NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	4.455	4.550	0.095	2.1%	3.988
High	4.591	4.770	0.179	3.9%	4.820
Low	4.389	4.502	0.113	2.6%	3.988
Close	4.520	4.754	0.234	5.2%	4.655
Range	0.202	0.268	0.066	32.7%	0.832
ATR	0.264	0.265	0.000	0.1%	0.000
Volume	52,011	68,006	15,995	30.8%	500,856

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.479	5.385	4.901
R3	5.211	5.117	4.828
R2	4.943	4.943	4.803
R1	4.849	4.849	4.779	4.896
PP	4.675	4.675	4.675	4.699
S1	4.581	4.581	4.729	4.628
S2	4.407	4.407	4.705
S3	4.139	4.313	4.680
S4	3.871	4.045	4.607

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	4.389	0.431	9.1%	0.277	5.8%	85%	False	False	81,479
10	4.820	3.792	1.028	21.6%	0.350	7.4%	94%	False	False	79,326
20	4.820	3.491	1.329	28.0%	0.274	5.8%	95%	False	False	56,520
40	5.133	3.491	1.642	34.5%	0.228	4.8%	77%	False	False	37,131
60	5.133	3.491	1.642	34.5%	0.204	4.3%	77%	False	False	26,495
80	5.515	3.491	2.024	42.6%	0.202	4.2%	62%	False	False	20,854
100	5.523	3.491	2.032	42.7%	0.202	4.2%	62%	False	False	17,378
120	5.523	3.491	2.032	42.7%	0.187	3.9%	62%	False	False	14,704

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	0.071
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.909
2.618	5.472
1.618	5.204
1.000	5.038
0.618	4.936
HIGH	4.770
0.618	4.668
0.500	4.636
0.382	4.604
LOW	4.502
0.618	4.336
1.000	4.234
1.618	4.068
2.618	3.800
4.250	3.363

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	4.715	4.696
PP	4.675	4.638
S1	4.636	4.580

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

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