NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	5.449	5.212	-0.237	-4.3%	5.739
High	5.458	5.366	-0.092	-1.7%	5.989
Low	5.200	5.173	-0.027	-0.5%	5.473
Close	5.212	5.282	0.070	1.3%	5.484
Range	0.258	0.193	-0.065	-25.2%	0.516
ATR	0.258	0.253	-0.005	-1.8%	0.000
Volume	63,996	74,315	10,319	16.1%	413,334

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.853	5.760	5.388
R3	5.660	5.567	5.335
R2	5.467	5.467	5.317
R1	5.374	5.374	5.300	5.421
PP	5.274	5.274	5.274	5.297
S1	5.181	5.181	5.264	5.228
S2	5.081	5.081	5.247
S3	4.888	4.988	5.229
S4	4.695	4.795	5.176

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.197	6.856	5.768
R3	6.681	6.340	5.626
R2	6.165	6.165	5.579
R1	5.824	5.824	5.531	5.737
PP	5.649	5.649	5.649	5.605
S1	5.308	5.308	5.437	5.221
S2	5.133	5.133	5.389
S3	4.617	4.792	5.342
S4	4.101	4.276	5.200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.989	5.173	0.816	15.4%	0.243	4.6%	13%	False	True	73,836
10	5.989	5.173	0.816	15.4%	0.254	4.8%	13%	False	True	81,607
20	5.989	5.173	0.816	15.4%	0.258	4.9%	13%	False	True	61,837
40	5.989	4.340	1.649	31.2%	0.256	4.9%	57%	False	False	41,710
60	5.989	4.340	1.649	31.2%	0.218	4.1%	57%	False	False	30,831
80	5.989	4.340	1.649	31.2%	0.210	4.0%	57%	False	False	24,259
100	6.170	4.340	1.830	34.6%	0.203	3.8%	51%	False	False	20,156
120	6.170	4.340	1.830	34.6%	0.204	3.9%	51%	False	False	17,387

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.059
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6.186
2.618	5.871
1.618	5.678
1.000	5.559
0.618	5.485
HIGH	5.366
0.618	5.292
0.500	5.270
0.382	5.247
LOW	5.173
0.618	5.054
1.000	4.980
1.618	4.861
2.618	4.668
4.250	4.353

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	5.278	5.458
PP	5.274	5.399
S1	5.270	5.341

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

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