NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	4.993	4.842	-0.151	-3.0%	5.361
High	5.035	4.961	-0.074	-1.5%	5.448
Low	4.828	4.832	0.004	0.1%	4.923
Close	4.861	4.901	0.040	0.8%	4.959
Range	0.207	0.129	-0.078	-37.7%	0.525
ATR	0.234	0.226	-0.007	-3.2%	0.000
Volume	49,649	84,783	35,134	70.8%	168,755

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.285	5.222	4.972
R3	5.156	5.093	4.936
R2	5.027	5.027	4.925
R1	4.964	4.964	4.913	4.996
PP	4.898	4.898	4.898	4.914
S1	4.835	4.835	4.889	4.867
S2	4.769	4.769	4.877
S3	4.640	4.706	4.866
S4	4.511	4.577	4.830

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.685	6.347	5.248
R3	6.160	5.822	5.103
R2	5.635	5.635	5.055
R1	5.297	5.297	5.007	5.204
PP	5.110	5.110	5.110	5.063
S1	4.772	4.772	4.911	4.679
S2	4.585	4.585	4.863
S3	4.060	4.247	4.815
S4	3.535	3.722	4.670

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.210	4.828	0.382	7.8%	0.196	4.0%	19%	False	False	50,417
10	5.619	4.828	0.791	16.1%	0.219	4.5%	9%	False	False	40,512
20	6.266	4.828	1.438	29.3%	0.230	4.7%	5%	False	False	31,809
40	6.266	4.828	1.438	29.3%	0.232	4.7%	5%	False	False	27,844
60	6.266	4.677	1.589	32.4%	0.218	4.4%	14%	False	False	22,985
80	6.266	4.677	1.589	32.4%	0.207	4.2%	14%	False	False	19,246
100	6.266	4.677	1.589	32.4%	0.192	3.9%	14%	False	False	16,602
120	6.462	4.677	1.785	36.4%	0.193	3.9%	13%	False	False	14,750

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.063
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	5.509
2.618	5.299
1.618	5.170
1.000	5.090
0.618	5.041
HIGH	4.961
0.618	4.912
0.500	4.897
0.382	4.881
LOW	4.832
0.618	4.752
1.000	4.703
1.618	4.623
2.618	4.494
4.250	4.284

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	4.900	4.939
PP	4.898	4.926
S1	4.897	4.914

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

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