NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 17-Sep-2009

Day Change Summary
	Previous	Current
	16-Sep-2009	17-Sep-2009	Change	Change %	Previous Week
Open	4.970	5.318	0.348	7.0%	4.511
High	5.345	5.423	0.078	1.5%	5.132
Low	4.970	5.103	0.133	2.7%	4.375
Close	5.317	5.115	-0.202	-3.8%	4.769
Range	0.375	0.320	-0.055	-14.7%	0.757
ATR	0.226	0.233	0.007	3.0%	0.000
Volume	32,754	27,706	-5,048	-15.4%	86,295

Daily Pivots for day following 17-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.174	5.964	5.291
R3	5.854	5.644	5.203
R2	5.534	5.534	5.174
R1	5.324	5.324	5.144	5.269
PP	5.214	5.214	5.214	5.186
S1	5.004	5.004	5.086	4.949
S2	4.894	4.894	5.056
S3	4.574	4.684	5.027
S4	4.254	4.364	4.939

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	5.423	4.743	0.680	13.3%	0.325	6.4%	55%	True	False	27,440
10	5.423	4.340	1.083	21.2%	0.300	5.9%	72%	True	False	24,416
20	5.423	4.340	1.083	21.2%	0.216	4.2%	72%	True	False	17,351
40	5.860	4.340	1.520	29.7%	0.196	3.8%	51%	False	False	12,348
60	5.860	4.340	1.520	29.7%	0.182	3.6%	51%	False	False	9,582
80	6.170	4.340	1.830	35.8%	0.192	3.8%	42%	False	False	8,173
100	6.170	4.340	1.830	35.8%	0.189	3.7%	42%	False	False	7,149
120	6.170	4.340	1.830	35.8%	0.177	3.5%	42%	False	False	6,315

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	0.077
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.783
2.618	6.261
1.618	5.941
1.000	5.743
0.618	5.621
HIGH	5.423
0.618	5.301
0.500	5.263
0.382	5.225
LOW	5.103
0.618	4.905
1.000	4.783
1.618	4.585
2.618	4.265
4.250	3.743

Fisher Pivots for day following 17-Sep-2009
Pivot	1 day	3 day
R1	5.263	5.180
PP	5.214	5.158
S1	5.164	5.137

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

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