NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	4.716	4.583	-0.133	-2.8%	4.726
High	4.744	4.594	-0.150	-3.2%	4.887
Low	4.546	4.404	-0.142	-3.1%	4.558
Close	4.618	4.494	-0.124	-2.7%	4.760
Range	0.198	0.190	-0.008	-4.0%	0.329
ATR	0.185	0.187	0.002	1.1%	0.000
Volume	5,089	5,365	276	5.4%	29,964

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.067	4.971	4.599
R3	4.877	4.781	4.546
R2	4.687	4.687	4.529
R1	4.591	4.591	4.511	4.544
PP	4.497	4.497	4.497	4.474
S1	4.401	4.401	4.477	4.354
S2	4.307	4.307	4.459
S3	4.117	4.211	4.442
S4	3.927	4.021	4.390

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	4.404	0.483	10.7%	0.186	4.1%	19%	False	True	5,762
10	4.887	4.334	0.553	12.3%	0.208	4.6%	29%	False	False	5,789
20	4.887	4.264	0.623	13.9%	0.162	3.6%	37%	False	False	5,315
40	5.515	4.264	1.251	27.8%	0.173	3.8%	18%	False	False	4,620
60	5.523	4.264	1.259	28.0%	0.186	4.1%	18%	False	False	4,264
80	5.523	4.264	1.259	28.0%	0.169	3.8%	18%	False	False	3,538
100	5.523	4.264	1.259	28.0%	0.164	3.7%	18%	False	False	3,096
120	5.975	4.264	1.711	38.1%	0.163	3.6%	13%	False	False	2,734

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	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.402
2.618	5.091
1.618	4.901
1.000	4.784
0.618	4.711
HIGH	4.594
0.618	4.521
0.500	4.499
0.382	4.477
LOW	4.404
0.618	4.287
1.000	4.214
1.618	4.097
2.618	3.907
4.250	3.597

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	4.499	4.574
PP	4.497	4.547
S1	4.496	4.521

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

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