NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	5.034	4.830	-0.204	-4.1%	5.449
High	5.115	4.940	-0.175	-3.4%	5.458
Low	4.817	4.761	-0.056	-1.2%	4.941
Close	4.824	4.922	0.098	2.0%	5.045
Range	0.298	0.179	-0.119	-39.9%	0.517
ATR	0.259	0.253	-0.006	-2.2%	0.000
Volume	116,303	98,108	-18,195	-15.6%	415,038

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.411	5.346	5.020
R3	5.232	5.167	4.971
R2	5.053	5.053	4.955
R1	4.988	4.988	4.938	5.021
PP	4.874	4.874	4.874	4.891
S1	4.809	4.809	4.906	4.842
S2	4.695	4.695	4.889
S3	4.516	4.630	4.873
S4	4.337	4.451	4.824

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	5.352	4.761	0.591	12.0%	0.257	5.2%	27%	False	True	98,227
10	5.989	4.761	1.228	24.9%	0.250	5.1%	13%	False	True	86,032
20	5.989	4.761	1.228	24.9%	0.250	5.1%	13%	False	True	76,525
40	5.989	4.541	1.448	29.4%	0.263	5.3%	26%	False	False	51,454
60	5.989	4.340	1.649	33.5%	0.225	4.6%	35%	False	False	38,328
80	5.989	4.340	1.649	33.5%	0.219	4.4%	35%	False	False	30,151
100	6.170	4.340	1.830	37.2%	0.206	4.2%	32%	False	False	24,899
120	6.170	4.340	1.830	37.2%	0.207	4.2%	32%	False	False	21,346

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	0.066
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	5.701
2.618	5.409
1.618	5.230
1.000	5.119
0.618	5.051
HIGH	4.940
0.618	4.872
0.500	4.851
0.382	4.829
LOW	4.761
0.618	4.650
1.000	4.582
1.618	4.471
2.618	4.292
4.250	4.000

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	4.898	5.016
PP	4.874	4.985
S1	4.851	4.953

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

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