NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	4.633	4.643	0.010	0.2%	4.923
High	4.733	5.014	0.281	5.9%	4.923
Low	4.582	4.541	-0.041	-0.9%	4.340
Close	4.610	4.956	0.346	7.5%	4.499
Range	0.151	0.473	0.322	213.2%	0.583
ATR	0.169	0.191	0.022	12.8%	0.000
Volume	17,440	16,694	-746	-4.3%	85,952

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.256	6.079	5.216
R3	5.783	5.606	5.086
R2	5.310	5.310	5.043
R1	5.133	5.133	4.999	5.222
PP	4.837	4.837	4.837	4.881
S1	4.660	4.660	4.913	4.749
S2	4.364	4.364	4.869
S3	3.891	4.187	4.826
S4	3.418	3.714	4.696

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	5.014	4.340	0.674	13.6%	0.275	5.6%	91%	True	False	21,392
10	5.092	4.340	0.752	15.2%	0.210	4.2%	82%	False	False	16,786
20	5.461	4.340	1.121	22.6%	0.167	3.4%	55%	False	False	13,073
40	5.860	4.340	1.520	30.7%	0.182	3.7%	41%	False	False	9,448
60	6.085	4.340	1.745	35.2%	0.170	3.4%	35%	False	False	7,623
80	6.170	4.340	1.830	36.9%	0.182	3.7%	34%	False	False	6,663
100	6.170	4.340	1.830	36.9%	0.178	3.6%	34%	False	False	5,919
120	6.170	4.340	1.830	36.9%	0.171	3.4%	34%	False	False	5,280

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	7.024
2.618	6.252
1.618	5.779
1.000	5.487
0.618	5.306
HIGH	5.014
0.618	4.833
0.500	4.778
0.382	4.722
LOW	4.541
0.618	4.249
1.000	4.068
1.618	3.776
2.618	3.303
4.250	2.531

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	4.897	4.869
PP	4.837	4.782
S1	4.778	4.695

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

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