NYMEX Natural Gas Future January 2010

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

Day Change Summary
	Previous	Current
	01-Oct-2009	02-Oct-2009	Change	Change %	Previous Week
Open	5.929	5.637	-0.292	-4.9%	5.945
High	5.929	5.819	-0.110	-1.9%	6.021
Low	5.619	5.512	-0.107	-1.9%	5.512
Close	5.637	5.816	0.179	3.2%	5.816
Range	0.310	0.307	-0.003	-1.0%	0.509
ATR	0.224	0.230	0.006	2.7%	0.000
Volume	16,549	27,566	11,017	66.6%	92,584

Daily Pivots for day following 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.637	6.533	5.985
R3	6.330	6.226	5.900
R2	6.023	6.023	5.872
R1	5.919	5.919	5.844	5.971
PP	5.716	5.716	5.716	5.742
S1	5.612	5.612	5.788	5.664
S2	5.409	5.409	5.760
S3	5.102	5.305	5.732
S4	4.795	4.998	5.647

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.310	7.072	6.096
R3	6.801	6.563	5.956
R2	6.292	6.292	5.909
R1	6.054	6.054	5.863	5.919
PP	5.783	5.783	5.783	5.715
S1	5.545	5.545	5.769	5.410
S2	5.274	5.274	5.723
S3	4.765	5.036	5.676
S4	4.256	4.527	5.536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.021	5.512	0.509	8.8%	0.251	4.3%	60%	False	True	18,516
10	6.021	5.369	0.652	11.2%	0.224	3.9%	69%	False	False	16,728
20	6.021	4.677	1.344	23.1%	0.248	4.3%	85%	False	False	17,684
40	6.021	4.677	1.344	23.1%	0.189	3.2%	85%	False	False	13,504
60	6.127	4.677	1.450	24.9%	0.187	3.2%	79%	False	False	11,489
80	6.462	4.677	1.785	30.7%	0.177	3.1%	64%	False	False	9,966
100	6.462	4.677	1.785	30.7%	0.180	3.1%	64%	False	False	9,016
120	6.462	4.677	1.785	30.7%	0.174	3.0%	64%	False	False	8,380

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	0.050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.124
2.618	6.623
1.618	6.316
1.000	6.126
0.618	6.009
HIGH	5.819
0.618	5.702
0.500	5.666
0.382	5.629
LOW	5.512
0.618	5.322
1.000	5.205
1.618	5.015
2.618	4.708
4.250	4.207

Fisher Pivots for day following 02-Oct-2009
Pivot	1 day	3 day
R1	5.766	5.797
PP	5.716	5.778
S1	5.666	5.759

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

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