NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	4.700	4.515	-0.185	-3.9%	4.923
High	4.747	4.544	-0.203	-4.3%	4.923
Low	4.504	4.340	-0.164	-3.6%	4.340
Close	4.509	4.499	-0.010	-0.2%	4.499
Range	0.243	0.204	-0.039	-16.0%	0.583
ATR	0.157	0.160	0.003	2.1%	0.000
Volume	24,065	23,002	-1,063	-4.4%	85,952

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.073	4.990	4.611
R3	4.869	4.786	4.555
R2	4.665	4.665	4.536
R1	4.582	4.582	4.518	4.522
PP	4.461	4.461	4.461	4.431
S1	4.378	4.378	4.480	4.318
S2	4.257	4.257	4.462
S3	4.053	4.174	4.443
S4	3.849	3.970	4.387

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.336	6.001	4.820
R3	5.753	5.418	4.659
R2	5.170	5.170	4.606
R1	4.835	4.835	4.552	4.711
PP	4.587	4.587	4.587	4.526
S1	4.252	4.252	4.446	4.128
S2	4.004	4.004	4.392
S3	3.421	3.669	4.339
S4	2.838	3.086	4.178

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.923	4.340	0.583	13.0%	0.171	3.8%	27%	False	True	17,190
10	5.164	4.340	0.824	18.3%	0.152	3.4%	19%	False	True	13,085
20	5.540	4.340	1.200	26.7%	0.139	3.1%	13%	False	True	11,117
40	5.860	4.340	1.520	33.8%	0.169	3.8%	10%	False	True	8,276
60	6.170	4.340	1.830	40.7%	0.167	3.7%	9%	False	True	6,818
80	6.170	4.340	1.830	40.7%	0.177	3.9%	9%	False	True	5,998
100	6.170	4.340	1.830	40.7%	0.172	3.8%	9%	False	True	5,381
120	6.170	4.340	1.830	40.7%	0.172	3.8%	9%	False	True	4,879

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	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.411
2.618	5.078
1.618	4.874
1.000	4.748
0.618	4.670
HIGH	4.544
0.618	4.466
0.500	4.442
0.382	4.418
LOW	4.340
0.618	4.214
1.000	4.136
1.618	4.010
2.618	3.806
4.250	3.473

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	4.480	4.566
PP	4.461	4.543
S1	4.442	4.521

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

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