NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	4.349	4.372	0.023	0.5%	4.626
High	4.349	4.473	0.124	2.9%	4.626
Low	4.264	4.356	0.092	2.2%	4.367
Close	4.289	4.445	0.156	3.6%	4.387
Range	0.085	0.117	0.032	37.6%	0.259
ATR	0.156	0.158	0.002	1.3%	0.000
Volume	2,962	6,194	3,232	109.1%	26,290

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.776	4.727	4.509
R3	4.659	4.610	4.477
R2	4.542	4.542	4.466
R1	4.493	4.493	4.456	4.518
PP	4.425	4.425	4.425	4.437
S1	4.376	4.376	4.434	4.401
S2	4.308	4.308	4.424
S3	4.191	4.259	4.413
S4	4.074	4.142	4.381

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.237	5.071	4.529
R3	4.978	4.812	4.458
R2	4.719	4.719	4.434
R1	4.553	4.553	4.411	4.507
PP	4.460	4.460	4.460	4.437
S1	4.294	4.294	4.363	4.248
S2	4.201	4.201	4.340
S3	3.942	4.035	4.316
S4	3.683	3.776	4.245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.502	4.264	0.238	5.4%	0.082	1.8%	76%	False	False	5,230
10	4.905	4.264	0.641	14.4%	0.106	2.4%	28%	False	False	4,595
20	5.445	4.264	1.181	26.6%	0.135	3.0%	15%	False	False	4,241
40	5.515	4.264	1.251	28.1%	0.176	4.0%	14%	False	False	3,962
60	5.523	4.264	1.259	28.3%	0.169	3.8%	14%	False	False	3,510
80	5.523	4.264	1.259	28.3%	0.159	3.6%	14%	False	False	2,939
100	5.523	4.264	1.259	28.3%	0.158	3.5%	14%	False	False	2,553
120	5.975	4.264	1.711	38.5%	0.159	3.6%	11%	False	False	2,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.970
2.618	4.779
1.618	4.662
1.000	4.590
0.618	4.545
HIGH	4.473
0.618	4.428
0.500	4.415
0.382	4.401
LOW	4.356
0.618	4.284
1.000	4.239
1.618	4.167
2.618	4.050
4.250	3.859

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	4.435	4.420
PP	4.425	4.394
S1	4.415	4.369

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

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