NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	4.651	4.969	0.318	6.8%	5.184
High	5.009	5.152	0.143	2.9%	5.192
Low	4.644	4.969	0.325	7.0%	4.432
Close	4.971	5.114	0.143	2.9%	4.586
Range	0.365	0.183	-0.182	-49.9%	0.760
ATR	0.264	0.258	-0.006	-2.2%	0.000
Volume	92,950	171,970	79,020	85.0%	545,743

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.627	5.554	5.215
R3	5.444	5.371	5.164
R2	5.261	5.261	5.148
R1	5.188	5.188	5.131	5.225
PP	5.078	5.078	5.078	5.097
S1	5.005	5.005	5.097	5.042
S2	4.895	4.895	5.080
S3	4.712	4.822	5.064
S4	4.529	4.639	5.013

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.017	6.561	5.004
R3	6.257	5.801	4.795
R2	5.497	5.497	4.725
R1	5.041	5.041	4.656	4.889
PP	4.737	4.737	4.737	4.661
S1	4.281	4.281	4.516	4.129
S2	3.977	3.977	4.447
S3	3.217	3.521	4.377
S4	2.457	2.761	4.168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.152	4.432	0.720	14.1%	0.247	4.8%	95%	True	False	120,726
10	5.290	4.432	0.858	16.8%	0.294	5.7%	79%	False	False	111,370
20	5.290	4.432	0.858	16.8%	0.249	4.9%	79%	False	False	90,952
40	6.266	4.432	1.834	35.9%	0.247	4.8%	37%	False	False	60,189
60	6.266	4.432	1.834	35.9%	0.241	4.7%	37%	False	False	47,326
80	6.266	4.432	1.834	35.9%	0.224	4.4%	37%	False	False	38,545
100	6.266	4.432	1.834	35.9%	0.214	4.2%	37%	False	False	32,403
120	6.266	4.432	1.834	35.9%	0.201	3.9%	37%	False	False	27,939

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	0.048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.930
2.618	5.631
1.618	5.448
1.000	5.335
0.618	5.265
HIGH	5.152
0.618	5.082
0.500	5.061
0.382	5.039
LOW	4.969
0.618	4.856
1.000	4.786
1.618	4.673
2.618	4.490
4.250	4.191

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	5.096	5.009
PP	5.078	4.904
S1	5.061	4.799

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

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