NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	4.735	4.520	-0.215	-4.5%	4.770
High	4.749	4.637	-0.112	-2.4%	5.318
Low	4.459	4.476	0.017	0.4%	4.672
Close	4.513	4.557	0.044	1.0%	4.787
Range	0.290	0.161	-0.129	-44.5%	0.646
ATR	0.295	0.285	-0.010	-3.2%	0.000
Volume	86,607	84,955	-1,652	-1.9%	724,194

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.040	4.959	4.646
R3	4.879	4.798	4.601
R2	4.718	4.718	4.587
R1	4.637	4.637	4.572	4.678
PP	4.557	4.557	4.557	4.577
S1	4.476	4.476	4.542	4.517
S2	4.396	4.396	4.527
S3	4.235	4.315	4.513
S4	4.074	4.154	4.468

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	18.9%	0.258	5.7%	11%	False	False	117,863
10	5.318	4.355	0.963	21.1%	0.283	6.2%	21%	False	False	140,053
20	5.318	4.351	0.967	21.2%	0.294	6.4%	21%	False	False	139,992
40	5.318	3.491	1.827	40.1%	0.295	6.5%	58%	False	False	104,305
60	5.318	3.491	1.827	40.1%	0.249	5.5%	58%	False	False	76,577
80	5.318	3.491	1.827	40.1%	0.234	5.1%	58%	False	False	58,899
100	5.515	3.491	2.024	44.4%	0.221	4.9%	53%	False	False	47,916
120	5.523	3.491	2.032	44.6%	0.219	4.8%	52%	False	False	40,520

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.068
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	5.321
2.618	5.058
1.618	4.897
1.000	4.798
0.618	4.736
HIGH	4.637
0.618	4.575
0.500	4.557
0.382	4.538
LOW	4.476
0.618	4.377
1.000	4.315
1.618	4.216
2.618	4.055
4.250	3.792

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	4.557	4.758
PP	4.557	4.691
S1	4.557	4.624

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

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