NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	5.030	5.155	0.125	2.5%	5.286
High	5.155	5.164	0.009	0.2%	5.310
Low	4.996	5.044	0.048	1.0%	5.000
Close	5.130	5.092	-0.038	-0.7%	5.027
Range	0.159	0.120	-0.039	-24.5%	0.310
ATR	0.162	0.159	-0.003	-1.9%	0.000
Volume	9,278	6,608	-2,670	-28.8%	45,684

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.460	5.396	5.158
R3	5.340	5.276	5.125
R2	5.220	5.220	5.114
R1	5.156	5.156	5.103	5.128
PP	5.100	5.100	5.100	5.086
S1	5.036	5.036	5.081	5.008
S2	4.980	4.980	5.070
S3	4.860	4.916	5.059
S4	4.740	4.796	5.026

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	5.165	4.996	0.169	3.3%	0.123	2.4%	57%	False	False	8,869
10	5.470	4.996	0.474	9.3%	0.127	2.5%	20%	False	False	9,361
20	5.860	4.996	0.864	17.0%	0.169	3.3%	11%	False	False	8,242
40	5.860	4.942	0.918	18.0%	0.163	3.2%	16%	False	False	6,205
60	6.170	4.942	1.228	24.1%	0.175	3.4%	12%	False	False	5,439
80	6.170	4.942	1.228	24.1%	0.182	3.6%	12%	False	False	4,905
100	6.170	4.942	1.228	24.1%	0.169	3.3%	12%	False	False	4,368
120	6.170	4.942	1.228	24.1%	0.169	3.3%	12%	False	False	4,014

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.674
2.618	5.478
1.618	5.358
1.000	5.284
0.618	5.238
HIGH	5.164
0.618	5.118
0.500	5.104
0.382	5.090
LOW	5.044
0.618	4.970
1.000	4.924
1.618	4.850
2.618	4.730
4.250	4.534

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	5.104	5.088
PP	5.100	5.084
S1	5.096	5.080

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

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