NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	3.755	3.967	0.212	5.6%	4.040
High	4.009	4.000	-0.009	-0.2%	4.055
Low	3.746	3.821	0.075	2.0%	3.699
Close	3.988	3.909	-0.079	-2.0%	3.909
Range	0.263	0.179	-0.084	-31.9%	0.356
ATR	0.209	0.207	-0.002	-1.0%	0.000
Volume	16,799	23,258	6,459	38.4%	80,101

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.447	4.357	4.007
R3	4.268	4.178	3.958
R2	4.089	4.089	3.942
R1	3.999	3.999	3.925	3.955
PP	3.910	3.910	3.910	3.888
S1	3.820	3.820	3.893	3.776
S2	3.731	3.731	3.876
S3	3.552	3.641	3.860
S4	3.373	3.462	3.811

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.956	4.788	4.105
R3	4.600	4.432	4.007
R2	4.244	4.244	3.974
R1	4.076	4.076	3.942	3.982
PP	3.888	3.888	3.888	3.841
S1	3.720	3.720	3.876	3.626
S2	3.532	3.532	3.844
S3	3.176	3.364	3.811
S4	2.820	3.008	3.713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.055	3.699	0.356	9.1%	0.193	4.9%	59%	False	False	16,020
10	4.255	3.699	0.556	14.2%	0.209	5.3%	38%	False	False	16,897
20	4.255	3.584	0.671	17.2%	0.199	5.1%	48%	False	False	17,496
40	4.933	3.584	1.349	34.5%	0.198	5.1%	24%	False	False	15,635
60	4.955	3.584	1.371	35.1%	0.215	5.5%	24%	False	False	14,452
80	4.955	3.584	1.371	35.1%	0.202	5.2%	24%	False	False	12,465
100	4.978	3.584	1.394	35.7%	0.199	5.1%	23%	False	False	11,330
120	5.351	3.584	1.767	45.2%	0.195	5.0%	18%	False	False	10,445

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.043
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.761
2.618	4.469
1.618	4.290
1.000	4.179
0.618	4.111
HIGH	4.000
0.618	3.932
0.500	3.911
0.382	3.889
LOW	3.821
0.618	3.710
1.000	3.642
1.618	3.531
2.618	3.352
4.250	3.060

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	3.911	3.891
PP	3.910	3.872
S1	3.910	3.854

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

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