NYMEX Natural Gas Future October 2009

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

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	3.193	3.003	-0.190	-6.0%	3.200
High	3.220	3.084	-0.136	-4.2%	3.377
Low	3.017	2.914	-0.103	-3.4%	3.017
Close	3.033	2.977	-0.056	-1.8%	3.033
Range	0.203	0.170	-0.033	-16.3%	0.360
ATR	0.190	0.189	-0.001	-0.8%	0.000
Volume	118,078	86,559	-31,519	-26.7%	401,941

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3.502	3.409	3.071
R3	3.332	3.239	3.024
R2	3.162	3.162	3.008
R1	3.069	3.069	2.993	3.031
PP	2.992	2.992	2.992	2.972
S1	2.899	2.899	2.961	2.861
S2	2.822	2.822	2.946
S3	2.652	2.729	2.930
S4	2.482	2.559	2.884

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.222	3.988	3.231
R3	3.862	3.628	3.132
R2	3.502	3.502	3.099
R1	3.268	3.268	3.066	3.205
PP	3.142	3.142	3.142	3.111
S1	2.908	2.908	3.000	2.845
S2	2.782	2.782	2.967
S3	2.422	2.548	2.934
S4	2.062	2.188	2.835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.375	2.914	0.461	15.5%	0.167	5.6%	14%	False	True	84,328
10	3.619	2.914	0.705	23.7%	0.172	5.8%	9%	False	True	75,544
20	4.368	2.914	1.454	48.8%	0.180	6.1%	4%	False	True	65,911
40	4.421	2.914	1.507	50.6%	0.197	6.6%	4%	False	True	41,956
60	4.933	2.914	2.019	67.8%	0.199	6.7%	3%	False	True	32,515
80	4.955	2.914	2.041	68.6%	0.211	7.1%	3%	False	True	27,436
100	4.955	2.914	2.041	68.6%	0.201	6.7%	3%	False	True	23,350
120	4.978	2.914	2.064	69.3%	0.198	6.7%	3%	False	True	20,561

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	0.037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.807
2.618	3.529
1.618	3.359
1.000	3.254
0.618	3.189
HIGH	3.084
0.618	3.019
0.500	2.999
0.382	2.979
LOW	2.914
0.618	2.809
1.000	2.744
1.618	2.639
2.618	2.469
4.250	2.192

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	2.999	3.112
PP	2.992	3.067
S1	2.984	3.022

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

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