NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	4.873	4.609	-0.264	-5.4%	4.735
High	4.959	4.664	-0.295	-5.9%	5.120
Low	4.513	4.399	-0.114	-2.5%	4.671
Close	4.588	4.436	-0.152	-3.3%	4.770
Range	0.446	0.265	-0.181	-40.6%	0.449
ATR	0.287	0.285	-0.002	-0.5%	0.000
Volume	92,965	180,890	87,925	94.6%	749,443

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.295	5.130	4.582
R3	5.030	4.865	4.509
R2	4.765	4.765	4.485
R1	4.600	4.600	4.460	4.550
PP	4.500	4.500	4.500	4.475
S1	4.335	4.335	4.412	4.285
S2	4.235	4.235	4.387
S3	3.970	4.070	4.363
S4	3.705	3.805	4.290

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	5.045	4.399	0.646	14.6%	0.275	6.2%	6%	False	True	139,477
10	5.120	4.351	0.769	17.3%	0.311	7.0%	11%	False	False	141,755
20	5.120	4.351	0.769	17.3%	0.287	6.5%	11%	False	False	116,225
40	5.120	3.491	1.629	36.7%	0.264	6.0%	58%	False	False	78,362
60	5.133	3.491	1.642	37.0%	0.241	5.4%	58%	False	False	57,189
80	5.133	3.491	1.642	37.0%	0.217	4.9%	58%	False	False	44,022
100	5.515	3.491	2.024	45.6%	0.217	4.9%	47%	False	False	36,062
120	5.523	3.491	2.032	45.8%	0.211	4.7%	47%	False	False	30,552

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	0.062
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.790
2.618	5.358
1.618	5.093
1.000	4.929
0.618	4.828
HIGH	4.664
0.618	4.563
0.500	4.532
0.382	4.500
LOW	4.399
0.618	4.235
1.000	4.134
1.618	3.970
2.618	3.705
4.250	3.273

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	4.532	4.686
PP	4.500	4.602
S1	4.468	4.519

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

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