NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 13-Oct-2009

Day Change Summary
	Previous	Current
	12-Oct-2009	13-Oct-2009	Change	Change %	Previous Week
Open	4.781	4.873	0.092	1.9%	4.735
High	4.972	4.959	-0.013	-0.3%	5.120
Low	4.781	4.513	-0.268	-5.6%	4.671
Close	4.880	4.588	-0.292	-6.0%	4.770
Range	0.191	0.446	0.255	133.5%	0.449
ATR	0.274	0.287	0.012	4.5%	0.000
Volume	122,852	92,965	-29,887	-24.3%	749,443

Daily Pivots for day following 13-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.025	5.752	4.833
R3	5.579	5.306	4.711
R2	5.133	5.133	4.670
R1	4.860	4.860	4.629	4.774
PP	4.687	4.687	4.687	4.643
S1	4.414	4.414	4.547	4.328
S2	4.241	4.241	4.506
S3	3.795	3.968	4.465
S4	3.349	3.522	4.343

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.201	5.934	5.017
R3	5.752	5.485	4.893
R2	5.303	5.303	4.852
R1	5.036	5.036	4.811	5.170
PP	4.854	4.854	4.854	4.920
S1	4.587	4.587	4.729	4.721
S2	4.405	4.405	4.688
S3	3.956	4.138	4.647
S4	3.507	3.689	4.523

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.088	4.513	0.575	12.5%	0.273	6.0%	13%	False	True	134,340
10	5.120	4.351	0.769	16.8%	0.304	6.6%	31%	False	False	139,931
20	5.120	4.285	0.835	18.2%	0.297	6.5%	36%	False	False	113,035
40	5.120	3.491	1.629	35.5%	0.261	5.7%	67%	False	False	74,327
60	5.133	3.491	1.642	35.8%	0.239	5.2%	67%	False	False	54,266
80	5.133	3.491	1.642	35.8%	0.215	4.7%	67%	False	False	41,803
100	5.515	3.491	2.024	44.1%	0.216	4.7%	54%	False	False	34,273
120	5.523	3.491	2.032	44.3%	0.209	4.6%	54%	False	False	29,052

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.062
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	6.855
2.618	6.127
1.618	5.681
1.000	5.405
0.618	5.235
HIGH	4.959
0.618	4.789
0.500	4.736
0.382	4.683
LOW	4.513
0.618	4.237
1.000	4.067
1.618	3.791
2.618	3.345
4.250	2.618

Fisher Pivots for day following 13-Oct-2009
Pivot	1 day	3 day
R1	4.736	4.752
PP	4.687	4.697
S1	4.637	4.643

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

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