NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	5.130	5.042	-0.088	-1.7%	5.286
High	5.165	5.119	-0.046	-0.9%	5.310
Low	5.037	5.000	-0.037	-0.7%	5.000
Close	5.052	5.027	-0.025	-0.5%	5.027
Range	0.128	0.119	-0.009	-7.0%	0.310
ATR	0.166	0.162	-0.003	-2.0%	0.000
Volume	6,469	12,606	6,137	94.9%	45,684

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.406	5.335	5.092
R3	5.287	5.216	5.060
R2	5.168	5.168	5.049
R1	5.097	5.097	5.038	5.073
PP	5.049	5.049	5.049	5.037
S1	4.978	4.978	5.016	4.954
S2	4.930	4.930	5.005
S3	4.811	4.859	4.994
S4	4.692	4.740	4.962

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.042	5.845	5.198
R3	5.732	5.535	5.112
R2	5.422	5.422	5.084
R1	5.225	5.225	5.055	5.169
PP	5.112	5.112	5.112	5.084
S1	4.915	4.915	4.999	4.859
S2	4.802	4.802	4.970
S3	4.492	4.605	4.942
S4	4.182	4.295	4.857

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.310	5.000	0.310	6.2%	0.126	2.5%	9%	False	True	9,136
10	5.540	5.000	0.540	10.7%	0.126	2.5%	5%	False	True	9,149
20	5.860	5.000	0.860	17.1%	0.168	3.3%	3%	False	True	7,745
40	5.860	4.942	0.918	18.3%	0.163	3.2%	9%	False	False	5,923
60	6.170	4.942	1.228	24.4%	0.178	3.5%	7%	False	False	5,305
80	6.170	4.942	1.228	24.4%	0.183	3.6%	7%	False	False	4,770
100	6.170	4.942	1.228	24.4%	0.169	3.4%	7%	False	False	4,254
120	6.170	4.942	1.228	24.4%	0.170	3.4%	7%	False	False	3,940

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.625
2.618	5.431
1.618	5.312
1.000	5.238
0.618	5.193
HIGH	5.119
0.618	5.074
0.500	5.060
0.382	5.045
LOW	5.000
0.618	4.926
1.000	4.881
1.618	4.807
2.618	4.688
4.250	4.494

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	5.060	5.083
PP	5.049	5.064
S1	5.038	5.046

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

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