NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 28-Sep-2009

Day Change Summary
	Previous	Current
	25-Sep-2009	28-Sep-2009	Change	Change %	Previous Week
Open	5.890	5.945	0.055	0.9%	5.520
High	5.958	5.947	-0.011	-0.2%	5.958
Low	5.776	5.800	0.024	0.4%	5.369
Close	5.924	5.859	-0.065	-1.1%	5.924
Range	0.182	0.147	-0.035	-19.2%	0.589
ATR	0.215	0.210	-0.005	-2.2%	0.000
Volume	15,704	12,971	-2,733	-17.4%	74,696

Daily Pivots for day following 28-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.310	6.231	5.940
R3	6.163	6.084	5.899
R2	6.016	6.016	5.886
R1	5.937	5.937	5.872	5.903
PP	5.869	5.869	5.869	5.852
S1	5.790	5.790	5.846	5.756
S2	5.722	5.722	5.832
S3	5.575	5.643	5.819
S4	5.428	5.496	5.778

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.517	7.310	6.248
R3	6.928	6.721	6.086
R2	6.339	6.339	6.032
R1	6.132	6.132	5.978	6.236
PP	5.750	5.750	5.750	5.802
S1	5.543	5.543	5.870	5.647
S2	5.161	5.161	5.816
S3	4.572	4.954	5.762
S4	3.983	4.365	5.600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.958	5.369	0.589	10.1%	0.189	3.2%	83%	False	False	14,692
10	5.958	5.200	0.758	12.9%	0.223	3.8%	87%	False	False	16,648
20	5.958	4.677	1.281	21.9%	0.224	3.8%	92%	False	False	16,174
40	6.127	4.677	1.450	24.7%	0.188	3.2%	82%	False	False	12,444
60	6.127	4.677	1.450	24.7%	0.178	3.0%	82%	False	False	10,591
80	6.462	4.677	1.785	30.5%	0.172	2.9%	66%	False	False	9,216
100	6.462	4.677	1.785	30.5%	0.177	3.0%	66%	False	False	8,482
120	6.462	4.677	1.785	30.5%	0.169	2.9%	66%	False	False	7,816

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.043
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6.572
2.618	6.332
1.618	6.185
1.000	6.094
0.618	6.038
HIGH	5.947
0.618	5.891
0.500	5.874
0.382	5.856
LOW	5.800
0.618	5.709
1.000	5.653
1.618	5.562
2.618	5.415
4.250	5.175

Fisher Pivots for day following 28-Sep-2009
Pivot	1 day	3 day
R1	5.874	5.840
PP	5.869	5.820
S1	5.864	5.801

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

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