NYMEX Natural Gas Future January 2010

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Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary Previous Current 22-May-2009 26-May-2009 Change Change % Previous Week Open 5.841 5.752 -0.089 -1.5% 6.145 High 5.841 5.840 -0.001 0.0% 6.248 Low 5.755 5.693 -0.062 -1.1% 5.755 Close 5.781 5.798 0.017 0.3% 5.781 Range 0.086 0.147 0.061 70.9% 0.493 ATR 0.162 0.161 -0.001 -0.7% 0.000 Volume 6,108 2,353 -3,755 -61.5% 24,982
Daily Pivots for day following 26-May-2009 Classic Woodie Camarilla DeMark R4 6.218 6.155 5.879 R3 6.071 6.008 5.838 R2 5.924 5.924 5.825 R1 5.861 5.861 5.811 5.893 PP 5.777 5.777 5.777 5.793 S1 5.714 5.714 5.785 5.746 S2 5.630 5.630 5.771 S3 5.483 5.567 5.758 S4 5.336 5.420 5.717	Weekly Pivots for week ending 22-May-2009 Classic Woodie Camarilla DeMark R4 7.407 7.087 6.052 R3 6.914 6.594 5.917 R2 6.421 6.421 5.871 R1 6.101 6.101 5.826 6.015 PP 5.928 5.928 5.928 5.885 S1 5.608 5.608 5.736 5.522 S2 5.435 5.435 5.691 S3 4.942 5.115 5.645 S4 4.449 4.622 5.510
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 6.190 5.693 0.497 8.6% 0.168 2.9% 21% False True 4,613 10 6.439 5.693 0.746 12.9% 0.176 3.0% 14% False True 5,353 20 6.439 5.460 0.979 16.9% 0.165 2.9% 35% False False 5,085
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 0.020 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 6.465 2.618 6.225 1.618 6.078 1.000 5.987 0.618 5.931 HIGH 5.840 0.618 5.784 0.500 5.767 0.382 5.749 LOW 5.693 0.618 5.602 1.000 5.546 1.618 5.455 2.618 5.308 4.250 5.068
Fisher Pivots for day following 26-May-2009 Pivot 1 day 3 day R1 5.788 5.892 PP 5.777 5.860 S1 5.767 5.829

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