NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	4.925	4.732	-0.193	-3.9%	5.449
High	4.984	4.882	-0.102	-2.0%	5.458
Low	4.710	4.676	-0.034	-0.7%	4.941
Close	4.725	4.782	0.057	1.2%	5.045
Range	0.274	0.206	-0.068	-24.8%	0.517
ATR	0.255	0.251	-0.003	-1.4%	0.000
Volume	95,649	87,098	-8,551	-8.9%	415,038

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.398	5.296	4.895
R3	5.192	5.090	4.839
R2	4.986	4.986	4.820
R1	4.884	4.884	4.801	4.935
PP	4.780	4.780	4.780	4.806
S1	4.678	4.678	4.763	4.729
S2	4.574	4.574	4.744
S3	4.368	4.472	4.725
S4	4.162	4.266	4.669

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	5.271	4.676	0.595	12.4%	0.255	5.3%	18%	False	True	98,450
10	5.742	4.676	1.066	22.3%	0.248	5.2%	10%	False	True	89,104
20	5.989	4.676	1.313	27.5%	0.255	5.3%	8%	False	True	81,448
40	5.989	4.676	1.313	27.5%	0.259	5.4%	8%	False	True	55,169
60	5.989	4.340	1.649	34.5%	0.229	4.8%	27%	False	False	41,137
80	5.989	4.340	1.649	34.5%	0.221	4.6%	27%	False	False	32,309
100	6.085	4.340	1.745	36.5%	0.206	4.3%	25%	False	False	26,641
120	6.170	4.340	1.830	38.3%	0.208	4.3%	24%	False	False	22,832

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	0.066
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.758
2.618	5.421
1.618	5.215
1.000	5.088
0.618	5.009
HIGH	4.882
0.618	4.803
0.500	4.779
0.382	4.755
LOW	4.676
0.618	4.549
1.000	4.470
1.618	4.343
2.618	4.137
4.250	3.801

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	4.781	4.830
PP	4.780	4.814
S1	4.779	4.798

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

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