750	4.923
S3	4.495	4.605	4.900
S4	4.240	4.350	4.830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.160	4.875	0.285	5.6%	0.204	4.0%	67%	True	True	1,145
10	5.347	4.875	0.472	9.3%	0.190	3.7%	41%	False	True	969
20	6.665	4.875	1.790	35.3%	0.205	4.1%	11%	False	True	936

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	6.371
2.618	5.906
1.618	5.621
1.000	5.445
0.618	5.336
HIGH	5.160
0.618	5.051
0.500	5.018
0.382	4.984
LOW	4.875
0.618	4.699
1.000	4.590
1.618	4.414
2.618	4.129
4.250	3.664

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	5.051	5.051
PP	5.034	5.034
S1	5.018	5.018

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

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