NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	5.725	5.505	-0.220	-3.8%	5.340
High	5.799	5.585	-0.214	-3.7%	5.860
Low	5.485	5.435	-0.050	-0.9%	5.340
Close	5.485	5.445	-0.040	-0.7%	5.445
Range	0.314	0.150	-0.164	-52.2%	0.520
ATR	0.207	0.203	-0.004	-2.0%	0.000
Volume	6,568	8,008	1,440	21.9%	42,346

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.938	5.842	5.528
R3	5.788	5.692	5.486
R2	5.638	5.638	5.473
R1	5.542	5.542	5.459	5.515
PP	5.488	5.488	5.488	5.475
S1	5.392	5.392	5.431	5.365
S2	5.338	5.338	5.418
S3	5.188	5.242	5.404
S4	5.038	5.092	5.363

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.108	6.797	5.731
R3	6.588	6.277	5.588
R2	6.068	6.068	5.540
R1	5.757	5.757	5.493	5.913
PP	5.548	5.548	5.548	5.626
S1	5.237	5.237	5.397	5.393
S2	5.028	5.028	5.350
S3	4.508	4.717	5.302
S4	3.988	4.197	5.159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.860	5.340	0.520	9.6%	0.260	4.8%	20%	False	False	8,469
10	5.860	5.093	0.767	14.1%	0.210	3.9%	46%	False	False	6,341
20	5.860	4.942	0.918	16.9%	0.200	3.7%	55%	False	False	5,435
40	6.170	4.942	1.228	22.6%	0.181	3.3%	41%	False	False	4,668
60	6.170	4.942	1.228	22.6%	0.189	3.5%	41%	False	False	4,292
80	6.170	4.942	1.228	22.6%	0.180	3.3%	41%	False	False	3,947
100	6.170	4.942	1.228	22.6%	0.178	3.3%	41%	False	False	3,631
120	6.170	4.942	1.228	22.6%	0.172	3.2%	41%	False	False	3,320

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	6.223
2.618	5.978
1.618	5.828
1.000	5.735
0.618	5.678
HIGH	5.585
0.618	5.528
0.500	5.510
0.382	5.492
LOW	5.435
0.618	5.342
1.000	5.285
1.618	5.192
2.618	5.042
4.250	4.798

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	5.510	5.617
PP	5.488	5.560
S1	5.467	5.502

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

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