NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	6.082	5.857	-0.225	-3.7%	5.842
High	6.157	5.887	-0.270	-4.4%	6.100
Low	5.756	5.640	-0.116	-2.0%	5.780
Close	5.818	5.684	-0.134	-2.3%	5.907
Range	0.401	0.247	-0.154	-38.4%	0.320
ATR	0.235	0.236	0.001	0.4%	0.000
Volume	35,863	50,885	15,022	41.9%	144,617

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.478	6.328	5.820
R3	6.231	6.081	5.752
R2	5.984	5.984	5.729
R1	5.834	5.834	5.707	5.786
PP	5.737	5.737	5.737	5.713
S1	5.587	5.587	5.661	5.539
S2	5.490	5.490	5.639
S3	5.243	5.340	5.616
S4	4.996	5.093	5.548

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.889	6.718	6.083
R3	6.569	6.398	5.995
R2	6.249	6.249	5.966
R1	6.078	6.078	5.936	6.164
PP	5.929	5.929	5.929	5.972
S1	5.758	5.758	5.878	5.844
S2	5.609	5.609	5.848
S3	5.289	5.438	5.819
S4	4.969	5.118	5.731

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.157	5.640	0.517	9.1%	0.244	4.3%	9%	False	True	40,253
10	6.157	5.512	0.645	11.3%	0.251	4.4%	27%	False	False	31,678
20	6.157	5.350	0.807	14.2%	0.234	4.1%	41%	False	False	23,878
40	6.157	4.677	1.480	26.0%	0.211	3.7%	68%	False	False	18,573
60	6.157	4.677	1.480	26.0%	0.199	3.5%	68%	False	False	15,058
80	6.157	4.677	1.480	26.0%	0.182	3.2%	68%	False	False	12,800
100	6.462	4.677	1.785	31.4%	0.186	3.3%	56%	False	False	11,338
120	6.462	4.677	1.785	31.4%	0.183	3.2%	56%	False	False	10,296

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	0.055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.937
2.618	6.534
1.618	6.287
1.000	6.134
0.618	6.040
HIGH	5.887
0.618	5.793
0.500	5.764
0.382	5.734
LOW	5.640
0.618	5.487
1.000	5.393
1.618	5.240
2.618	4.993
4.250	4.590

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	5.764	5.899
PP	5.737	5.827
S1	5.711	5.756

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

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