NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	4.015	4.000	-0.015	-0.4%	3.886
High	4.107	4.035	-0.072	-1.8%	4.421
Low	3.931	3.892	-0.039	-1.0%	3.853
Close	3.939	3.919	-0.020	-0.5%	3.939
Range	0.176	0.143	-0.033	-18.8%	0.568
ATR	0.232	0.226	-0.006	-2.7%	0.000
Volume	42,917	43,006	89	0.2%	169,527

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.378	4.291	3.998
R3	4.235	4.148	3.958
R2	4.092	4.092	3.945
R1	4.005	4.005	3.932	3.977
PP	3.949	3.949	3.949	3.935
S1	3.862	3.862	3.906	3.834
S2	3.806	3.806	3.893
S3	3.663	3.719	3.880
S4	3.520	3.576	3.840

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.775	5.425	4.251
R3	5.207	4.857	4.095
R2	4.639	4.639	4.043
R1	4.289	4.289	3.991	4.464
PP	4.071	4.071	4.071	4.159
S1	3.721	3.721	3.887	3.896
S2	3.503	3.503	3.835
S3	2.935	3.153	3.783
S4	2.367	2.585	3.627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.368	3.892	0.476	12.1%	0.213	5.4%	6%	False	True	37,858
10	4.421	3.699	0.722	18.4%	0.250	6.4%	30%	False	False	28,182
20	4.421	3.635	0.786	20.1%	0.238	6.1%	36%	False	False	23,507
40	4.933	3.584	1.349	34.4%	0.204	5.2%	25%	False	False	18,539
60	4.933	3.584	1.349	34.4%	0.220	5.6%	25%	False	False	16,628
80	4.955	3.584	1.371	35.0%	0.210	5.4%	24%	False	False	14,701
100	4.978	3.584	1.394	35.6%	0.202	5.1%	24%	False	False	13,078
120	4.978	3.584	1.394	35.6%	0.199	5.1%	24%	False	False	11,951

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.041
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.643
2.618	4.409
1.618	4.266
1.000	4.178
0.618	4.123
HIGH	4.035
0.618	3.980
0.500	3.964
0.382	3.947
LOW	3.892
0.618	3.804
1.000	3.749
1.618	3.661
2.618	3.518
4.250	3.284

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	3.964	4.123
PP	3.949	4.055
S1	3.934	3.987

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

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