NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 04-Aug-2009

Day Change Summary
	Previous	Current
	03-Aug-2009	04-Aug-2009	Change	Change %	Previous Week
Open	4.623	4.950	0.327	7.1%	4.700
High	5.133	5.048	-0.085	-1.7%	4.744
Low	4.623	4.877	0.254	5.5%	4.404
Close	5.011	5.005	-0.006	-0.1%	4.656
Range	0.510	0.171	-0.339	-66.5%	0.340
ATR	0.211	0.208	-0.003	-1.3%	0.000
Volume	8,125	15,577	7,452	91.7%	29,381

Daily Pivots for day following 04-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.490	5.418	5.099
R3	5.319	5.247	5.052
R2	5.148	5.148	5.036
R1	5.076	5.076	5.021	5.112
PP	4.977	4.977	4.977	4.995
S1	4.905	4.905	4.989	4.941
S2	4.806	4.806	4.974
S3	4.635	4.734	4.958
S4	4.464	4.563	4.911

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	14.6%	0.252	5.0%	82%	False	False	8,592
10	5.133	4.404	0.729	14.6%	0.224	4.5%	82%	False	False	7,194
20	5.133	4.264	0.869	17.4%	0.189	3.8%	85%	False	False	6,380
40	5.515	4.264	1.251	25.0%	0.180	3.6%	59%	False	False	5,233
60	5.523	4.264	1.259	25.2%	0.190	3.8%	59%	False	False	4,678
80	5.523	4.264	1.259	25.2%	0.176	3.5%	59%	False	False	3,971
100	5.523	4.264	1.259	25.2%	0.170	3.4%	59%	False	False	3,428
120	5.690	4.264	1.426	28.5%	0.165	3.3%	52%	False	False	3,010

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.775
2.618	5.496
1.618	5.325
1.000	5.219
0.618	5.154
HIGH	5.048
0.618	4.983
0.500	4.963
0.382	4.942
LOW	4.877
0.618	4.771
1.000	4.706
1.618	4.600
2.618	4.429
4.250	4.150

Fisher Pivots for day following 04-Aug-2009
Pivot	1 day	3 day
R1	4.991	4.952
PP	4.977	4.899
S1	4.963	4.846

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

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