NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	08-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	2.741	2.841	0.100	3.6%	3.003
High	2.888	2.998	0.110	3.8%	3.084
Low	2.623	2.802	0.179	6.8%	2.409
Close	2.807	2.829	0.022	0.8%	2.728
Range	0.265	0.196	-0.069	-26.0%	0.675
ATR	0.209	0.208	-0.001	-0.4%	0.000
Volume	138,001	128,598	-9,403	-6.8%	499,091

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	3.464	3.343	2.937
R3	3.268	3.147	2.883
R2	3.072	3.072	2.865
R1	2.951	2.951	2.847	2.914
PP	2.876	2.876	2.876	2.858
S1	2.755	2.755	2.811	2.718
S2	2.680	2.680	2.793
S3	2.484	2.559	2.775
S4	2.288	2.363	2.721

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.765	4.422	3.099
R3	4.090	3.747	2.914
R2	3.415	3.415	2.852
R1	3.072	3.072	2.790	2.906
PP	2.740	2.740	2.740	2.658
S1	2.397	2.397	2.666	2.231
S2	2.065	2.065	2.604
S3	1.390	1.722	2.542
S4	0.715	1.047	2.357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.998	2.409	0.589	20.8%	0.248	8.8%	71%	True	False	121,117
10	3.310	2.409	0.901	31.8%	0.213	7.5%	47%	False	False	101,316
20	3.866	2.409	1.457	51.5%	0.189	6.7%	29%	False	False	88,347
40	4.421	2.409	2.012	71.1%	0.215	7.6%	21%	False	False	56,482
60	4.821	2.409	2.412	85.3%	0.197	7.0%	17%	False	False	42,214
80	4.933	2.409	2.524	89.2%	0.212	7.5%	17%	False	False	34,958
100	4.955	2.409	2.546	90.0%	0.206	7.3%	16%	False	False	29,781
120	4.978	2.409	2.569	90.8%	0.200	7.1%	16%	False	False	25,853

Crabel Price Patterns
NR	True
NR4	True
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	0.051
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.831
2.618	3.511
1.618	3.315
1.000	3.194
0.618	3.119
HIGH	2.998
0.618	2.923
0.500	2.900
0.382	2.877
LOW	2.802
0.618	2.681
1.000	2.606
1.618	2.485
2.618	2.289
4.250	1.969

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	2.900	2.787
PP	2.876	2.745
S1	2.853	2.704

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

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