NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	5.015	5.308	0.293	5.8%	5.021
High	5.321	5.412	0.091	1.7%	5.412
Low	5.015	5.199	0.184	3.7%	4.942
Close	5.314	5.316	0.002	0.0%	5.316
Range	0.306	0.213	-0.093	-30.4%	0.470
ATR	0.175	0.178	0.003	1.5%	0.000
Volume	4,562	5,387	825	18.1%	22,962

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.948	5.845	5.433
R3	5.735	5.632	5.375
R2	5.522	5.522	5.355
R1	5.419	5.419	5.336	5.471
PP	5.309	5.309	5.309	5.335
S1	5.206	5.206	5.296	5.258
S2	5.096	5.096	5.277
S3	4.883	4.993	5.257
S4	4.670	4.780	5.199

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.633	6.445	5.575
R3	6.163	5.975	5.445
R2	5.693	5.693	5.402
R1	5.505	5.505	5.359	5.599
PP	5.223	5.223	5.223	5.271
S1	5.035	5.035	5.273	5.129
S2	4.753	4.753	5.230
S3	4.283	4.565	5.187
S4	3.813	4.095	5.058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.412	4.942	0.470	8.8%	0.189	3.6%	80%	True	False	4,592
10	5.412	4.942	0.470	8.8%	0.161	3.0%	80%	True	False	4,466
20	5.815	4.942	0.873	16.4%	0.152	2.9%	43%	False	False	4,064
40	6.170	4.942	1.228	23.1%	0.184	3.5%	30%	False	False	3,985
60	6.170	4.942	1.228	23.1%	0.180	3.4%	30%	False	False	3,622
80	6.170	4.942	1.228	23.1%	0.169	3.2%	30%	False	False	3,283
100	6.170	4.942	1.228	23.1%	0.170	3.2%	30%	False	False	3,023
120	6.550	4.942	1.608	30.2%	0.166	3.1%	23%	False	False	2,797

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	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.317
2.618	5.970
1.618	5.757
1.000	5.625
0.618	5.544
HIGH	5.412
0.618	5.331
0.500	5.306
0.382	5.280
LOW	5.199
0.618	5.067
1.000	4.986
1.618	4.854
2.618	4.641
4.250	4.294

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	5.313	5.279
PP	5.309	5.241
S1	5.306	5.204

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

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