NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	4.684	4.623	-0.061	-1.3%	4.700
High	4.698	5.133	0.435	9.3%	4.744
Low	4.559	4.623	0.064	1.4%	4.404
Close	4.656	5.011	0.355	7.6%	4.656
Range	0.139	0.510	0.371	266.9%	0.340
ATR	0.188	0.211	0.023	12.3%	0.000
Volume	7,071	8,125	1,054	14.9%	29,381

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.452	6.242	5.292
R3	5.942	5.732	5.151
R2	5.432	5.432	5.105
R1	5.222	5.222	5.058	5.327
PP	4.922	4.922	4.922	4.975
S1	4.712	4.712	4.964	4.817
S2	4.412	4.412	4.918
S3	3.902	4.202	4.871
S4	3.392	3.692	4.731

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.621	5.479	4.843
R3	5.281	5.139	4.750
R2	4.941	4.941	4.718
R1	4.799	4.799	4.687	4.700
PP	4.601	4.601	4.601	4.552
S1	4.459	4.459	4.625	4.360
S2	4.261	4.261	4.594
S3	3.921	4.119	4.563
S4	3.581	3.779	4.469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.133	4.404	0.729	14.5%	0.257	5.1%	83%	True	False	6,494
10	5.133	4.404	0.729	14.5%	0.223	4.4%	83%	True	False	6,187
20	5.133	4.264	0.869	17.3%	0.188	3.8%	86%	True	False	5,866
40	5.515	4.264	1.251	25.0%	0.179	3.6%	60%	False	False	4,925
60	5.523	4.264	1.259	25.1%	0.189	3.8%	59%	False	False	4,463
80	5.523	4.264	1.259	25.1%	0.176	3.5%	59%	False	False	3,784
100	5.523	4.264	1.259	25.1%	0.169	3.4%	59%	False	False	3,282
120	5.790	4.264	1.526	30.5%	0.166	3.3%	49%	False	False	2,885

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 148 trading days

Fibonacci Retracements and Extensions
4.250	7.301
2.618	6.468
1.618	5.958
1.000	5.643
0.618	5.448
HIGH	5.133
0.618	4.938
0.500	4.878
0.382	4.818
LOW	4.623
0.618	4.308
1.000	4.113
1.618	3.798
2.618	3.288
4.250	2.456

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	4.967	4.940
PP	4.922	4.868
S1	4.878	4.797

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

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