NYMEX Natural Gas Future February 2010

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

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	5.261	4.914	-0.347	-6.6%	4.925
High	5.261	4.980	-0.281	-5.3%	5.351
Low	4.917	4.756	-0.161	-3.3%	4.769
Close	4.942	4.845	-0.097	-2.0%	5.261
Range	0.344	0.224	-0.120	-34.9%	0.582
ATR	0.245	0.244	-0.002	-0.6%	0.000
Volume	14,509	27,566	13,057	90.0%	80,464

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.532	5.413	4.968
R3	5.308	5.189	4.907
R2	5.084	5.084	4.886
R1	4.965	4.965	4.866	4.913
PP	4.860	4.860	4.860	4.834
S1	4.741	4.741	4.824	4.689
S2	4.636	4.636	4.804
S3	4.412	4.517	4.783
S4	4.188	4.293	4.722

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.873	6.649	5.581
R3	6.291	6.067	5.421
R2	5.709	5.709	5.368
R1	5.485	5.485	5.314	5.597
PP	5.127	5.127	5.127	5.183
S1	4.903	4.903	5.208	5.015
S2	4.545	4.545	5.154
S3	3.963	4.321	5.101
S4	3.381	3.739	4.941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.351	4.756	0.595	12.3%	0.327	6.8%	15%	False	True	21,868
10	5.351	4.655	0.696	14.4%	0.269	5.5%	27%	False	False	18,733
20	5.351	4.655	0.696	14.4%	0.227	4.7%	27%	False	False	16,790
40	6.300	4.655	1.645	34.0%	0.223	4.6%	12%	False	False	12,049
60	6.300	4.655	1.645	34.0%	0.225	4.7%	12%	False	False	9,182
80	6.300	4.655	1.645	34.0%	0.197	4.1%	12%	False	False	7,368
100	6.300	4.655	1.645	34.0%	0.190	3.9%	12%	False	False	6,178
120	6.487	4.655	1.832	37.8%	0.178	3.7%	10%	False	False	5,312

Crabel Price Patterns
NR	True
NR4	True
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	0.053
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.932
2.618	5.566
1.618	5.342
1.000	5.204
0.618	5.118
HIGH	4.980
0.618	4.894
0.500	4.868
0.382	4.842
LOW	4.756
0.618	4.618
1.000	4.532
1.618	4.394
2.618	4.170
4.250	3.804

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	4.868	5.054
PP	4.860	4.984
S1	4.853	4.915

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

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