NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	4.337	4.241	-0.096	-2.2%	4.451
High	4.348	4.278	-0.070	-1.6%	4.516
Low	4.219	4.175	-0.044	-1.0%	4.182
Close	4.261	4.269	0.008	0.2%	4.197
Range	0.129	0.103	-0.026	-20.2%	0.334
ATR	0.170	0.165	-0.005	-2.8%	0.000
Volume	15,764	17,324	1,560	9.9%	95,061

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.550	4.512	4.326
R3	4.447	4.409	4.297
R2	4.344	4.344	4.288
R1	4.306	4.306	4.278	4.325
PP	4.241	4.241	4.241	4.250
S1	4.203	4.203	4.260	4.222
S2	4.138	4.138	4.250
S3	4.035	4.100	4.241
S4	3.932	3.997	4.212

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.300	5.083	4.381
R3	4.966	4.749	4.289
R2	4.632	4.632	4.258
R1	4.415	4.415	4.228	4.357
PP	4.298	4.298	4.298	4.269
S1	4.081	4.081	4.166	4.023
S2	3.964	3.964	4.136
S3	3.630	3.747	4.105
S4	3.296	3.413	4.013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.401	4.150	0.251	5.9%	0.143	3.3%	47%	False	False	17,623
10	4.710	4.150	0.560	13.1%	0.138	3.2%	21%	False	False	21,781
20	5.133	4.150	0.983	23.0%	0.176	4.1%	12%	False	False	18,340
40	5.133	4.150	0.983	23.0%	0.169	4.0%	12%	False	False	11,827
60	5.515	4.150	1.365	32.0%	0.174	4.1%	9%	False	False	9,193
80	5.523	4.150	1.373	32.2%	0.184	4.3%	9%	False	False	7,783
100	5.523	4.150	1.373	32.2%	0.170	4.0%	9%	False	False	6,498
120	5.523	4.150	1.373	32.2%	0.166	3.9%	9%	False	False	5,636

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.716
2.618	4.548
1.618	4.445
1.000	4.381
0.618	4.342
HIGH	4.278
0.618	4.239
0.500	4.227
0.382	4.214
LOW	4.175
0.618	4.111
1.000	4.072
1.618	4.008
2.618	3.905
4.250	3.737

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	4.255	4.262
PP	4.241	4.256
S1	4.227	4.249

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

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