NYMEX Natural Gas Future January 2010

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

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	4.900	5.260	0.360	7.3%	4.651
High	5.347	5.375	0.028	0.5%	5.375
Low	4.837	5.121	0.284	5.9%	4.644
Close	5.298	5.163	-0.135	-2.5%	5.163
Range	0.510	0.254	-0.256	-50.2%	0.731
ATR	0.283	0.281	-0.002	-0.7%	0.000
Volume	157,380	202,919	45,539	28.9%	804,256

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.982	5.826	5.303
R3	5.728	5.572	5.233
R2	5.474	5.474	5.210
R1	5.318	5.318	5.186	5.269
PP	5.220	5.220	5.220	5.195
S1	5.064	5.064	5.140	5.015
S2	4.966	4.966	5.116
S3	4.712	4.810	5.093
S4	4.458	4.556	5.023

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.254	6.939	5.565
R3	6.523	6.208	5.364
R2	5.792	5.792	5.297
R1	5.477	5.477	5.230	5.635
PP	5.061	5.061	5.061	5.139
S1	4.746	4.746	5.096	4.904
S2	4.330	4.330	5.029
S3	3.599	4.015	4.962
S4	2.868	3.284	4.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.375	4.644	0.731	14.2%	0.335	6.5%	71%	True	False	160,851
10	5.375	4.432	0.943	18.3%	0.296	5.7%	78%	True	False	134,999
20	5.375	4.432	0.943	18.3%	0.280	5.4%	78%	True	False	107,714
40	6.266	4.432	1.834	35.5%	0.254	4.9%	40%	False	False	70,819
60	6.266	4.432	1.834	35.5%	0.246	4.8%	40%	False	False	55,275
80	6.266	4.432	1.834	35.5%	0.234	4.5%	40%	False	False	44,920
100	6.266	4.432	1.834	35.5%	0.221	4.3%	40%	False	False	37,575
120	6.266	4.432	1.834	35.5%	0.207	4.0%	40%	False	False	32,321

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	0.058
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.455
2.618	6.040
1.618	5.786
1.000	5.629
0.618	5.532
HIGH	5.375
0.618	5.278
0.500	5.248
0.382	5.218
LOW	5.121
0.618	4.964
1.000	4.867
1.618	4.710
2.618	4.456
4.250	4.042

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	5.248	5.144
PP	5.220	5.125
S1	5.191	5.106

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

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