NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	5.156	5.251	0.095	1.8%	5.750
High	5.266	5.300	0.034	0.6%	5.786
Low	5.093	5.054	-0.039	-0.8%	5.300
Close	5.248	5.068	-0.180	-3.4%	5.390
Range	0.173	0.246	0.073	42.2%	0.486
ATR	0.240	0.241	0.000	0.2%	0.000
Volume	33,817	32,635	-1,182	-3.5%	120,937

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.879	5.719	5.203
R3	5.633	5.473	5.136
R2	5.387	5.387	5.113
R1	5.227	5.227	5.091	5.184
PP	5.141	5.141	5.141	5.119
S1	4.981	4.981	5.045	4.938
S2	4.895	4.895	5.023
S3	4.649	4.735	5.000
S4	4.403	4.489	4.933

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	5.619	5.054	0.565	11.1%	0.241	4.8%	2%	False	True	30,608
10	6.140	5.054	1.086	21.4%	0.244	4.8%	1%	False	True	26,532
20	6.266	5.054	1.212	23.9%	0.242	4.8%	1%	False	True	29,269
40	6.266	4.842	1.424	28.1%	0.249	4.9%	16%	False	False	24,022
60	6.266	4.677	1.589	31.4%	0.211	4.2%	25%	False	False	19,588
80	6.266	4.677	1.589	31.4%	0.206	4.1%	25%	False	False	16,611
100	6.379	4.677	1.702	33.6%	0.191	3.8%	23%	False	False	14,343
120	6.462	4.677	1.785	35.2%	0.192	3.8%	22%	False	False	12,842

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.058
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.346
2.618	5.944
1.618	5.698
1.000	5.546
0.618	5.452
HIGH	5.300
0.618	5.206
0.500	5.177
0.382	5.148
LOW	5.054
0.618	4.902
1.000	4.808
1.618	4.656
2.618	4.410
4.250	4.009

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	5.177	5.251
PP	5.141	5.190
S1	5.104	5.129

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

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