NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	2.984	2.827	-0.157	-5.3%	3.200
High	3.017	2.898	-0.119	-3.9%	3.377
Low	2.810	2.709	-0.101	-3.6%	3.017
Close	2.821	2.715	-0.106	-3.8%	3.033
Range	0.207	0.189	-0.018	-8.7%	0.360
ATR	0.190	0.190	0.000	0.0%	0.000
Volume	73,544	98,952	25,408	34.5%	401,941

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	3.341	3.217	2.819
R3	3.152	3.028	2.767
R2	2.963	2.963	2.750
R1	2.839	2.839	2.732	2.807
PP	2.774	2.774	2.774	2.758
S1	2.650	2.650	2.698	2.618
S2	2.585	2.585	2.680
S3	2.396	2.461	2.663
S4	2.207	2.272	2.611

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	3.310	2.709	0.601	22.1%	0.199	7.3%	1%	False	True	89,739
10	3.535	2.709	0.826	30.4%	0.184	6.8%	1%	False	True	77,708
20	4.354	2.709	1.645	60.6%	0.181	6.7%	0%	False	True	70,762
40	4.421	2.709	1.712	63.1%	0.201	7.4%	0%	False	True	45,427
60	4.933	2.709	2.224	81.9%	0.199	7.3%	0%	False	True	34,906
80	4.955	2.709	2.246	82.7%	0.211	7.8%	0%	False	True	29,306
100	4.955	2.709	2.246	82.7%	0.202	7.4%	0%	False	True	24,969
120	4.978	2.709	2.269	83.6%	0.199	7.3%	0%	False	True	21,900

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	0.038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.701
2.618	3.393
1.618	3.204
1.000	3.087
0.618	3.015
HIGH	2.898
0.618	2.826
0.500	2.804
0.382	2.781
LOW	2.709
0.618	2.592
1.000	2.520
1.618	2.403
2.618	2.214
4.250	1.906

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	2.804	2.897
PP	2.774	2.836
S1	2.745	2.776

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

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