NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 22-Jul-2009

Day Change Summary
	Previous	Current
	21-Jul-2009	22-Jul-2009	Change	Change %	Previous Week
Open	5.290	5.365	0.075	1.4%	5.021
High	5.400	5.510	0.110	2.0%	5.412
Low	5.265	5.300	0.035	0.7%	4.942
Close	5.372	5.428	0.056	1.0%	5.316
Range	0.135	0.210	0.075	55.6%	0.470
ATR	0.175	0.178	0.002	1.4%	0.000
Volume	4,372	3,396	-976	-22.3%	22,962

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.043	5.945	5.544
R3	5.833	5.735	5.486
R2	5.623	5.623	5.467
R1	5.525	5.525	5.447	5.574
PP	5.413	5.413	5.413	5.437
S1	5.315	5.315	5.409	5.364
S2	5.203	5.203	5.390
S3	4.993	5.105	5.370
S4	4.783	4.895	5.313

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	5.510	5.015	0.495	9.1%	0.209	3.9%	83%	True	False	4,238
10	5.510	4.942	0.568	10.5%	0.171	3.2%	86%	True	False	4,328
20	5.764	4.942	0.822	15.1%	0.152	2.8%	59%	False	False	4,051
40	6.170	4.942	1.228	22.6%	0.188	3.5%	40%	False	False	3,997
60	6.170	4.942	1.228	22.6%	0.184	3.4%	40%	False	False	3,683
80	6.170	4.942	1.228	22.6%	0.167	3.1%	40%	False	False	3,298
100	6.170	4.942	1.228	22.6%	0.169	3.1%	40%	False	False	3,090
120	6.550	4.942	1.608	29.6%	0.166	3.1%	30%	False	False	2,863

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	0.036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.403
2.618	6.060
1.618	5.850
1.000	5.720
0.618	5.640
HIGH	5.510
0.618	5.430
0.500	5.405
0.382	5.380
LOW	5.300
0.618	5.170
1.000	5.090
1.618	4.960
2.618	4.750
4.250	4.408

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	5.420	5.408
PP	5.413	5.387
S1	5.405	5.367

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

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