NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	4.620	4.700	0.080	1.7%	4.726
High	4.765	4.725	-0.040	-0.8%	4.887
Low	4.598	4.648	0.050	1.1%	4.558
Close	4.760	4.700	-0.060	-1.3%	4.760
Range	0.167	0.077	-0.090	-53.9%	0.329
ATR	0.189	0.183	-0.005	-2.9%	0.000
Volume	6,693	5,033	-1,660	-24.8%	29,964

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.922	4.888	4.742
R3	4.845	4.811	4.721
R2	4.768	4.768	4.714
R1	4.734	4.734	4.707	4.739
PP	4.691	4.691	4.691	4.693
S1	4.657	4.657	4.693	4.662
S2	4.614	4.614	4.686
S3	4.537	4.580	4.679
S4	4.460	4.503	4.658

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.722	5.570	4.941
R3	5.393	5.241	4.850
R2	5.064	5.064	4.820
R1	4.912	4.912	4.790	4.988
PP	4.735	4.735	4.735	4.773
S1	4.583	4.583	4.730	4.659
S2	4.406	4.406	4.700
S3	4.077	4.254	4.670
S4	3.748	3.925	4.579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.887	4.590	0.297	6.3%	0.188	4.0%	37%	False	False	5,879
10	4.887	4.314	0.573	12.2%	0.203	4.3%	67%	False	False	5,959
20	5.010	4.264	0.746	15.9%	0.157	3.3%	58%	False	False	5,074
40	5.515	4.264	1.251	26.6%	0.175	3.7%	35%	False	False	4,527
60	5.523	4.264	1.259	26.8%	0.186	3.9%	35%	False	False	4,175
80	5.523	4.264	1.259	26.8%	0.166	3.5%	35%	False	False	3,439
100	5.523	4.264	1.259	26.8%	0.163	3.5%	35%	False	False	3,005
120	5.975	4.264	1.711	36.4%	0.163	3.5%	25%	False	False	2,667

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.038
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5.052
2.618	4.927
1.618	4.850
1.000	4.802
0.618	4.773
HIGH	4.725
0.618	4.696
0.500	4.687
0.382	4.677
LOW	4.648
0.618	4.600
1.000	4.571
1.618	4.523
2.618	4.446
4.250	4.321

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	4.696	4.739
PP	4.691	4.726
S1	4.687	4.713

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

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