NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	5.479	5.766	0.287	5.2%	5.235
High	5.911	5.926	0.015	0.3%	5.926
Low	5.454	5.727	0.273	5.0%	5.191
Close	5.768	5.782	0.014	0.2%	5.782
Range	0.457	0.199	-0.258	-56.5%	0.735
ATR	0.279	0.273	-0.006	-2.1%	0.000
Volume	128,611	157,399	28,788	22.4%	689,346

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.409	6.294	5.891
R3	6.210	6.095	5.837
R2	6.011	6.011	5.818
R1	5.896	5.896	5.800	5.954
PP	5.812	5.812	5.812	5.840
S1	5.697	5.697	5.764	5.755
S2	5.613	5.613	5.746
S3	5.414	5.498	5.727
S4	5.215	5.299	5.673

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.838	7.545	6.186
R3	7.103	6.810	5.984
R2	6.368	6.368	5.917
R1	6.075	6.075	5.849	6.222
PP	5.633	5.633	5.633	5.706
S1	5.340	5.340	5.715	5.487
S2	4.898	4.898	5.647
S3	4.163	4.605	5.580
S4	3.428	3.870	5.378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.926	5.191	0.735	12.7%	0.249	4.3%	80%	True	False	137,869
10	5.926	4.644	1.282	22.2%	0.292	5.1%	89%	True	False	149,360
20	5.926	4.432	1.494	25.8%	0.286	4.9%	90%	True	False	123,276
40	6.050	4.432	1.618	28.0%	0.254	4.4%	83%	False	False	85,167
60	6.266	4.432	1.834	31.7%	0.249	4.3%	74%	False	False	65,507
80	6.266	4.432	1.834	31.7%	0.243	4.2%	74%	False	False	53,039
100	6.266	4.432	1.834	31.7%	0.225	3.9%	74%	False	False	44,157
120	6.266	4.432	1.834	31.7%	0.212	3.7%	74%	False	False	37,910

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	0.051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.772
2.618	6.447
1.618	6.248
1.000	6.125
0.618	6.049
HIGH	5.926
0.618	5.850
0.500	5.827
0.382	5.803
LOW	5.727
0.618	5.604
1.000	5.528
1.618	5.405
2.618	5.206
4.250	4.881

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	5.827	5.746
PP	5.812	5.709
S1	5.797	5.673

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

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