NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	5.064	5.092	0.028	0.6%	5.286
High	5.108	5.092	-0.016	-0.3%	5.310
Low	5.030	4.947	-0.083	-1.7%	5.000
Close	5.101	5.047	-0.054	-1.1%	5.027
Range	0.078	0.145	0.067	85.9%	0.310
ATR	0.153	0.153	0.000	0.0%	0.000
Volume	6,998	10,174	3,176	45.4%	45,684

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.464	5.400	5.127
R3	5.319	5.255	5.087
R2	5.174	5.174	5.074
R1	5.110	5.110	5.060	5.070
PP	5.029	5.029	5.029	5.008
S1	4.965	4.965	5.034	4.925
S2	4.884	4.884	5.020
S3	4.739	4.820	5.007
S4	4.594	4.675	4.967

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	5.164	4.947	0.217	4.3%	0.124	2.5%	46%	False	True	9,132
10	5.410	4.947	0.463	9.2%	0.126	2.5%	22%	False	True	9,234
20	5.860	4.947	0.913	18.1%	0.159	3.1%	11%	False	True	8,653
40	5.860	4.942	0.918	18.2%	0.162	3.2%	11%	False	False	6,470
60	6.170	4.942	1.228	24.3%	0.168	3.3%	9%	False	False	5,572
80	6.170	4.942	1.228	24.3%	0.181	3.6%	9%	False	False	5,065
100	6.170	4.942	1.228	24.3%	0.169	3.4%	9%	False	False	4,507
120	6.170	4.942	1.228	24.3%	0.169	3.4%	9%	False	False	4,140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.708
2.618	5.472
1.618	5.327
1.000	5.237
0.618	5.182
HIGH	5.092
0.618	5.037
0.500	5.020
0.382	5.002
LOW	4.947
0.618	4.857
1.000	4.802
1.618	4.712
2.618	4.567
4.250	4.331

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	5.038	5.056
PP	5.029	5.053
S1	5.020	5.050

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

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