NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	5.155	5.064	-0.091	-1.8%	5.286
High	5.164	5.108	-0.056	-1.1%	5.310
Low	5.044	5.030	-0.014	-0.3%	5.000
Close	5.092	5.101	0.009	0.2%	5.027
Range	0.120	0.078	-0.042	-35.0%	0.310
ATR	0.159	0.153	-0.006	-3.6%	0.000
Volume	6,608	6,998	390	5.9%	45,684

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.314	5.285	5.144
R3	5.236	5.207	5.122
R2	5.158	5.158	5.115
R1	5.129	5.129	5.108	5.144
PP	5.080	5.080	5.080	5.087
S1	5.051	5.051	5.094	5.066
S2	5.002	5.002	5.087
S3	4.924	4.973	5.080
S4	4.846	4.895	5.058

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%	0.121	2.4%	62%	False	False	8,391
10	5.461	4.996	0.465	9.1%	0.125	2.5%	23%	False	False	9,359
20	5.860	4.996	0.864	16.9%	0.164	3.2%	12%	False	False	8,437
40	5.860	4.942	0.918	18.0%	0.163	3.2%	17%	False	False	6,312
60	6.170	4.942	1.228	24.1%	0.171	3.4%	13%	False	False	5,467
80	6.170	4.942	1.228	24.1%	0.182	3.6%	13%	False	False	4,973
100	6.170	4.942	1.228	24.1%	0.169	3.3%	13%	False	False	4,418
120	6.170	4.942	1.228	24.1%	0.169	3.3%	13%	False	False	4,064

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	5.440
2.618	5.312
1.618	5.234
1.000	5.186
0.618	5.156
HIGH	5.108
0.618	5.078
0.500	5.069
0.382	5.060
LOW	5.030
0.618	4.982
1.000	4.952
1.618	4.904
2.618	4.826
4.250	4.699

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	5.090	5.094
PP	5.080	5.087
S1	5.069	5.080

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

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