NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	5.723	5.472	-0.251	-4.4%	5.525
High	5.820	5.550	-0.270	-4.6%	5.829
Low	5.412	5.304	-0.108	-2.0%	5.474
Close	5.475	5.357	-0.118	-2.2%	5.590
Range	0.408	0.246	-0.162	-39.7%	0.355
ATR	0.251	0.251	0.000	-0.2%	0.000
Volume	40,862	83,239	42,377	103.7%	212,425

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.142	5.995	5.492
R3	5.896	5.749	5.425
R2	5.650	5.650	5.402
R1	5.503	5.503	5.380	5.454
PP	5.404	5.404	5.404	5.379
S1	5.257	5.257	5.334	5.208
S2	5.158	5.158	5.312
S3	4.912	5.011	5.289
S4	4.666	4.765	5.222

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	5.821	5.304	0.517	9.7%	0.248	4.6%	10%	False	True	52,878
10	5.829	5.200	0.629	11.7%	0.269	5.0%	25%	False	False	46,367
20	5.829	5.086	0.743	13.9%	0.250	4.7%	36%	False	False	34,528
40	5.829	4.340	1.489	27.8%	0.228	4.2%	68%	False	False	25,481
60	5.860	4.340	1.520	28.4%	0.213	4.0%	67%	False	False	19,336
80	5.860	4.340	1.520	28.4%	0.196	3.7%	67%	False	False	15,535
100	6.170	4.340	1.830	34.2%	0.202	3.8%	56%	False	False	13,189
120	6.170	4.340	1.830	34.2%	0.197	3.7%	56%	False	False	11,494

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	0.058
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.596
2.618	6.194
1.618	5.948
1.000	5.796
0.618	5.702
HIGH	5.550
0.618	5.456
0.500	5.427
0.382	5.398
LOW	5.304
0.618	5.152
1.000	5.058
1.618	4.906
2.618	4.660
4.250	4.259

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	5.427	5.563
PP	5.404	5.494
S1	5.380	5.426

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

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