NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	4.241	4.260	0.019	0.4%	4.451
High	4.278	4.260	-0.018	-0.4%	4.516
Low	4.175	4.080	-0.095	-2.3%	4.182
Close	4.269	4.189	-0.080	-1.9%	4.197
Range	0.103	0.180	0.077	74.8%	0.334
ATR	0.165	0.167	0.002	1.0%	0.000
Volume	17,324	25,164	7,840	45.3%	95,061

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.716	4.633	4.288
R3	4.536	4.453	4.239
R2	4.356	4.356	4.222
R1	4.273	4.273	4.206	4.225
PP	4.176	4.176	4.176	4.152
S1	4.093	4.093	4.173	4.045
S2	3.996	3.996	4.156
S3	3.816	3.913	4.140
S4	3.636	3.733	4.090

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	4.348	4.080	0.268	6.4%	0.145	3.5%	41%	False	True	19,860
10	4.598	4.080	0.518	12.4%	0.138	3.3%	21%	False	True	20,803
20	5.133	4.080	1.053	25.1%	0.173	4.1%	10%	False	True	19,257
40	5.133	4.080	1.053	25.1%	0.170	4.1%	10%	False	True	12,369
60	5.515	4.080	1.435	34.3%	0.172	4.1%	8%	False	True	9,552
80	5.523	4.080	1.443	34.4%	0.183	4.4%	8%	False	True	8,070
100	5.523	4.080	1.443	34.4%	0.171	4.1%	8%	False	True	6,747
120	5.523	4.080	1.443	34.4%	0.167	4.0%	8%	False	True	5,840

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	0.032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.025
2.618	4.731
1.618	4.551
1.000	4.440
0.618	4.371
HIGH	4.260
0.618	4.191
0.500	4.170
0.382	4.149
LOW	4.080
0.618	3.969
1.000	3.900
1.618	3.789
2.618	3.609
4.250	3.315

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	4.183	4.214
PP	4.176	4.206
S1	4.170	4.197

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

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