NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 20-Oct-2009

Day Change Summary
	Previous	Current
	19-Oct-2009	20-Oct-2009	Change	Change %	Previous Week
Open	5.739	5.757	0.018	0.3%	5.635
High	5.817	5.967	0.150	2.6%	5.821
Low	5.597	5.757	0.160	2.9%	5.280
Close	5.758	5.935	0.177	3.1%	5.713
Range	0.220	0.210	-0.010	-4.5%	0.541
ATR	0.259	0.255	-0.003	-1.3%	0.000
Volume	97,801	84,662	-13,139	-13.4%	354,094

Daily Pivots for day following 20-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.516	6.436	6.051
R3	6.306	6.226	5.993
R2	6.096	6.096	5.974
R1	6.016	6.016	5.954	6.056
PP	5.886	5.886	5.886	5.907
S1	5.806	5.806	5.916	5.846
S2	5.676	5.676	5.897
S3	5.466	5.596	5.877
S4	5.256	5.386	5.820

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.228	7.011	6.011
R3	6.687	6.470	5.862
R2	6.146	6.146	5.812
R1	5.929	5.929	5.763	6.038
PP	5.605	5.605	5.605	5.659
S1	5.388	5.388	5.663	5.497
S2	5.064	5.064	5.614
S3	4.523	4.847	5.564
S4	3.982	4.306	5.415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.967	5.280	0.687	11.6%	0.266	4.5%	95%	True	False	89,379
10	5.967	5.280	0.687	11.6%	0.250	4.2%	95%	True	False	67,018
20	5.967	5.200	0.767	12.9%	0.256	4.3%	96%	True	False	48,377
40	5.967	4.340	1.627	27.4%	0.242	4.1%	98%	True	False	33,629
60	5.967	4.340	1.627	27.4%	0.219	3.7%	98%	True	False	25,105
80	5.967	4.340	1.627	27.4%	0.203	3.4%	98%	True	False	19,864
100	6.170	4.340	1.830	30.8%	0.202	3.4%	87%	False	False	16,694
120	6.170	4.340	1.830	30.8%	0.203	3.4%	87%	False	False	14,446

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.051
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6.860
2.618	6.517
1.618	6.307
1.000	6.177
0.618	6.097
HIGH	5.967
0.618	5.887
0.500	5.862
0.382	5.837
LOW	5.757
0.618	5.627
1.000	5.547
1.618	5.417
2.618	5.207
4.250	4.865

Fisher Pivots for day following 20-Oct-2009
Pivot	1 day	3 day
R1	5.911	5.847
PP	5.886	5.759
S1	5.862	5.671

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

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