NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	3.655	3.956	0.301	8.2%	3.662
High	4.029	4.136	0.107	2.7%	4.136
Low	3.643	3.902	0.259	7.1%	3.584
Close	4.020	4.028	0.008	0.2%	4.028
Range	0.386	0.234	-0.152	-39.4%	0.552
ATR	0.199	0.202	0.002	1.2%	0.000
Volume	20,305	31,997	11,692	57.6%	101,685

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.724	4.610	4.157
R3	4.490	4.376	4.092
R2	4.256	4.256	4.071
R1	4.142	4.142	4.049	4.199
PP	4.022	4.022	4.022	4.051
S1	3.908	3.908	4.007	3.965
S2	3.788	3.788	3.985
S3	3.554	3.674	3.964
S4	3.320	3.440	3.899

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.572	5.352	4.332
R3	5.020	4.800	4.180
R2	4.468	4.468	4.129
R1	4.248	4.248	4.079	4.358
PP	3.916	3.916	3.916	3.971
S1	3.696	3.696	3.977	3.806
S2	3.364	3.364	3.927
S3	2.812	3.144	3.876
S4	2.260	2.592	3.724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.136	3.584	0.552	13.7%	0.229	5.7%	80%	True	False	20,337
10	4.136	3.584	0.552	13.7%	0.189	4.7%	80%	True	False	18,095
20	4.550	3.584	0.966	24.0%	0.175	4.3%	46%	False	False	14,501
40	4.933	3.584	1.349	33.5%	0.211	5.2%	33%	False	False	14,552
60	4.955	3.584	1.371	34.0%	0.211	5.2%	32%	False	False	12,850
80	4.965	3.584	1.381	34.3%	0.198	4.9%	32%	False	False	11,205
100	4.978	3.584	1.394	34.6%	0.196	4.9%	32%	False	False	10,321
120	5.499	3.584	1.915	47.5%	0.196	4.9%	23%	False	False	9,440

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.131
2.618	4.749
1.618	4.515
1.000	4.370
0.618	4.281
HIGH	4.136
0.618	4.047
0.500	4.019
0.382	3.991
LOW	3.902
0.618	3.757
1.000	3.668
1.618	3.523
2.618	3.289
4.250	2.908

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	4.025	3.981
PP	4.022	3.933
S1	4.019	3.886

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

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