NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	4.870	5.172	0.302	6.2%	4.781
High	5.195	5.318	0.123	2.4%	4.972
Low	4.856	5.070	0.214	4.4%	4.355
Close	5.161	5.100	-0.061	-1.2%	4.781
Range	0.339	0.248	-0.091	-26.8%	0.617
ATR	0.296	0.292	-0.003	-1.1%	0.000
Volume	138,314	151,129	12,815	9.3%	720,591

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.907	5.751	5.236
R3	5.659	5.503	5.168
R2	5.411	5.411	5.145
R1	5.255	5.255	5.123	5.209
PP	5.163	5.163	5.163	5.140
S1	5.007	5.007	5.077	4.961
S2	4.915	4.915	5.055
S3	4.667	4.759	5.032
S4	4.419	4.511	4.964

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	5.318	4.355	0.963	18.9%	0.305	6.0%	77%	True	False	156,290
10	5.318	4.355	0.963	18.9%	0.290	5.7%	77%	True	False	147,883
20	5.318	4.351	0.967	19.0%	0.295	5.8%	77%	True	False	134,928
40	5.318	3.491	1.827	35.8%	0.284	5.6%	88%	True	False	95,724
60	5.318	3.491	1.827	35.8%	0.250	4.9%	88%	True	False	69,730
80	5.318	3.491	1.827	35.8%	0.227	4.5%	88%	True	False	53,603
100	5.515	3.491	2.024	39.7%	0.220	4.3%	79%	False	False	43,669
120	5.523	3.491	2.032	39.8%	0.217	4.3%	79%	False	False	36,970

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	0.060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.372
2.618	5.967
1.618	5.719
1.000	5.566
0.618	5.471
HIGH	5.318
0.618	5.223
0.500	5.194
0.382	5.165
LOW	5.070
0.618	4.917
1.000	4.822
1.618	4.669
2.618	4.421
4.250	4.016

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	5.194	5.065
PP	5.163	5.030
S1	5.131	4.995

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

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