NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 22-Jul-2009

Day Change Summary
	Previous	Current
	21-Jul-2009	22-Jul-2009	Change	Change %	Previous Week
Open	4.735	4.722	-0.013	-0.3%	4.349
High	4.751	4.885	0.134	2.8%	4.774
Low	4.592	4.646	0.054	1.2%	4.264
Close	4.716	4.797	0.081	1.7%	4.673
Range	0.159	0.239	0.080	50.3%	0.510
ATR	0.178	0.182	0.004	2.4%	0.000
Volume	5,505	5,534	29	0.5%	27,564

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.493	5.384	4.928
R3	5.254	5.145	4.863
R2	5.015	5.015	4.841
R1	4.906	4.906	4.819	4.961
PP	4.776	4.776	4.776	4.803
S1	4.667	4.667	4.775	4.722
S2	4.537	4.537	4.753
S3	4.298	4.428	4.731
S4	4.059	4.189	4.666

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	4.885	4.334	0.551	11.5%	0.231	4.8%	84%	True	False	5,815
10	4.885	4.264	0.621	12.9%	0.171	3.6%	86%	True	False	5,625
20	5.089	4.264	0.825	17.2%	0.150	3.1%	65%	False	False	4,647
40	5.515	4.264	1.251	26.1%	0.185	3.9%	43%	False	False	4,431
60	5.523	4.264	1.259	26.2%	0.183	3.8%	42%	False	False	3,989
80	5.523	4.264	1.259	26.2%	0.164	3.4%	42%	False	False	3,272
100	5.523	4.264	1.259	26.2%	0.162	3.4%	42%	False	False	2,848
120	5.975	4.264	1.711	35.7%	0.163	3.4%	31%	False	False	2,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.901
2.618	5.511
1.618	5.272
1.000	5.124
0.618	5.033
HIGH	4.885
0.618	4.794
0.500	4.766
0.382	4.737
LOW	4.646
0.618	4.498
1.000	4.407
1.618	4.259
2.618	4.020
4.250	3.630

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	4.787	4.772
PP	4.776	4.747
S1	4.766	4.722

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

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