NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 23-Nov-2009

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	4.726	4.810	0.084	1.8%	4.840
High	4.779	4.932	0.153	3.2%	5.084
Low	4.569	4.727	0.158	3.5%	4.560
Close	4.758	4.791	0.033	0.7%	4.758
Range	0.210	0.205	-0.005	-2.4%	0.524
ATR	0.222	0.221	-0.001	-0.6%	0.000
Volume	65,610	57,538	-8,072	-12.3%	362,877

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.432	5.316	4.904
R3	5.227	5.111	4.847
R2	5.022	5.022	4.829
R1	4.906	4.906	4.810	4.862
PP	4.817	4.817	4.817	4.794
S1	4.701	4.701	4.772	4.657
S2	4.612	4.612	4.753
S3	4.407	4.496	4.735
S4	4.202	4.291	4.678

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.373	6.089	5.046
R3	5.849	5.565	4.902
R2	5.325	5.325	4.854
R1	5.041	5.041	4.806	4.921
PP	4.801	4.801	4.801	4.741
S1	4.517	4.517	4.710	4.397
S2	4.277	4.277	4.662
S3	3.753	3.993	4.614
S4	3.229	3.469	4.470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.084	4.560	0.524	10.9%	0.223	4.7%	44%	False	False	67,425
10	5.084	4.560	0.524	10.9%	0.204	4.3%	44%	False	False	70,534
20	5.705	4.560	1.145	23.9%	0.218	4.6%	20%	False	False	51,065
40	6.266	4.560	1.706	35.6%	0.233	4.9%	14%	False	False	38,985
60	6.266	4.560	1.706	35.6%	0.230	4.8%	14%	False	False	31,381
80	6.266	4.560	1.706	35.6%	0.211	4.4%	14%	False	False	25,715
100	6.266	4.560	1.706	35.6%	0.200	4.2%	14%	False	False	21,948
120	6.462	4.560	1.902	39.7%	0.192	4.0%	12%	False	False	19,139

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	0.050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.803
2.618	5.469
1.618	5.264
1.000	5.137
0.618	5.059
HIGH	4.932
0.618	4.854
0.500	4.830
0.382	4.805
LOW	4.727
0.618	4.600
1.000	4.522
1.618	4.395
2.618	4.190
4.250	3.856

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	4.830	4.776
PP	4.817	4.761
S1	4.804	4.746

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

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