NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 24-Sep-2009

Day Change Summary
	Previous	Current
	23-Sep-2009	24-Sep-2009	Change	Change %	Previous Week
Open	4.550	4.715	0.165	3.6%	3.988
High	4.770	4.919	0.149	3.1%	4.820
Low	4.502	4.665	0.163	3.6%	3.988
Close	4.754	4.896	0.142	3.0%	4.655
Range	0.268	0.254	-0.014	-5.2%	0.832
ATR	0.265	0.264	-0.001	-0.3%	0.000
Volume	68,006	80,472	12,466	18.3%	500,856

Daily Pivots for day following 24-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.589	5.496	5.036
R3	5.335	5.242	4.966
R2	5.081	5.081	4.943
R1	4.988	4.988	4.919	5.035
PP	4.827	4.827	4.827	4.850
S1	4.734	4.734	4.873	4.781
S2	4.573	4.573	4.849
S3	4.319	4.480	4.826
S4	4.065	4.226	4.756

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	4.919	4.389	0.530	10.8%	0.251	5.1%	96%	True	False	74,982
10	4.919	3.976	0.943	19.3%	0.325	6.6%	98%	True	False	82,894
20	4.919	3.491	1.428	29.2%	0.282	5.8%	98%	True	False	59,677
40	5.133	3.491	1.642	33.5%	0.229	4.7%	86%	False	False	39,009
60	5.133	3.491	1.642	33.5%	0.207	4.2%	86%	False	False	27,777
80	5.515	3.491	2.024	41.3%	0.201	4.1%	69%	False	False	21,814
100	5.523	3.491	2.032	41.5%	0.203	4.2%	69%	False	False	18,162
120	5.523	3.491	2.032	41.5%	0.189	3.9%	69%	False	False	15,361

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.063
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.999
2.618	5.584
1.618	5.330
1.000	5.173
0.618	5.076
HIGH	4.919
0.618	4.822
0.500	4.792
0.382	4.762
LOW	4.665
0.618	4.508
1.000	4.411
1.618	4.254
2.618	4.000
4.250	3.586

Fisher Pivots for day following 24-Sep-2009
Pivot	1 day	3 day
R1	4.861	4.815
PP	4.827	4.735
S1	4.792	4.654

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

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