NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 19-Oct-2009

Day Change Summary
	Previous	Current
	16-Oct-2009	19-Oct-2009	Change	Change %	Previous Week
Open	4.500	4.770	0.270	6.0%	4.781
High	4.880	4.916	0.036	0.7%	4.972
Low	4.437	4.672	0.235	5.3%	4.355
Close	4.781	4.835	0.054	1.1%	4.781
Range	0.443	0.244	-0.199	-44.9%	0.617
ATR	0.294	0.291	-0.004	-1.2%	0.000
Volume	149,560	168,126	18,566	12.4%	720,591

Daily Pivots for day following 19-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.540	5.431	4.969
R3	5.296	5.187	4.902
R2	5.052	5.052	4.880
R1	4.943	4.943	4.857	4.998
PP	4.808	4.808	4.808	4.835
S1	4.699	4.699	4.813	4.754
S2	4.564	4.564	4.790
S3	4.320	4.455	4.768
S4	4.076	4.211	4.701

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.554	6.284	5.120
R3	5.937	5.667	4.951
R2	5.320	5.320	4.894
R1	5.050	5.050	4.838	5.090
PP	4.703	4.703	4.703	4.722
S1	4.433	4.433	4.724	4.473
S2	4.086	4.086	4.668
S3	3.469	3.816	4.611
S4	2.852	3.199	4.442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.959	4.355	0.604	12.5%	0.330	6.8%	79%	False	False	153,173
10	5.120	4.355	0.765	15.8%	0.289	6.0%	63%	False	False	149,980
20	5.120	4.351	0.769	15.9%	0.289	6.0%	63%	False	False	126,457
40	5.120	3.491	1.629	33.7%	0.278	5.7%	83%	False	False	89,343
60	5.133	3.491	1.642	34.0%	0.245	5.1%	82%	False	False	65,075
80	5.133	3.491	1.642	34.0%	0.223	4.6%	82%	False	False	50,048
100	5.515	3.491	2.024	41.9%	0.219	4.5%	66%	False	False	40,846
120	5.523	3.491	2.032	42.0%	0.216	4.5%	66%	False	False	34,614

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.071
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.953
2.618	5.555
1.618	5.311
1.000	5.160
0.618	5.067
HIGH	4.916
0.618	4.823
0.500	4.794
0.382	4.765
LOW	4.672
0.618	4.521
1.000	4.428
1.618	4.277
2.618	4.033
4.250	3.635

Fisher Pivots for day following 19-Oct-2009
Pivot	1 day	3 day
R1	4.821	4.769
PP	4.808	4.702
S1	4.794	4.636

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

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