NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	4.978	5.048	0.070	1.4%	4.700
High	5.096	5.081	-0.015	-0.3%	4.744
Low	4.922	4.760	-0.162	-3.3%	4.404
Close	5.057	4.768	-0.289	-5.7%	4.656
Range	0.174	0.321	0.147	84.5%	0.340
ATR	0.206	0.214	0.008	4.0%	0.000
Volume	13,677	8,482	-5,195	-38.0%	29,381

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.833	5.621	4.945
R3	5.512	5.300	4.856
R2	5.191	5.191	4.827
R1	4.979	4.979	4.797	4.925
PP	4.870	4.870	4.870	4.842
S1	4.658	4.658	4.739	4.604
S2	4.549	4.549	4.709
S3	4.228	4.337	4.680
S4	3.907	4.016	4.591

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	4.559	0.574	12.0%	0.263	5.5%	36%	False	False	10,586
10	5.133	4.404	0.729	15.3%	0.220	4.6%	50%	False	False	8,193
20	5.133	4.264	0.869	18.2%	0.205	4.3%	58%	False	False	6,924
40	5.515	4.264	1.251	26.2%	0.181	3.8%	40%	False	False	5,594
60	5.515	4.264	1.251	26.2%	0.190	4.0%	40%	False	False	4,880
80	5.523	4.264	1.259	26.4%	0.180	3.8%	40%	False	False	4,230
100	5.523	4.264	1.259	26.4%	0.173	3.6%	40%	False	False	3,633
120	5.523	4.264	1.259	26.4%	0.167	3.5%	40%	False	False	3,185

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	0.029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.445
2.618	5.921
1.618	5.600
1.000	5.402
0.618	5.279
HIGH	5.081
0.618	4.958
0.500	4.921
0.382	4.883
LOW	4.760
0.618	4.562
1.000	4.439
1.618	4.241
2.618	3.920
4.250	3.396

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	4.921	4.928
PP	4.870	4.875
S1	4.819	4.821

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

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