NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	5.588	5.663	0.075	1.3%	5.250
High	5.750	5.727	-0.023	-0.4%	5.694
Low	5.399	5.552	0.153	2.8%	5.086
Close	5.674	5.674	0.000	0.0%	5.666
Range	0.351	0.175	-0.176	-50.1%	0.608
ATR	0.233	0.229	-0.004	-1.8%	0.000
Volume	24,175	40,237	16,062	66.4%	93,857

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.176	6.100	5.770
R3	6.001	5.925	5.722
R2	5.826	5.826	5.706
R1	5.750	5.750	5.690	5.788
PP	5.651	5.651	5.651	5.670
S1	5.575	5.575	5.658	5.613
S2	5.476	5.476	5.642
S3	5.301	5.400	5.626
S4	5.126	5.225	5.578

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.306	7.094	6.000
R3	6.698	6.486	5.833
R2	6.090	6.090	5.777
R1	5.878	5.878	5.722	5.984
PP	5.482	5.482	5.482	5.535
S1	5.270	5.270	5.610	5.376
S2	4.874	4.874	5.555
S3	4.266	4.662	5.499
S4	3.658	4.054	5.332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.750	5.370	0.380	6.7%	0.223	3.9%	80%	False	False	24,027
10	5.750	5.086	0.664	11.7%	0.231	4.1%	89%	False	False	22,689
20	5.750	4.340	1.410	24.9%	0.255	4.5%	95%	False	False	22,953
40	5.799	4.340	1.459	25.7%	0.199	3.5%	91%	False	False	16,034
60	5.860	4.340	1.520	26.8%	0.194	3.4%	88%	False	False	12,335
80	6.170	4.340	1.830	32.3%	0.190	3.3%	73%	False	False	10,203
100	6.170	4.340	1.830	32.3%	0.194	3.4%	73%	False	False	8,875
120	6.170	4.340	1.830	32.3%	0.184	3.2%	73%	False	False	7,833

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	0.060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.471
2.618	6.185
1.618	6.010
1.000	5.902
0.618	5.835
HIGH	5.727
0.618	5.660
0.500	5.640
0.382	5.619
LOW	5.552
0.618	5.444
1.000	5.377
1.618	5.269
2.618	5.094
4.250	4.808

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	5.663	5.641
PP	5.651	5.608
S1	5.640	5.575

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

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