NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	5.286	5.223	-0.063	-1.2%	5.485
High	5.310	5.234	-0.076	-1.4%	5.540
Low	5.154	5.096	-0.058	-1.1%	5.286
Close	5.190	5.106	-0.084	-1.6%	5.310
Range	0.156	0.138	-0.018	-11.5%	0.254
ATR	0.177	0.175	-0.003	-1.6%	0.000
Volume	9,130	8,095	-1,035	-11.3%	45,810

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.559	5.471	5.182
R3	5.421	5.333	5.144
R2	5.283	5.283	5.131
R1	5.195	5.195	5.119	5.170
PP	5.145	5.145	5.145	5.133
S1	5.057	5.057	5.093	5.032
S2	5.007	5.007	5.081
S3	4.869	4.919	5.068
S4	4.731	4.781	5.030

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.141	5.979	5.450
R3	5.887	5.725	5.380
R2	5.633	5.633	5.357
R1	5.471	5.471	5.333	5.425
PP	5.379	5.379	5.379	5.356
S1	5.217	5.217	5.287	5.171
S2	5.125	5.125	5.263
S3	4.871	4.963	5.240
S4	4.617	4.709	5.170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.470	5.096	0.374	7.3%	0.130	2.6%	3%	False	True	9,853
10	5.799	5.096	0.703	13.8%	0.154	3.0%	1%	False	True	8,576
20	5.860	5.093	0.767	15.0%	0.183	3.6%	2%	False	False	7,046
40	5.860	4.942	0.918	18.0%	0.165	3.2%	18%	False	False	5,588
60	6.170	4.942	1.228	24.1%	0.185	3.6%	13%	False	False	4,994
80	6.170	4.942	1.228	24.1%	0.182	3.6%	13%	False	False	4,500
100	6.170	4.942	1.228	24.1%	0.169	3.3%	13%	False	False	4,042
120	6.170	4.942	1.228	24.1%	0.172	3.4%	13%	False	False	3,734

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	0.044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.821
2.618	5.595
1.618	5.457
1.000	5.372
0.618	5.319
HIGH	5.234
0.618	5.181
0.500	5.165
0.382	5.149
LOW	5.096
0.618	5.011
1.000	4.958
1.618	4.873
2.618	4.735
4.250	4.510

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	5.165	5.253
PP	5.145	5.204
S1	5.126	5.155

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

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