NYMEX Natural Gas Future October 2009

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

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	5.439	5.360	-0.079	-1.5%	6.120
High	5.460	5.450	-0.010	-0.2%	6.200
Low	5.277	5.310	0.033	0.6%	5.430
Close	5.294	5.386	0.092	1.7%	5.483
Range	0.183	0.140	-0.043	-23.5%	0.770
ATR
Volume	2,744	2,264	-480	-17.5%	17,775

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.802	5.734	5.463
R3	5.662	5.594	5.425
R2	5.522	5.522	5.412
R1	5.454	5.454	5.399	5.488
PP	5.382	5.382	5.382	5.399
S1	5.314	5.314	5.373	5.348
S2	5.242	5.242	5.360
S3	5.102	5.174	5.348
S4	4.962	5.034	5.309

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	8.014	7.519	5.907
R3	7.244	6.749	5.695
R2	6.474	6.474	5.624
R1	5.979	5.979	5.554	5.842
PP	5.704	5.704	5.704	5.636
S1	5.209	5.209	5.412	5.072
S2	4.934	4.934	5.342
S3	4.164	4.439	5.271
S4	3.394	3.669	5.060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.799	5.277	0.522	9.7%	0.173	3.2%	21%	False	False	3,414
10	6.593	5.277	1.316	24.4%	0.209	3.9%	8%	False	False	3,431

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	0.030
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6.045
2.618	5.817
1.618	5.677
1.000	5.590
0.618	5.537
HIGH	5.450
0.618	5.397
0.500	5.380
0.382	5.363
LOW	5.310
0.618	5.223
1.000	5.170
1.618	5.083
2.618	4.943
4.250	4.715

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	5.384	5.443
PP	5.382	5.424
S1	5.380	5.405

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

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