NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	4.722	4.800	0.078	1.7%	4.349
High	4.885	4.887	0.002	0.0%	4.774
Low	4.646	4.590	-0.056	-1.2%	4.264
Close	4.797	4.605	-0.192	-4.0%	4.673
Range	0.239	0.297	0.058	24.3%	0.510
ATR	0.182	0.191	0.008	4.5%	0.000
Volume	5,534	6,633	1,099	19.9%	27,564

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.585	5.392	4.768
R3	5.288	5.095	4.687
R2	4.991	4.991	4.659
R1	4.798	4.798	4.632	4.746
PP	4.694	4.694	4.694	4.668
S1	4.501	4.501	4.578	4.449
S2	4.397	4.397	4.551
S3	4.100	4.204	4.523
S4	3.803	3.907	4.442

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	4.887	4.551	0.336	7.3%	0.224	4.9%	16%	True	False	6,037
10	4.887	4.264	0.623	13.5%	0.190	4.1%	55%	True	False	5,654
20	5.089	4.264	0.825	17.9%	0.159	3.5%	41%	False	False	4,791
40	5.515	4.264	1.251	27.2%	0.184	4.0%	27%	False	False	4,439
60	5.523	4.264	1.259	27.3%	0.186	4.0%	27%	False	False	4,067
80	5.523	4.264	1.259	27.3%	0.166	3.6%	27%	False	False	3,329
100	5.523	4.264	1.259	27.3%	0.164	3.6%	27%	False	False	2,911
120	5.975	4.264	1.711	37.2%	0.163	3.5%	20%	False	False	2,591

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.149
2.618	5.665
1.618	5.368
1.000	5.184
0.618	5.071
HIGH	4.887
0.618	4.774
0.500	4.739
0.382	4.703
LOW	4.590
0.618	4.406
1.000	4.293
1.618	4.109
2.618	3.812
4.250	3.328

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	4.739	4.739
PP	4.694	4.694
S1	4.650	4.650

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

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