NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	4.781	5.062	0.281	5.9%	4.511
High	5.079	5.147	0.068	1.3%	5.132
Low	4.749	4.936	0.187	3.9%	4.375
Close	4.992	4.961	-0.031	-0.6%	4.769
Range	0.330	0.211	-0.119	-36.1%	0.757
ATR	0.214	0.214	0.000	-0.1%	0.000
Volume	25,819	24,524	-1,295	-5.0%	86,295

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.648	5.515	5.077
R3	5.437	5.304	5.019
R2	5.226	5.226	5.000
R1	5.093	5.093	4.980	5.054
PP	5.015	5.015	5.015	4.995
S1	4.882	4.882	4.942	4.843
S2	4.804	4.804	4.922
S3	4.593	4.671	4.903
S4	4.382	4.460	4.845

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.030	6.656	5.185
R3	6.273	5.899	4.977
R2	5.516	5.516	4.908
R1	5.142	5.142	4.838	5.329
PP	4.759	4.759	4.759	4.852
S1	4.385	4.385	4.700	4.572
S2	4.002	4.002	4.630
S3	3.245	3.628	4.561
S4	2.488	2.871	4.353

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.147	4.541	0.606	12.2%	0.311	6.3%	69%	True	False	22,175
10	5.147	4.340	0.807	16.3%	0.258	5.2%	77%	True	False	21,224
20	5.234	4.340	0.894	18.0%	0.193	3.9%	69%	False	False	15,202
40	5.860	4.340	1.520	30.6%	0.188	3.8%	41%	False	False	11,031
60	5.860	4.340	1.520	30.6%	0.176	3.5%	41%	False	False	8,723
80	6.170	4.340	1.830	36.9%	0.187	3.8%	34%	False	False	7,473
100	6.170	4.340	1.830	36.9%	0.184	3.7%	34%	False	False	6,583
120	6.170	4.340	1.830	36.9%	0.174	3.5%	34%	False	False	5,871

Crabel Price Patterns
NR	True
NR4	True
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	0.074
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.044
2.618	5.699
1.618	5.488
1.000	5.358
0.618	5.277
HIGH	5.147
0.618	5.066
0.500	5.042
0.382	5.017
LOW	4.936
0.618	4.806
1.000	4.725
1.618	4.595
2.618	4.384
4.250	4.039

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	5.042	4.956
PP	5.015	4.950
S1	4.988	4.945

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

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