NYMEX Natural Gas Future October 2009

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

Day Change Summary
	Previous	Current
	26-May-2009	27-May-2009	Change	Change %	Previous Week
Open	3.986	4.045	0.059	1.5%	4.500
High	4.070	4.067	-0.003	-0.1%	4.677
Low	3.892	3.946	0.054	1.4%	3.995
Close	4.033	4.024	-0.009	-0.2%	4.026
Range	0.178	0.121	-0.057	-32.0%	0.682
ATR	0.207	0.201	-0.006	-3.0%	0.000
Volume	8,669	10,738	2,069	23.9%	45,727

Daily Pivots for day following 27-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.375	4.321	4.091
R3	4.254	4.200	4.057
R2	4.133	4.133	4.046
R1	4.079	4.079	4.035	4.046
PP	4.012	4.012	4.012	3.996
S1	3.958	3.958	4.013	3.925
S2	3.891	3.891	4.002
S3	3.770	3.837	3.991
S4	3.649	3.716	3.957

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.279	5.834	4.401
R3	5.597	5.152	4.214
R2	4.915	4.915	4.151
R1	4.470	4.470	4.089	4.352
PP	4.233	4.233	4.233	4.173
S1	3.788	3.788	3.963	3.670
S2	3.551	3.551	3.901
S3	2.869	3.106	3.838
S4	2.187	2.424	3.651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.489	3.892	0.597	14.8%	0.195	4.8%	22%	False	False	9,578
10	4.955	3.892	1.063	26.4%	0.219	5.4%	12%	False	False	11,056
20	4.955	3.754	1.201	29.8%	0.213	5.3%	22%	False	False	10,130
40	4.955	3.754	1.201	29.8%	0.177	4.4%	22%	False	False	7,939
60	4.978	3.754	1.224	30.4%	0.182	4.5%	22%	False	False	7,686
80	5.499	3.754	1.745	43.4%	0.186	4.6%	15%	False	False	7,129

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

Fibonacci Retracements and Extensions
4.250	4.581
2.618	4.384
1.618	4.263
1.000	4.188
0.618	4.142
HIGH	4.067
0.618	4.021
0.500	4.007
0.382	3.992
LOW	3.946
0.618	3.871
1.000	3.825
1.618	3.750
2.618	3.629
4.250	3.432

Fisher Pivots for day following 27-May-2009
Pivot	1 day	3 day
R1	4.018	4.017
PP	4.012	4.010
S1	4.007	4.004

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

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