NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	4.432	4.580	0.148	3.3%	3.988
High	4.696	4.650	-0.046	-1.0%	4.820
Low	4.402	4.411	0.009	0.2%	3.988
Close	4.655	4.422	-0.233	-5.0%	4.655
Range	0.294	0.239	-0.055	-18.7%	0.832
ATR	0.271	0.269	-0.002	-0.7%	0.000
Volume	109,609	64,813	-44,796	-40.9%	500,856

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.211	5.056	4.553
R3	4.972	4.817	4.488
R2	4.733	4.733	4.466
R1	4.578	4.578	4.444	4.536
PP	4.494	4.494	4.494	4.474
S1	4.339	4.339	4.400	4.297
S2	4.255	4.255	4.378
S3	4.016	4.100	4.356
S4	3.777	3.861	4.291

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.984	6.651	5.113
R3	6.152	5.819	4.884
R2	5.320	5.320	4.808
R1	4.987	4.987	4.731	5.154
PP	4.488	4.488	4.488	4.571
S1	4.155	4.155	4.579	4.322
S2	3.656	3.656	4.502
S3	2.824	3.323	4.426
S4	1.992	2.491	4.197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.820	4.283	0.537	12.1%	0.323	7.3%	26%	False	False	100,132
10	4.820	3.630	1.190	26.9%	0.350	7.9%	67%	False	False	76,347
20	4.820	3.491	1.329	30.1%	0.267	6.0%	70%	False	False	52,230
40	5.133	3.491	1.642	37.1%	0.223	5.0%	57%	False	False	34,384
60	5.133	3.491	1.642	37.1%	0.201	4.6%	57%	False	False	24,578
80	5.515	3.491	2.024	45.8%	0.202	4.6%	46%	False	False	19,443
100	5.523	3.491	2.032	46.0%	0.201	4.5%	46%	False	False	16,245
120	5.523	3.491	2.032	46.0%	0.186	4.2%	46%	False	False	13,726

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.075
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.666
2.618	5.276
1.618	5.037
1.000	4.889
0.618	4.798
HIGH	4.650
0.618	4.559
0.500	4.531
0.382	4.502
LOW	4.411
0.618	4.263
1.000	4.172
1.618	4.024
2.618	3.785
4.250	3.395

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	4.531	4.611
PP	4.494	4.548
S1	4.458	4.485

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

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