NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 07-Oct-2009

Day Change Summary
	Previous	Current
	06-Oct-2009	07-Oct-2009	Change	Change %	Previous Week
Open	5.724	5.656	-0.068	-1.2%	5.660
High	5.829	5.790	-0.039	-0.7%	5.750
Low	5.549	5.613	0.064	1.2%	5.200
Close	5.627	5.683	0.056	1.0%	5.522
Range	0.280	0.177	-0.103	-36.8%	0.550
ATR	0.253	0.247	-0.005	-2.1%	0.000
Volume	42,136	42,136	0	0.0%	161,231

Daily Pivots for day following 07-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.226	6.132	5.780
R3	6.049	5.955	5.732
R2	5.872	5.872	5.715
R1	5.778	5.778	5.699	5.825
PP	5.695	5.695	5.695	5.719
S1	5.601	5.601	5.667	5.648
S2	5.518	5.518	5.651
S3	5.341	5.424	5.634
S4	5.164	5.247	5.586

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	5.829	5.200	0.629	11.1%	0.291	5.1%	77%	False	False	39,856
10	5.829	5.200	0.629	11.1%	0.257	4.5%	77%	False	False	31,941
20	5.829	4.541	1.288	22.7%	0.277	4.9%	89%	False	False	27,618
40	5.829	4.340	1.489	26.2%	0.213	3.7%	90%	False	False	20,103
60	5.860	4.340	1.520	26.7%	0.209	3.7%	88%	False	False	15,304
80	6.085	4.340	1.745	30.7%	0.193	3.4%	77%	False	False	12,469
100	6.170	4.340	1.830	32.2%	0.199	3.5%	73%	False	False	10,714
120	6.170	4.340	1.830	32.2%	0.191	3.4%	73%	False	False	9,407

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.069
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.542
2.618	6.253
1.618	6.076
1.000	5.967
0.618	5.899
HIGH	5.790
0.618	5.722
0.500	5.702
0.382	5.681
LOW	5.613
0.618	5.504
1.000	5.436
1.618	5.327
2.618	5.150
4.250	4.861

Fisher Pivots for day following 07-Oct-2009
Pivot	1 day	3 day
R1	5.702	5.673
PP	5.695	5.662
S1	5.689	5.652

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

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