NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	4.950	4.978	0.028	0.6%	4.700
High	5.048	5.096	0.048	1.0%	4.744
Low	4.877	4.922	0.045	0.9%	4.404
Close	5.005	5.057	0.052	1.0%	4.656
Range	0.171	0.174	0.003	1.8%	0.340
ATR	0.208	0.206	-0.002	-1.2%	0.000
Volume	15,577	13,677	-1,900	-12.2%	29,381

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.547	5.476	5.153
R3	5.373	5.302	5.105
R2	5.199	5.199	5.089
R1	5.128	5.128	5.073	5.164
PP	5.025	5.025	5.025	5.043
S1	4.954	4.954	5.041	4.990
S2	4.851	4.851	5.025
S3	4.677	4.780	5.009
S4	4.503	4.606	4.961

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	4.461	0.672	13.3%	0.249	4.9%	89%	False	False	10,254
10	5.133	4.404	0.729	14.4%	0.217	4.3%	90%	False	False	8,008
20	5.133	4.264	0.869	17.2%	0.194	3.8%	91%	False	False	6,816
40	5.515	4.264	1.251	24.7%	0.181	3.6%	63%	False	False	5,478
60	5.523	4.264	1.259	24.9%	0.189	3.7%	63%	False	False	4,836
80	5.523	4.264	1.259	24.9%	0.177	3.5%	63%	False	False	4,136
100	5.523	4.264	1.259	24.9%	0.170	3.4%	63%	False	False	3,556
120	5.550	4.264	1.286	25.4%	0.166	3.3%	62%	False	False	3,117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.836
2.618	5.552
1.618	5.378
1.000	5.270
0.618	5.204
HIGH	5.096
0.618	5.030
0.500	5.009
0.382	4.988
LOW	4.922
0.618	4.814
1.000	4.748
1.618	4.640
2.618	4.466
4.250	4.183

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	5.041	4.997
PP	5.025	4.938
S1	5.009	4.878

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

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