NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	5.030	4.923	-0.107	-2.1%	5.030
High	5.053	4.923	-0.130	-2.6%	5.164
Low	4.889	4.788	-0.101	-2.1%	4.889
Close	4.913	4.832	-0.081	-1.6%	4.913
Range	0.164	0.135	-0.029	-17.7%	0.275
ATR	0.154	0.153	-0.001	-0.9%	0.000
Volume	11,845	10,350	-1,495	-12.6%	44,903

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.253	5.177	4.906
R3	5.118	5.042	4.869
R2	4.983	4.983	4.857
R1	4.907	4.907	4.844	4.878
PP	4.848	4.848	4.848	4.833
S1	4.772	4.772	4.820	4.743
S2	4.713	4.713	4.807
S3	4.578	4.637	4.795
S4	4.443	4.502	4.758

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.814	5.638	5.064
R3	5.539	5.363	4.989
R2	5.264	5.264	4.963
R1	5.088	5.088	4.938	5.039
PP	4.989	4.989	4.989	4.964
S1	4.813	4.813	4.888	4.764
S2	4.714	4.714	4.863
S3	4.439	4.538	4.837
S4	4.164	4.263	4.762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.164	4.788	0.376	7.8%	0.128	2.7%	12%	False	True	9,195
10	5.234	4.788	0.446	9.2%	0.128	2.6%	10%	False	True	9,180
20	5.799	4.788	1.011	20.9%	0.142	2.9%	4%	False	True	9,072
40	5.860	4.788	1.072	22.2%	0.163	3.4%	4%	False	True	6,809
60	6.170	4.788	1.382	28.6%	0.168	3.5%	3%	False	True	5,787
80	6.170	4.788	1.382	28.6%	0.178	3.7%	3%	False	True	5,225
100	6.170	4.788	1.382	28.6%	0.169	3.5%	3%	False	True	4,698
120	6.170	4.788	1.382	28.6%	0.169	3.5%	3%	False	True	4,294

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.497
2.618	5.276
1.618	5.141
1.000	5.058
0.618	5.006
HIGH	4.923
0.618	4.871
0.500	4.856
0.382	4.840
LOW	4.788
0.618	4.705
1.000	4.653
1.618	4.570
2.618	4.435
4.250	4.214

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	4.856	4.940
PP	4.848	4.904
S1	4.840	4.868

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

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