NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	5.235	5.360	0.125	2.4%	4.651
High	5.409	5.536	0.127	2.3%	5.375
Low	5.191	5.314	0.123	2.4%	4.644
Close	5.332	5.523	0.191	3.6%	5.163
Range	0.218	0.222	0.004	1.8%	0.731
ATR	0.279	0.274	-0.004	-1.4%	0.000
Volume	140,013	110,235	-29,778	-21.3%	804,256

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.124	6.045	5.645
R3	5.902	5.823	5.584
R2	5.680	5.680	5.564
R1	5.601	5.601	5.543	5.641
PP	5.458	5.458	5.458	5.477
S1	5.379	5.379	5.503	5.419
S2	5.236	5.236	5.482
S3	5.014	5.157	5.462
S4	4.792	4.935	5.401

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	5.536	4.837	0.699	12.7%	0.313	5.7%	98%	True	False	157,916
10	5.536	4.432	1.104	20.0%	0.280	5.1%	99%	True	False	139,321
20	5.536	4.432	1.104	20.0%	0.281	5.1%	99%	True	False	112,020
40	6.266	4.432	1.834	33.2%	0.250	4.5%	59%	False	False	75,976
60	6.266	4.432	1.834	33.2%	0.246	4.5%	59%	False	False	58,935
80	6.266	4.432	1.834	33.2%	0.237	4.3%	59%	False	False	47,870
100	6.266	4.432	1.834	33.2%	0.221	4.0%	59%	False	False	39,901
120	6.266	4.432	1.834	33.2%	0.208	3.8%	59%	False	False	34,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.059
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.480
2.618	6.117
1.618	5.895
1.000	5.758
0.618	5.673
HIGH	5.536
0.618	5.451
0.500	5.425
0.382	5.399
LOW	5.314
0.618	5.177
1.000	5.092
1.618	4.955
2.618	4.733
4.250	4.371

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	5.490	5.458
PP	5.458	5.393
S1	5.425	5.329

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

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