NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	4.816	4.708	-0.108	-2.2%	5.030
High	4.853	4.791	-0.062	-1.3%	5.164
Low	4.694	4.675	-0.019	-0.4%	4.889
Close	4.697	4.685	-0.012	-0.3%	4.913
Range	0.159	0.116	-0.043	-27.0%	0.275
ATR	0.153	0.151	-0.003	-1.7%	0.000
Volume	12,814	15,721	2,907	22.7%	44,903

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.065	4.991	4.749
R3	4.949	4.875	4.717
R2	4.833	4.833	4.706
R1	4.759	4.759	4.696	4.738
PP	4.717	4.717	4.717	4.707
S1	4.643	4.643	4.674	4.622
S2	4.601	4.601	4.664
S3	4.485	4.527	4.653
S4	4.369	4.411	4.621

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	5.092	4.675	0.417	8.9%	0.144	3.1%	2%	False	True	12,180
10	5.165	4.675	0.490	10.5%	0.132	2.8%	2%	False	True	10,286
20	5.799	4.675	1.124	24.0%	0.140	3.0%	1%	False	True	9,492
40	5.860	4.675	1.185	25.3%	0.164	3.5%	1%	False	True	7,326
60	6.170	4.675	1.495	31.9%	0.167	3.6%	1%	False	True	6,173
80	6.170	4.675	1.495	31.9%	0.177	3.8%	1%	False	True	5,518
100	6.170	4.675	1.495	31.9%	0.169	3.6%	1%	False	True	4,951
120	6.170	4.675	1.495	31.9%	0.170	3.6%	1%	False	True	4,507

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.284
2.618	5.095
1.618	4.979
1.000	4.907
0.618	4.863
HIGH	4.791
0.618	4.747
0.500	4.733
0.382	4.719
LOW	4.675
0.618	4.603
1.000	4.559
1.618	4.487
2.618	4.371
4.250	4.182

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	4.733	4.799
PP	4.717	4.761
S1	4.701	4.723

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

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