NYMEX Natural Gas Future December 2009

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

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	5.315	5.332	0.017	0.3%	5.290
High	5.415	5.382	-0.033	-0.6%	5.510
Low	5.258	5.319	0.061	1.2%	5.223
Close	5.415	5.369	-0.046	-0.8%	5.415
Range	0.157	0.063	-0.094	-59.9%	0.287
ATR	0.182	0.175	-0.006	-3.4%	0.000
Volume	5,450	3,040	-2,410	-44.2%	22,327

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.546	5.520	5.404
R3	5.483	5.457	5.386
R2	5.420	5.420	5.381
R1	5.394	5.394	5.375	5.407
PP	5.357	5.357	5.357	5.363
S1	5.331	5.331	5.363	5.344
S2	5.294	5.294	5.357
S3	5.231	5.268	5.352
S4	5.168	5.205	5.334

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.244	6.116	5.573
R3	5.957	5.829	5.494
R2	5.670	5.670	5.468
R1	5.542	5.542	5.441	5.606
PP	5.383	5.383	5.383	5.415
S1	5.255	5.255	5.389	5.319
S2	5.096	5.096	5.362
S3	4.809	4.968	5.336
S4	4.522	4.681	5.257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.510	5.250	0.260	4.8%	0.165	3.1%	46%	False	False	4,378
10	5.510	4.995	0.515	9.6%	0.186	3.5%	73%	False	False	4,546
20	5.708	4.942	0.766	14.3%	0.156	2.9%	56%	False	False	4,140
40	6.170	4.942	1.228	22.9%	0.177	3.3%	35%	False	False	4,078
60	6.170	4.942	1.228	22.9%	0.187	3.5%	35%	False	False	3,786
80	6.170	4.942	1.228	22.9%	0.167	3.1%	35%	False	False	3,390
100	6.170	4.942	1.228	22.9%	0.168	3.1%	35%	False	False	3,163
120	6.550	4.942	1.608	29.9%	0.167	3.1%	27%	False	False	2,929

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	0.043
Narrowest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	5.650
2.618	5.547
1.618	5.484
1.000	5.445
0.618	5.421
HIGH	5.382
0.618	5.358
0.500	5.351
0.382	5.343
LOW	5.319
0.618	5.280
1.000	5.256
1.618	5.217
2.618	5.154
4.250	5.051

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	5.363	5.380
PP	5.357	5.376
S1	5.351	5.373

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

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