NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	5.650	5.620	-0.030	-0.5%	5.332
High	5.730	5.774	0.044	0.8%	5.425
Low	5.568	5.620	0.052	0.9%	5.093
Close	5.693	5.747	0.054	0.9%	5.358
Range	0.162	0.154	-0.008	-4.9%	0.332
ATR	0.202	0.199	-0.003	-1.7%	0.000
Volume	11,979	8,155	-3,824	-31.9%	21,068

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.176	6.115	5.832
R3	6.022	5.961	5.789
R2	5.868	5.868	5.775
R1	5.807	5.807	5.761	5.838
PP	5.714	5.714	5.714	5.729
S1	5.653	5.653	5.733	5.684
S2	5.560	5.560	5.719
S3	5.406	5.499	5.705
S4	5.252	5.345	5.662

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.288	6.155	5.541
R3	5.956	5.823	5.449
R2	5.624	5.624	5.419
R1	5.491	5.491	5.388	5.558
PP	5.292	5.292	5.292	5.325
S1	5.159	5.159	5.328	5.226
S2	4.960	4.960	5.297
S3	4.628	4.827	5.267
S4	4.296	4.495	5.175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.860	5.152	0.708	12.3%	0.240	4.2%	84%	False	False	7,960
10	5.860	5.093	0.767	13.3%	0.206	3.6%	85%	False	False	5,992
20	5.860	4.942	0.918	16.0%	0.188	3.3%	88%	False	False	5,160
40	6.170	4.942	1.228	21.4%	0.180	3.1%	66%	False	False	4,514
60	6.170	4.942	1.228	21.4%	0.190	3.3%	66%	False	False	4,193
80	6.170	4.942	1.228	21.4%	0.177	3.1%	66%	False	False	3,816
100	6.170	4.942	1.228	21.4%	0.176	3.1%	66%	False	False	3,510
120	6.170	4.942	1.228	21.4%	0.171	3.0%	66%	False	False	3,212

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	0.023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.429
2.618	6.177
1.618	6.023
1.000	5.928
0.618	5.869
HIGH	5.774
0.618	5.715
0.500	5.697
0.382	5.679
LOW	5.620
0.618	5.525
1.000	5.466
1.618	5.371
2.618	5.217
4.250	4.966

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	5.730	5.698
PP	5.714	5.649
S1	5.697	5.600

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

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