NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	4.250	4.235	-0.015	-0.4%	4.040
High	4.330	4.368	0.038	0.9%	4.055
Low	4.139	4.172	0.033	0.8%	3.699
Close	4.275	4.328	0.053	1.2%	3.909
Range	0.191	0.196	0.005	2.6%	0.356
ATR	0.230	0.228	-0.002	-1.1%	0.000
Volume	45,013	30,455	-14,558	-32.3%	80,101

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.877	4.799	4.436
R3	4.681	4.603	4.382
R2	4.485	4.485	4.364
R1	4.407	4.407	4.346	4.446
PP	4.289	4.289	4.289	4.309
S1	4.211	4.211	4.310	4.250
S2	4.093	4.093	4.292
S3	3.897	4.015	4.274
S4	3.701	3.819	4.220

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	4.421	3.746	0.675	15.6%	0.279	6.5%	86%	False	False	27,753
10	4.421	3.699	0.722	16.7%	0.242	5.6%	87%	False	False	21,939
20	4.421	3.584	0.837	19.3%	0.222	5.1%	89%	False	False	20,092
40	4.933	3.584	1.349	31.2%	0.209	4.8%	55%	False	False	16,978
60	4.955	3.584	1.371	31.7%	0.221	5.1%	54%	False	False	15,488
80	4.955	3.584	1.371	31.7%	0.207	4.8%	54%	False	False	13,520
100	4.978	3.584	1.394	32.2%	0.203	4.7%	53%	False	False	12,128
120	4.978	3.584	1.394	32.2%	0.198	4.6%	53%	False	False	11,111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.201
2.618	4.881
1.618	4.685
1.000	4.564
0.618	4.489
HIGH	4.368
0.618	4.293
0.500	4.270
0.382	4.247
LOW	4.172
0.618	4.051
1.000	3.976
1.618	3.855
2.618	3.659
4.250	3.339

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	4.309	4.264
PP	4.289	4.201
S1	4.270	4.137

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

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