NYMEX Natural Gas Future January 2010

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

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	5.120	5.025	-0.095	-1.9%	5.275
High	5.150	5.066	-0.084	-1.6%	5.449
Low	4.991	4.972	-0.019	-0.4%	5.195
Close	4.995	4.975	-0.020	-0.4%	5.211
Range	0.159	0.094	-0.065	-40.9%	0.254
ATR	0.148	0.144	-0.004	-2.6%	0.000
Volume	10,541	10,998	457	4.3%	43,434

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.286	5.225	5.027
R3	5.192	5.131	5.001
R2	5.098	5.098	4.992
R1	5.037	5.037	4.984	5.021
PP	5.004	5.004	5.004	4.996
S1	4.943	4.943	4.966	4.927
S2	4.910	4.910	4.958
S3	4.816	4.849	4.949
S4	4.722	4.755	4.923

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.047	5.883	5.351
R3	5.793	5.629	5.281
R2	5.539	5.539	5.258
R1	5.375	5.375	5.234	5.330
PP	5.285	5.285	5.285	5.263
S1	5.121	5.121	5.188	5.076
S2	5.031	5.031	5.164
S3	4.777	4.867	5.141
S4	4.523	4.613	5.071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.374	4.972	0.402	8.1%	0.142	2.9%	1%	False	True	10,053
10	5.451	4.972	0.479	9.6%	0.129	2.6%	1%	False	True	9,004
20	6.034	4.972	1.062	21.3%	0.133	2.7%	0%	False	True	8,817
40	6.127	4.972	1.155	23.2%	0.154	3.1%	0%	False	True	8,158
60	6.462	4.972	1.490	29.9%	0.154	3.1%	0%	False	True	7,203
80	6.462	4.972	1.490	29.9%	0.163	3.3%	0%	False	True	6,740
100	6.462	4.972	1.490	29.9%	0.158	3.2%	0%	False	True	6,386

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	0.015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.466
2.618	5.312
1.618	5.218
1.000	5.160
0.618	5.124
HIGH	5.066
0.618	5.030
0.500	5.019
0.382	5.008
LOW	4.972
0.618	4.914
1.000	4.878
1.618	4.820
2.618	4.726
4.250	4.573

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	5.019	5.109
PP	5.004	5.064
S1	4.990	5.020

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

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