NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	5.290	5.241	-0.049	-0.9%	5.420
High	5.295	5.266	-0.029	-0.5%	5.525
Low	5.250	5.135	-0.115	-2.2%	5.344
Close	5.268	5.143	-0.125	-2.4%	5.352
Range	0.045	0.131	0.086	191.1%	0.181
ATR	0.103	0.105	0.002	2.1%	0.000
Volume	449	2,210	1,761	392.2%	4,759

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.574	5.490	5.215
R3	5.443	5.359	5.179
R2	5.312	5.312	5.167
R1	5.228	5.228	5.155	5.205
PP	5.181	5.181	5.181	5.170
S1	5.097	5.097	5.131	5.074
S2	5.050	5.050	5.119
S3	4.919	4.966	5.107
S4	4.788	4.835	5.071

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.950	5.832	5.452
R3	5.769	5.651	5.402
R2	5.588	5.588	5.385
R1	5.470	5.470	5.369	5.439
PP	5.407	5.407	5.407	5.391
S1	5.289	5.289	5.335	5.258
S2	5.226	5.226	5.319
S3	5.045	5.108	5.302
S4	4.864	4.927	5.252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.484	5.135	0.349	6.8%	0.089	1.7%	2%	False	True	1,295
10	5.525	5.135	0.390	7.6%	0.081	1.6%	2%	False	True	862
20	5.941	5.135	0.806	15.7%	0.086	1.7%	1%	False	True	721
40	5.941	5.135	0.806	15.7%	0.101	2.0%	1%	False	True	698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5.823
2.618	5.609
1.618	5.478
1.000	5.397
0.618	5.347
HIGH	5.266
0.618	5.216
0.500	5.201
0.382	5.185
LOW	5.135
0.618	5.054
1.000	5.004
1.618	4.923
2.618	4.792
4.250	4.578

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	5.201	5.298
PP	5.181	5.246
S1	5.162	5.195

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

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