NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	4.260	4.200	-0.060	-1.4%	4.170
High	4.260	4.215	-0.045	-1.1%	4.348
Low	4.080	4.032	-0.048	-1.2%	4.032
Close	4.189	4.053	-0.136	-3.2%	4.053
Range	0.180	0.183	0.003	1.7%	0.316
ATR	0.167	0.168	0.001	0.7%	0.000
Volume	25,164	25,776	612	2.4%	102,489

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.649	4.534	4.154
R3	4.466	4.351	4.103
R2	4.283	4.283	4.087
R1	4.168	4.168	4.070	4.134
PP	4.100	4.100	4.100	4.083
S1	3.985	3.985	4.036	3.951
S2	3.917	3.917	4.019
S3	3.734	3.802	4.003
S4	3.551	3.619	3.952

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.092	4.889	4.227
R3	4.776	4.573	4.140
R2	4.460	4.460	4.111
R1	4.257	4.257	4.082	4.201
PP	4.144	4.144	4.144	4.116
S1	3.941	3.941	4.024	3.885
S2	3.828	3.828	3.995
S3	3.512	3.625	3.966
S4	3.196	3.309	3.879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.348	4.032	0.316	7.8%	0.157	3.9%	7%	False	True	20,497
10	4.516	4.032	0.484	11.9%	0.147	3.6%	4%	False	True	19,755
20	5.133	4.032	1.101	27.2%	0.175	4.3%	2%	False	True	20,192
40	5.133	4.032	1.101	27.2%	0.173	4.3%	2%	False	True	12,926
60	5.515	4.032	1.483	36.6%	0.171	4.2%	1%	False	True	9,931
80	5.523	4.032	1.491	36.8%	0.182	4.5%	1%	False	True	8,340
100	5.523	4.032	1.491	36.8%	0.172	4.3%	1%	False	True	6,993
120	5.523	4.032	1.491	36.8%	0.168	4.1%	1%	False	True	6,041

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.033
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.993
2.618	4.694
1.618	4.511
1.000	4.398
0.618	4.328
HIGH	4.215
0.618	4.145
0.500	4.124
0.382	4.102
LOW	4.032
0.618	3.919
1.000	3.849
1.618	3.736
2.618	3.553
4.250	3.254

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	4.124	4.155
PP	4.100	4.121
S1	4.077	4.087

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

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