NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	4.708	4.700	-0.008	-0.2%	5.030
High	4.791	4.747	-0.044	-0.9%	5.164
Low	4.675	4.504	-0.171	-3.7%	4.889
Close	4.685	4.509	-0.176	-3.8%	4.913
Range	0.116	0.243	0.127	109.5%	0.275
ATR	0.151	0.157	0.007	4.4%	0.000
Volume	15,721	24,065	8,344	53.1%	44,903

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.316	5.155	4.643
R3	5.073	4.912	4.576
R2	4.830	4.830	4.554
R1	4.669	4.669	4.531	4.628
PP	4.587	4.587	4.587	4.566
S1	4.426	4.426	4.487	4.385
S2	4.344	4.344	4.464
S3	4.101	4.183	4.442
S4	3.858	3.940	4.375

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	5.053	4.504	0.549	12.2%	0.163	3.6%	1%	False	True	14,959
10	5.164	4.504	0.660	14.6%	0.144	3.2%	1%	False	True	12,045
20	5.585	4.504	1.081	24.0%	0.137	3.0%	0%	False	True	10,367
40	5.860	4.504	1.356	30.1%	0.168	3.7%	0%	False	True	7,802
60	6.170	4.504	1.666	36.9%	0.167	3.7%	0%	False	True	6,512
80	6.170	4.504	1.666	36.9%	0.177	3.9%	0%	False	True	5,766
100	6.170	4.504	1.666	36.9%	0.171	3.8%	0%	False	True	5,174
120	6.170	4.504	1.666	36.9%	0.171	3.8%	0%	False	True	4,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	5.780
2.618	5.383
1.618	5.140
1.000	4.990
0.618	4.897
HIGH	4.747
0.618	4.654
0.500	4.626
0.382	4.597
LOW	4.504
0.618	4.354
1.000	4.261
1.618	4.111
2.618	3.868
4.250	3.471

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	4.626	4.679
PP	4.587	4.622
S1	4.548	4.566

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

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