NYMEX Natural Gas Future January 2010

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

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	4.682	4.548	-0.134	-2.9%	4.810
High	4.792	4.605	-0.187	-3.9%	5.290
Low	4.511	4.432	-0.079	-1.8%	4.673
Close	4.530	4.459	-0.071	-1.6%	5.192
Range	0.281	0.173	-0.108	-38.4%	0.617
ATR	0.259	0.253	-0.006	-2.4%	0.000
Volume	128,887	116,028	-12,859	-10.0%	360,580

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.018	4.911	4.554
R3	4.845	4.738	4.507
R2	4.672	4.672	4.491
R1	4.565	4.565	4.475	4.532
PP	4.499	4.499	4.499	4.482
S1	4.392	4.392	4.443	4.359
S2	4.326	4.326	4.427
S3	4.153	4.219	4.411
S4	3.980	4.046	4.364

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.903	6.664	5.531
R3	6.286	6.047	5.362
R2	5.669	5.669	5.305
R1	5.430	5.430	5.249	5.550
PP	5.052	5.052	5.052	5.111
S1	4.813	4.813	5.135	4.933
S2	4.435	4.435	5.079
S3	3.818	4.196	5.022
S4	3.201	3.579	4.853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.290	4.432	0.858	19.2%	0.307	6.9%	3%	False	True	116,372
10	5.290	4.432	0.858	19.2%	0.275	6.2%	3%	False	True	95,502
20	5.290	4.432	0.858	19.2%	0.242	5.4%	3%	False	True	78,899
40	6.266	4.432	1.834	41.1%	0.242	5.4%	1%	False	True	54,084
60	6.266	4.432	1.834	41.1%	0.247	5.5%	1%	False	True	42,314
80	6.266	4.432	1.834	41.1%	0.219	4.9%	1%	False	True	34,415
100	6.266	4.432	1.834	41.1%	0.213	4.8%	1%	False	True	29,069
120	6.379	4.432	1.947	43.7%	0.199	4.5%	1%	False	True	25,102

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	0.064
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	5.340
2.618	5.058
1.618	4.885
1.000	4.778
0.618	4.712
HIGH	4.605
0.618	4.539
0.500	4.519
0.382	4.498
LOW	4.432
0.618	4.325
1.000	4.259
1.618	4.152
2.618	3.979
4.250	3.697

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	4.519	4.662
PP	4.499	4.594
S1	4.479	4.527

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

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