NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	4.352	4.580	0.228	5.2%	4.349
High	4.665	4.774	0.109	2.3%	4.774
Low	4.334	4.551	0.217	5.0%	4.264
Close	4.666	4.673	0.007	0.2%	4.673
Range	0.331	0.223	-0.108	-32.6%	0.510
ATR	0.174	0.178	0.003	2.0%	0.000
Volume	5,526	6,914	1,388	25.1%	27,564

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.335	5.227	4.796
R3	5.112	5.004	4.734
R2	4.889	4.889	4.714
R1	4.781	4.781	4.693	4.835
PP	4.666	4.666	4.666	4.693
S1	4.558	4.558	4.653	4.612
S2	4.443	4.443	4.632
S3	4.220	4.335	4.612
S4	3.997	4.112	4.550

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.100	5.897	4.954
R3	5.590	5.387	4.813
R2	5.080	5.080	4.767
R1	4.877	4.877	4.720	4.979
PP	4.570	4.570	4.570	4.621
S1	4.367	4.367	4.626	4.469
S2	4.060	4.060	4.580
S3	3.550	3.857	4.533
S4	3.040	3.347	4.393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.774	4.264	0.510	10.9%	0.195	4.2%	80%	True	False	5,512
10	4.774	4.264	0.510	10.9%	0.151	3.2%	80%	True	False	5,385
20	5.155	4.264	0.891	19.1%	0.145	3.1%	46%	False	False	4,234
40	5.515	4.264	1.251	26.8%	0.178	3.8%	33%	False	False	4,253
60	5.523	4.264	1.259	26.9%	0.178	3.8%	32%	False	False	3,768
80	5.523	4.264	1.259	26.9%	0.164	3.5%	32%	False	False	3,137
100	5.523	4.264	1.259	26.9%	0.161	3.5%	32%	False	False	2,706
120	5.975	4.264	1.711	36.6%	0.162	3.5%	24%	False	False	2,431

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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.722
2.618	5.358
1.618	5.135
1.000	4.997
0.618	4.912
HIGH	4.774
0.618	4.689
0.500	4.663
0.382	4.636
LOW	4.551
0.618	4.413
1.000	4.328
1.618	4.190
2.618	3.967
4.250	3.603

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	4.670	4.630
PP	4.666	4.587
S1	4.663	4.544

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

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