NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	5.042	5.030	-0.012	-0.2%	5.286
High	5.119	5.155	0.036	0.7%	5.310
Low	5.000	4.996	-0.004	-0.1%	5.000
Close	5.027	5.130	0.103	2.0%	5.027
Range	0.119	0.159	0.040	33.6%	0.310
ATR	0.162	0.162	0.000	-0.1%	0.000
Volume	12,606	9,278	-3,328	-26.4%	45,684

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.571	5.509	5.217
R3	5.412	5.350	5.174
R2	5.253	5.253	5.159
R1	5.191	5.191	5.145	5.222
PP	5.094	5.094	5.094	5.109
S1	5.032	5.032	5.115	5.063
S2	4.935	4.935	5.101
S3	4.776	4.873	5.086
S4	4.617	4.714	5.043

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	5.234	4.996	0.238	4.6%	0.127	2.5%	56%	False	True	9,166
10	5.530	4.996	0.534	10.4%	0.131	2.6%	25%	False	True	9,417
20	5.860	4.996	0.864	16.8%	0.173	3.4%	16%	False	True	8,057
40	5.860	4.942	0.918	17.9%	0.164	3.2%	20%	False	False	6,098
60	6.170	4.942	1.228	23.9%	0.176	3.4%	15%	False	False	5,404
80	6.170	4.942	1.228	23.9%	0.183	3.6%	15%	False	False	4,854
100	6.170	4.942	1.228	23.9%	0.168	3.3%	15%	False	False	4,323
120	6.170	4.942	1.228	23.9%	0.169	3.3%	15%	False	False	3,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5.831
2.618	5.571
1.618	5.412
1.000	5.314
0.618	5.253
HIGH	5.155
0.618	5.094
0.500	5.076
0.382	5.057
LOW	4.996
0.618	4.898
1.000	4.837
1.618	4.739
2.618	4.580
4.250	4.320

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	5.112	5.114
PP	5.094	5.097
S1	5.076	5.081

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

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