NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 12-Oct-2009

Day Change Summary
	Previous	Current
	09-Oct-2009	12-Oct-2009	Change	Change %	Previous Week
Open	5.764	5.635	-0.129	-2.2%	5.525
High	5.764	5.821	0.057	1.0%	5.829
Low	5.579	5.625	0.046	0.8%	5.474
Close	5.590	5.740	0.150	2.7%	5.590
Range	0.185	0.196	0.011	5.9%	0.355
ATR	0.240	0.239	-0.001	-0.3%	0.000
Volume	49,355	48,799	-556	-1.1%	212,425

Daily Pivots for day following 12-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.317	6.224	5.848
R3	6.121	6.028	5.794
R2	5.925	5.925	5.776
R1	5.832	5.832	5.758	5.879
PP	5.729	5.729	5.729	5.752
S1	5.636	5.636	5.722	5.683
S2	5.533	5.533	5.704
S3	5.337	5.440	5.686
S4	5.141	5.244	5.632

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.696	6.498	5.785
R3	6.341	6.143	5.688
R2	5.986	5.986	5.655
R1	5.788	5.788	5.623	5.887
PP	5.631	5.631	5.631	5.681
S1	5.433	5.433	5.557	5.532
S2	5.276	5.276	5.525
S3	4.921	5.078	5.492
S4	4.566	4.723	5.395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.829	5.549	0.280	4.9%	0.208	3.6%	68%	False	False	44,912
10	5.829	5.200	0.629	11.0%	0.257	4.5%	86%	False	False	40,398
20	5.829	4.936	0.893	15.6%	0.247	4.3%	90%	False	False	31,187
40	5.829	4.340	1.489	25.9%	0.219	3.8%	94%	False	False	22,810
60	5.860	4.340	1.520	26.5%	0.207	3.6%	92%	False	False	17,399
80	5.860	4.340	1.520	26.5%	0.193	3.4%	92%	False	False	14,065
100	6.170	4.340	1.830	31.9%	0.198	3.4%	77%	False	False	12,033
120	6.170	4.340	1.830	31.9%	0.194	3.4%	77%	False	False	10,510

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.063
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.654
2.618	6.334
1.618	6.138
1.000	6.017
0.618	5.942
HIGH	5.821
0.618	5.746
0.500	5.723
0.382	5.700
LOW	5.625
0.618	5.504
1.000	5.429
1.618	5.308
2.618	5.112
4.250	4.792

Fisher Pivots for day following 12-Oct-2009
Pivot	1 day	3 day
R1	5.734	5.727
PP	5.729	5.713
S1	5.723	5.700

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

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