NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 02-Oct-2009

Day Change Summary
	Previous	Current
	01-Oct-2009	02-Oct-2009	Change	Change %	Previous Week
Open	5.642	5.325	-0.317	-5.6%	5.660
High	5.650	5.528	-0.122	-2.2%	5.750
Low	5.306	5.200	-0.106	-2.0%	5.200
Close	5.327	5.522	0.195	3.7%	5.522
Range	0.344	0.328	-0.016	-4.7%	0.550
ATR	0.239	0.245	0.006	2.7%	0.000
Volume	29,089	49,259	20,170	69.3%	161,231

Daily Pivots for day following 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.401	6.289	5.702
R3	6.073	5.961	5.612
R2	5.745	5.745	5.582
R1	5.633	5.633	5.552	5.689
PP	5.417	5.417	5.417	5.445
S1	5.305	5.305	5.492	5.361
S2	5.089	5.089	5.462
S3	4.761	4.977	5.432
S4	4.433	4.649	5.342

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.141	6.881	5.825
R3	6.591	6.331	5.673
R2	6.041	6.041	5.623
R1	5.781	5.781	5.572	5.636
PP	5.491	5.491	5.491	5.418
S1	5.231	5.231	5.472	5.086
S2	4.941	4.941	5.421
S3	4.391	4.681	5.371
S4	3.841	4.131	5.220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.750	5.200	0.550	10.0%	0.273	4.9%	59%	False	True	32,246
10	5.750	5.086	0.664	12.0%	0.243	4.4%	66%	False	False	25,508
20	5.750	4.340	1.410	25.5%	0.271	4.9%	84%	False	False	24,882
40	5.750	4.340	1.410	25.5%	0.204	3.7%	84%	False	False	17,624
60	5.860	4.340	1.520	27.5%	0.202	3.7%	78%	False	False	13,495
80	6.170	4.340	1.830	33.1%	0.193	3.5%	65%	False	False	11,105
100	6.170	4.340	1.830	33.1%	0.196	3.5%	65%	False	False	9,589
120	6.170	4.340	1.830	33.1%	0.188	3.4%	65%	False	False	8,458

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	0.062
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.922
2.618	6.387
1.618	6.059
1.000	5.856
0.618	5.731
HIGH	5.528
0.618	5.403
0.500	5.364
0.382	5.325
LOW	5.200
0.618	4.997
1.000	4.872
1.618	4.669
2.618	4.341
4.250	3.806

Fisher Pivots for day following 02-Oct-2009
Pivot	1 day	3 day
R1	5.469	5.503
PP	5.417	5.483
S1	5.364	5.464

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

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