NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	21-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	5.798	5.676	-0.122	-2.1%	5.235
High	5.929	5.767	-0.162	-2.7%	5.926
Low	5.625	5.531	-0.094	-1.7%	5.191
Close	5.669	5.715	0.046	0.8%	5.782
Range	0.304	0.236	-0.068	-22.4%	0.735
ATR	0.276	0.273	-0.003	-1.0%	0.000
Volume	103,924	83,095	-20,829	-20.0%	689,346

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.379	6.283	5.845
R3	6.143	6.047	5.780
R2	5.907	5.907	5.758
R1	5.811	5.811	5.737	5.859
PP	5.671	5.671	5.671	5.695
S1	5.575	5.575	5.693	5.623
S2	5.435	5.435	5.672
S3	5.199	5.339	5.650
S4	4.963	5.103	5.585

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	5.929	5.420	0.509	8.9%	0.269	4.7%	58%	False	False	125,223
10	5.929	4.837	1.092	19.1%	0.291	5.1%	80%	False	False	141,570
20	5.929	4.432	1.497	26.2%	0.292	5.1%	86%	False	False	126,470
40	5.929	4.432	1.497	26.2%	0.255	4.5%	86%	False	False	88,768
60	6.266	4.432	1.834	32.1%	0.253	4.4%	70%	False	False	68,146
80	6.266	4.432	1.834	32.1%	0.246	4.3%	70%	False	False	55,153
100	6.266	4.432	1.834	32.1%	0.227	4.0%	70%	False	False	45,866
120	6.266	4.432	1.834	32.1%	0.215	3.8%	70%	False	False	39,368

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	0.072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.770
2.618	6.385
1.618	6.149
1.000	6.003
0.618	5.913
HIGH	5.767
0.618	5.677
0.500	5.649
0.382	5.621
LOW	5.531
0.618	5.385
1.000	5.295
1.618	5.149
2.618	4.913
4.250	4.528

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	5.693	5.730
PP	5.671	5.725
S1	5.649	5.720

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

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