NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	5.223	5.114	-0.109	-2.1%	5.485
High	5.234	5.150	-0.084	-1.6%	5.540
Low	5.096	5.059	-0.037	-0.7%	5.286
Close	5.106	5.108	0.002	0.0%	5.310
Range	0.138	0.091	-0.047	-34.1%	0.254
ATR	0.175	0.169	-0.006	-3.4%	0.000
Volume	8,095	9,384	1,289	15.9%	45,810

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.379	5.334	5.158
R3	5.288	5.243	5.133
R2	5.197	5.197	5.125
R1	5.152	5.152	5.116	5.129
PP	5.106	5.106	5.106	5.094
S1	5.061	5.061	5.100	5.038
S2	5.015	5.015	5.091
S3	4.924	4.970	5.083
S4	4.833	4.879	5.058

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	5.461	5.059	0.402	7.9%	0.130	2.5%	12%	False	True	10,327
10	5.799	5.059	0.740	14.5%	0.148	2.9%	7%	False	True	8,699
20	5.860	5.059	0.801	15.7%	0.177	3.5%	6%	False	True	7,345
40	5.860	4.942	0.918	18.0%	0.164	3.2%	18%	False	False	5,698
60	6.170	4.942	1.228	24.0%	0.184	3.6%	14%	False	False	5,113
80	6.170	4.942	1.228	24.0%	0.182	3.6%	14%	False	False	4,599
100	6.170	4.942	1.228	24.0%	0.169	3.3%	14%	False	False	4,107
120	6.170	4.942	1.228	24.0%	0.170	3.3%	14%	False	False	3,799

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.048
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5.537
2.618	5.388
1.618	5.297
1.000	5.241
0.618	5.206
HIGH	5.150
0.618	5.115
0.500	5.105
0.382	5.094
LOW	5.059
0.618	5.003
1.000	4.968
1.618	4.912
2.618	4.821
4.250	4.672

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	5.107	5.185
PP	5.106	5.159
S1	5.105	5.134

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

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