NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	5.361	5.156	-0.205	-3.8%	5.750
High	5.448	5.266	-0.182	-3.3%	5.786
Low	5.155	5.093	-0.062	-1.2%	5.300
Close	5.162	5.248	0.086	1.7%	5.390
Range	0.293	0.173	-0.120	-41.0%	0.486
ATR	0.245	0.240	-0.005	-2.1%	0.000
Volume	30,003	33,817	3,814	12.7%	120,937

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.721	5.658	5.343
R3	5.548	5.485	5.296
R2	5.375	5.375	5.280
R1	5.312	5.312	5.264	5.344
PP	5.202	5.202	5.202	5.218
S1	5.139	5.139	5.232	5.171
S2	5.029	5.029	5.216
S3	4.856	4.966	5.200
S4	4.683	4.793	5.153

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.950	6.656	5.657
R3	6.464	6.170	5.524
R2	5.978	5.978	5.479
R1	5.684	5.684	5.435	5.588
PP	5.492	5.492	5.492	5.444
S1	5.198	5.198	5.345	5.102
S2	5.006	5.006	5.301
S3	4.520	4.712	5.256
S4	4.034	4.226	5.123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.696	5.093	0.603	11.5%	0.250	4.8%	26%	False	True	28,408
10	6.266	5.093	1.173	22.4%	0.240	4.6%	13%	False	True	26,224
20	6.266	5.093	1.173	22.4%	0.238	4.5%	13%	False	True	28,995
40	6.266	4.842	1.424	27.1%	0.246	4.7%	29%	False	False	23,553
60	6.266	4.677	1.589	30.3%	0.209	4.0%	36%	False	False	19,164
80	6.266	4.677	1.589	30.3%	0.205	3.9%	36%	False	False	16,280
100	6.462	4.677	1.785	34.0%	0.191	3.6%	32%	False	False	14,083
120	6.462	4.677	1.785	34.0%	0.191	3.6%	32%	False	False	12,605

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.059
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	6.001
2.618	5.719
1.618	5.546
1.000	5.439
0.618	5.373
HIGH	5.266
0.618	5.200
0.500	5.180
0.382	5.159
LOW	5.093
0.618	4.986
1.000	4.920
1.618	4.813
2.618	4.640
4.250	4.358

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	5.225	5.356
PP	5.202	5.320
S1	5.180	5.284

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

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