NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 22-Sep-2009

Day Change Summary
	Previous	Current
	21-Sep-2009	22-Sep-2009	Change	Change %	Previous Week
Open	5.250	5.152	-0.098	-1.9%	4.781
High	5.311	5.286	-0.025	-0.5%	5.423
Low	5.103	5.086	-0.017	-0.3%	4.749
Close	5.114	5.218	0.104	2.0%	5.323
Range	0.208	0.200	-0.008	-3.8%	0.674
ATR	0.232	0.230	-0.002	-1.0%	0.000
Volume	20,923	15,588	-5,335	-25.5%	133,255

Daily Pivots for day following 22-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.797	5.707	5.328
R3	5.597	5.507	5.273
R2	5.397	5.397	5.255
R1	5.307	5.307	5.236	5.352
PP	5.197	5.197	5.197	5.219
S1	5.107	5.107	5.200	5.152
S2	4.997	4.997	5.181
S3	4.797	4.907	5.163
S4	4.597	4.707	5.108

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	4.970	0.453	8.7%	0.268	5.1%	55%	False	False	23,884
10	5.423	4.541	0.882	16.9%	0.289	5.5%	77%	False	False	23,030
20	5.423	4.340	1.083	20.8%	0.228	4.4%	81%	False	False	18,881
40	5.860	4.340	1.520	29.1%	0.201	3.8%	58%	False	False	13,469
60	5.860	4.340	1.520	29.1%	0.186	3.6%	58%	False	False	10,359
80	6.170	4.340	1.830	35.1%	0.189	3.6%	48%	False	False	8,774
100	6.170	4.340	1.830	35.1%	0.192	3.7%	48%	False	False	7,659
120	6.170	4.340	1.830	35.1%	0.178	3.4%	48%	False	False	6,749

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.070
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6.136
2.618	5.810
1.618	5.610
1.000	5.486
0.618	5.410
HIGH	5.286
0.618	5.210
0.500	5.186
0.382	5.162
LOW	5.086
0.618	4.962
1.000	4.886
1.618	4.762
2.618	4.562
4.250	4.236

Fisher Pivots for day following 22-Sep-2009
Pivot	1 day	3 day
R1	5.207	5.221
PP	5.197	5.220
S1	5.186	5.219

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

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