NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	4.840	5.005	0.165	3.4%	4.967
High	5.024	5.084	0.060	1.2%	5.049
Low	4.779	4.880	0.101	2.1%	4.674
Close	4.991	4.907	-0.084	-1.7%	4.798
Range	0.245	0.204	-0.041	-16.7%	0.375
ATR	0.221	0.219	-0.001	-0.5%	0.000
Volume	83,289	61,205	-22,084	-26.5%	330,287

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.569	5.442	5.019
R3	5.365	5.238	4.963
R2	5.161	5.161	4.944
R1	5.034	5.034	4.926	4.996
PP	4.957	4.957	4.957	4.938
S1	4.830	4.830	4.888	4.792
S2	4.753	4.753	4.870
S3	4.549	4.626	4.851
S4	4.345	4.422	4.795

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.965	5.757	5.004
R3	5.590	5.382	4.901
R2	5.215	5.215	4.867
R1	5.007	5.007	4.832	4.924
PP	4.840	4.840	4.840	4.799
S1	4.632	4.632	4.764	4.549
S2	4.465	4.465	4.729
S3	4.090	4.257	4.695
S4	3.715	3.882	4.592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.084	4.674	0.410	8.4%	0.185	3.8%	57%	True	False	75,955
10	5.300	4.674	0.626	12.8%	0.202	4.1%	37%	False	False	57,971
20	6.266	4.674	1.592	32.4%	0.221	4.5%	15%	False	False	42,097
40	6.266	4.674	1.592	32.4%	0.229	4.7%	15%	False	False	33,626
60	6.266	4.674	1.592	32.4%	0.223	4.5%	15%	False	False	27,337
80	6.266	4.674	1.592	32.4%	0.208	4.2%	15%	False	False	22,585
100	6.266	4.674	1.592	32.4%	0.195	4.0%	15%	False	False	19,375
120	6.462	4.674	1.788	36.4%	0.192	3.9%	13%	False	False	17,067

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.951
2.618	5.618
1.618	5.414
1.000	5.288
0.618	5.210
HIGH	5.084
0.618	5.006
0.500	4.982
0.382	4.958
LOW	4.880
0.618	4.754
1.000	4.676
1.618	4.550
2.618	4.346
4.250	4.013

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	4.982	4.898
PP	4.957	4.888
S1	4.932	4.879

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

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