NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	4.515	4.511	-0.004	-0.1%	4.923
High	4.544	4.680	0.136	3.0%	4.923
Low	4.340	4.375	0.035	0.8%	4.340
Close	4.499	4.592	0.093	2.1%	4.499
Range	0.204	0.305	0.101	49.5%	0.583
ATR	0.160	0.171	0.010	6.4%	0.000
Volume	23,002	25,761	2,759	12.0%	85,952

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.464	5.333	4.760
R3	5.159	5.028	4.676
R2	4.854	4.854	4.648
R1	4.723	4.723	4.620	4.789
PP	4.549	4.549	4.549	4.582
S1	4.418	4.418	4.564	4.484
S2	4.244	4.244	4.536
S3	3.939	4.113	4.508
S4	3.634	3.808	4.424

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	4.853	4.340	0.513	11.2%	0.205	4.5%	49%	False	False	20,272
10	5.164	4.340	0.824	17.9%	0.167	3.6%	31%	False	False	14,733
20	5.530	4.340	1.190	25.9%	0.149	3.2%	21%	False	False	12,075
40	5.860	4.340	1.520	33.1%	0.175	3.8%	17%	False	False	8,848
60	6.170	4.340	1.830	39.9%	0.168	3.7%	14%	False	False	7,196
80	6.170	4.340	1.830	39.9%	0.179	3.9%	14%	False	False	6,292
100	6.170	4.340	1.830	39.9%	0.173	3.8%	14%	False	False	5,618
120	6.170	4.340	1.830	39.9%	0.168	3.7%	14%	False	False	5,084

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	0.035
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	5.976
2.618	5.478
1.618	5.173
1.000	4.985
0.618	4.868
HIGH	4.680
0.618	4.563
0.500	4.528
0.382	4.492
LOW	4.375
0.618	4.187
1.000	4.070
1.618	3.882
2.618	3.577
4.250	3.079

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	4.571	4.576
PP	4.549	4.560
S1	4.528	4.544

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

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