NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	5.094	5.034	-0.060	-1.2%	5.449
High	5.271	5.115	-0.156	-3.0%	5.458
Low	4.952	4.817	-0.135	-2.7%	4.941
Close	5.045	4.824	-0.221	-4.4%	5.045
Range	0.319	0.298	-0.021	-6.6%	0.517
ATR	0.256	0.259	0.003	1.2%	0.000
Volume	95,094	116,303	21,209	22.3%	415,038

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.813	5.616	4.988
R3	5.515	5.318	4.906
R2	5.217	5.217	4.879
R1	5.020	5.020	4.851	4.970
PP	4.919	4.919	4.919	4.893
S1	4.722	4.722	4.797	4.672
S2	4.621	4.621	4.769
S3	4.323	4.424	4.742
S4	4.025	4.126	4.660

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.699	6.389	5.329
R3	6.182	5.872	5.187
R2	5.665	5.665	5.140
R1	5.355	5.355	5.092	5.252
PP	5.148	5.148	5.148	5.096
S1	4.838	4.838	4.998	4.735
S2	4.631	4.631	4.950
S3	4.114	4.321	4.903
S4	3.597	3.804	4.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.366	4.817	0.549	11.4%	0.260	5.4%	1%	False	True	93,469
10	5.989	4.817	1.172	24.3%	0.253	5.2%	1%	False	True	84,687
20	5.989	4.817	1.172	24.3%	0.255	5.3%	1%	False	True	73,726
40	5.989	4.375	1.614	33.5%	0.266	5.5%	28%	False	False	49,645
60	5.989	4.340	1.649	34.2%	0.224	4.6%	29%	False	False	36,803
80	5.989	4.340	1.649	34.2%	0.218	4.5%	29%	False	False	28,961
100	6.170	4.340	1.830	37.9%	0.207	4.3%	26%	False	False	23,949
120	6.170	4.340	1.830	37.9%	0.206	4.3%	26%	False	False	20,547

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	0.059
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.382
2.618	5.895
1.618	5.597
1.000	5.413
0.618	5.299
HIGH	5.115
0.618	5.001
0.500	4.966
0.382	4.931
LOW	4.817
0.618	4.633
1.000	4.519
1.618	4.335
2.618	4.037
4.250	3.551

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	4.966	5.044
PP	4.919	4.971
S1	4.871	4.897

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

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