NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	4.869	5.064	0.195	4.0%	5.290
High	4.939	5.085	0.146	3.0%	5.295
Low	4.869	4.984	0.115	2.4%	4.869
Close	4.947	5.036	0.089	1.8%	4.947
Range	0.070	0.101	0.031	44.3%	0.426
ATR	0.109	0.111	0.002	1.9%	0.000
Volume	736	538	-198	-26.9%	5,147

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.338	5.288	5.092
R3	5.237	5.187	5.064
R2	5.136	5.136	5.055
R1	5.086	5.086	5.045	5.061
PP	5.035	5.035	5.035	5.022
S1	4.985	4.985	5.027	4.960
S2	4.934	4.934	5.017
S3	4.833	4.884	5.008
S4	4.732	4.783	4.980

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.315	6.057	5.181
R3	5.889	5.631	5.064
R2	5.463	5.463	5.025
R1	5.205	5.205	4.986	5.121
PP	5.037	5.037	5.037	4.995
S1	4.779	4.779	4.908	4.695
S2	4.611	4.611	4.869
S3	4.185	4.353	4.830
S4	3.759	3.927	4.713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.266	4.869	0.397	7.9%	0.114	2.3%	42%	False	False	1,047
10	5.500	4.869	0.631	12.5%	0.094	1.9%	26%	False	False	980
20	5.710	4.869	0.841	16.7%	0.084	1.7%	20%	False	False	751
40	5.941	4.869	1.072	21.3%	0.105	2.1%	16%	False	False	635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.514
2.618	5.349
1.618	5.248
1.000	5.186
0.618	5.147
HIGH	5.085
0.618	5.046
0.500	5.035
0.382	5.023
LOW	4.984
0.618	4.922
1.000	4.883
1.618	4.821
2.618	4.720
4.250	4.555

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	5.036	5.026
PP	5.035	5.017
S1	5.035	5.007

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

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