NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	5.318	5.127	-0.191	-3.6%	4.781
High	5.423	5.355	-0.068	-1.3%	5.423
Low	5.103	5.120	0.017	0.3%	4.749
Close	5.115	5.323	0.208	4.1%	5.323
Range	0.320	0.235	-0.085	-26.6%	0.674
ATR	0.233	0.233	0.001	0.2%	0.000
Volume	27,706	22,452	-5,254	-19.0%	133,255

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.971	5.882	5.452
R3	5.736	5.647	5.388
R2	5.501	5.501	5.366
R1	5.412	5.412	5.345	5.457
PP	5.266	5.266	5.266	5.288
S1	5.177	5.177	5.301	5.222
S2	5.031	5.031	5.280
S3	4.796	4.942	5.258
S4	4.561	4.707	5.194

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.187	6.929	5.694
R3	6.513	6.255	5.508
R2	5.839	5.839	5.447
R1	5.581	5.581	5.385	5.710
PP	5.165	5.165	5.165	5.230
S1	4.907	4.907	5.261	5.036
S2	4.491	4.491	5.199
S3	3.817	4.233	5.138
S4	3.143	3.559	4.952

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.423	4.749	0.674	12.7%	0.294	5.5%	85%	False	False	26,651
10	5.423	4.340	1.083	20.3%	0.299	5.6%	91%	False	False	24,255
20	5.423	4.340	1.083	20.3%	0.222	4.2%	91%	False	False	18,150
40	5.860	4.340	1.520	28.6%	0.196	3.7%	65%	False	False	12,769
60	5.860	4.340	1.520	28.6%	0.184	3.4%	65%	False	False	9,839
80	6.170	4.340	1.830	34.4%	0.191	3.6%	54%	False	False	8,406
100	6.170	4.340	1.830	34.4%	0.190	3.6%	54%	False	False	7,353
120	6.170	4.340	1.830	34.4%	0.178	3.3%	54%	False	False	6,479

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.073
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.354
2.618	5.970
1.618	5.735
1.000	5.590
0.618	5.500
HIGH	5.355
0.618	5.265
0.500	5.238
0.382	5.210
LOW	5.120
0.618	4.975
1.000	4.885
1.618	4.740
2.618	4.505
4.250	4.121

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	5.295	5.281
PP	5.266	5.239
S1	5.238	5.197

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

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