NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	5.263	5.159	-0.104	-2.0%	5.290
High	5.270	5.402	0.132	2.5%	5.510
Low	5.093	5.152	0.059	1.2%	5.223
Close	5.176	5.393	0.217	4.2%	5.415
Range	0.177	0.250	0.073	41.2%	0.287
ATR	0.179	0.184	0.005	2.8%	0.000
Volume	3,098	5,865	2,767	89.3%	22,327

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.066	5.979	5.531
R3	5.816	5.729	5.462
R2	5.566	5.566	5.439
R1	5.479	5.479	5.416	5.523
PP	5.316	5.316	5.316	5.337
S1	5.229	5.229	5.370	5.273
S2	5.066	5.066	5.347
S3	4.816	4.979	5.324
S4	4.566	4.729	5.256

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	5.425	5.093	0.332	6.2%	0.169	3.1%	90%	False	False	4,070
10	5.510	5.093	0.417	7.7%	0.185	3.4%	72%	False	False	4,261
20	5.510	4.942	0.568	10.5%	0.166	3.1%	79%	False	False	4,287
40	6.170	4.942	1.228	22.8%	0.173	3.2%	37%	False	False	4,032
60	6.170	4.942	1.228	22.8%	0.188	3.5%	37%	False	False	3,868
80	6.170	4.942	1.228	22.8%	0.172	3.2%	37%	False	False	3,471
100	6.170	4.942	1.228	22.8%	0.171	3.2%	37%	False	False	3,237
120	6.550	4.942	1.608	29.8%	0.169	3.1%	28%	False	False	2,986

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.465
2.618	6.057
1.618	5.807
1.000	5.652
0.618	5.557
HIGH	5.402
0.618	5.307
0.500	5.277
0.382	5.248
LOW	5.152
0.618	4.998
1.000	4.902
1.618	4.748
2.618	4.498
4.250	4.090

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	5.354	5.348
PP	5.316	5.304
S1	5.277	5.259

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

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