NYMEX Natural Gas Future October 2009

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

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	2.841	2.845	0.004	0.1%	3.003
High	2.998	3.320	0.322	10.7%	3.084
Low	2.802	2.740	-0.062	-2.2%	2.409
Close	2.829	3.256	0.427	15.1%	2.728
Range	0.196	0.580	0.384	195.9%	0.675
ATR	0.208	0.235	0.027	12.8%	0.000
Volume	128,598	117,221	-11,377	-8.8%	499,091

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.845	4.631	3.575
R3	4.265	4.051	3.416
R2	3.685	3.685	3.362
R1	3.471	3.471	3.309	3.578
PP	3.105	3.105	3.105	3.159
S1	2.891	2.891	3.203	2.998
S2	2.525	2.525	3.150
S3	1.945	2.311	3.097
S4	1.365	1.731	2.937

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	3.320	2.409	0.911	28.0%	0.326	10.0%	93%	True	False	124,771
10	3.320	2.409	0.911	28.0%	0.262	8.1%	93%	True	False	107,255
20	3.855	2.409	1.446	44.4%	0.210	6.5%	59%	False	False	91,687
40	4.421	2.409	2.012	61.8%	0.223	6.8%	42%	False	False	58,977
60	4.821	2.409	2.412	74.1%	0.203	6.2%	35%	False	False	43,857
80	4.933	2.409	2.524	77.5%	0.216	6.6%	34%	False	False	36,321
100	4.955	2.409	2.546	78.2%	0.211	6.5%	33%	False	False	30,906
120	4.978	2.409	2.569	78.9%	0.204	6.3%	33%	False	False	26,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.060
Widest range in 175 trading days

Fibonacci Retracements and Extensions
4.250	5.785
2.618	4.838
1.618	4.258
1.000	3.900
0.618	3.678
HIGH	3.320
0.618	3.098
0.500	3.030
0.382	2.962
LOW	2.740
0.618	2.382
1.000	2.160
1.618	1.802
2.618	1.222
4.250	0.275

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	3.181	3.161
PP	3.105	3.066
S1	3.030	2.972

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

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