NYMEX Natural Gas Future October 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	5.110	5.169	0.059	1.2%	5.439
High	5.219	5.196	-0.023	-0.4%	5.460
Low	5.062	5.070	0.008	0.2%	5.089
Close	5.128	5.091	-0.037	-0.7%	5.161
Range	0.157	0.126	-0.031	-19.7%	0.371
ATR	0.229	0.222	-0.007	-3.2%	0.000
Volume	3,902	3,515	-387	-9.9%	13,419

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.497	5.420	5.160
R3	5.371	5.294	5.126
R2	5.245	5.245	5.114
R1	5.168	5.168	5.103	5.144
PP	5.119	5.119	5.119	5.107
S1	5.042	5.042	5.079	5.018
S2	4.993	4.993	5.068
S3	4.867	4.916	5.056
S4	4.741	4.790	5.022

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.350	6.126	5.365
R3	5.979	5.755	5.263
R2	5.608	5.608	5.229
R1	5.384	5.384	5.195	5.311
PP	5.237	5.237	5.237	5.200
S1	5.013	5.013	5.127	4.940
S2	4.866	4.866	5.093
S3	4.495	4.642	5.059
S4	4.124	4.271	4.957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.450	5.062	0.388	7.6%	0.171	3.4%	7%	False	False	3,618
10	6.087	5.062	1.025	20.1%	0.186	3.7%	3%	False	False	3,566

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	0.037
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5.732
2.618	5.526
1.618	5.400
1.000	5.322
0.618	5.274
HIGH	5.196
0.618	5.148
0.500	5.133
0.382	5.118
LOW	5.070
0.618	4.992
1.000	4.944
1.618	4.866
2.618	4.740
4.250	4.535

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	5.133	5.177
PP	5.119	5.148
S1	5.105	5.120

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

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