NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 26-Oct-2009

Day Change Summary
	Previous	Current
	23-Oct-2009	26-Oct-2009	Change	Change %	Previous Week
Open	4.980	4.735	-0.245	-4.9%	4.770
High	5.056	4.749	-0.307	-6.1%	5.318
Low	4.771	4.459	-0.312	-6.5%	4.672
Close	4.787	4.513	-0.274	-5.7%	4.787
Range	0.285	0.290	0.005	1.8%	0.646
ATR	0.293	0.295	0.003	0.9%	0.000
Volume	121,198	86,607	-34,591	-28.5%	724,194

Daily Pivots for day following 26-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.444	5.268	4.673
R3	5.154	4.978	4.593
R2	4.864	4.864	4.566
R1	4.688	4.688	4.540	4.631
PP	4.574	4.574	4.574	4.545
S1	4.398	4.398	4.486	4.341
S2	4.284	4.284	4.460
S3	3.994	4.108	4.433
S4	3.704	3.818	4.354

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.864	6.471	5.142
R3	6.218	5.825	4.965
R2	5.572	5.572	4.905
R1	5.179	5.179	4.846	5.376
PP	4.926	4.926	4.926	5.024
S1	4.533	4.533	4.728	4.730
S2	4.280	4.280	4.669
S3	3.634	3.887	4.609
S4	2.988	3.241	4.432

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.318	4.459	0.859	19.0%	0.294	6.5%	6%	False	True	128,535
10	5.318	4.355	0.963	21.3%	0.312	6.9%	16%	False	False	140,854
20	5.318	4.351	0.967	21.4%	0.305	6.7%	17%	False	False	140,458
40	5.318	3.491	1.827	40.5%	0.295	6.5%	56%	False	False	102,848
60	5.318	3.491	1.827	40.5%	0.255	5.6%	56%	False	False	75,296
80	5.318	3.491	1.827	40.5%	0.234	5.2%	56%	False	False	57,887
100	5.515	3.491	2.024	44.8%	0.221	4.9%	50%	False	False	47,098
120	5.523	3.491	2.032	45.0%	0.219	4.9%	50%	False	False	39,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.072
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.982
2.618	5.508
1.618	5.218
1.000	5.039
0.618	4.928
HIGH	4.749
0.618	4.638
0.500	4.604
0.382	4.570
LOW	4.459
0.618	4.280
1.000	4.169
1.618	3.990
2.618	3.700
4.250	3.227

Fisher Pivots for day following 26-Oct-2009
Pivot	1 day	3 day
R1	4.604	4.837
PP	4.574	4.729
S1	4.543	4.621

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

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