NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	5.676	5.732	0.056	1.0%	5.235
High	5.767	5.850	0.083	1.4%	5.926
Low	5.531	5.598	0.067	1.2%	5.191
Close	5.715	5.821	0.106	1.9%	5.782
Range	0.236	0.252	0.016	6.8%	0.735
ATR	0.273	0.271	-0.001	-0.5%	0.000
Volume	83,095	86,495	3,400	4.1%	689,346

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.512	6.419	5.960
R3	6.260	6.167	5.890
R2	6.008	6.008	5.867
R1	5.915	5.915	5.844	5.962
PP	5.756	5.756	5.756	5.780
S1	5.663	5.663	5.798	5.710
S2	5.504	5.504	5.775
S3	5.252	5.411	5.752
S4	5.000	5.159	5.682

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	5.454	0.475	8.2%	0.290	5.0%	77%	False	False	111,904
10	5.929	4.837	1.092	18.8%	0.280	4.8%	90%	False	False	132,315
20	5.929	4.432	1.497	25.7%	0.295	5.1%	93%	False	False	127,053
40	5.929	4.432	1.497	25.7%	0.257	4.4%	93%	False	False	90,339
60	6.266	4.432	1.834	31.5%	0.251	4.3%	76%	False	False	69,364
80	6.266	4.432	1.834	31.5%	0.247	4.2%	76%	False	False	56,099
100	6.266	4.432	1.834	31.5%	0.224	3.9%	76%	False	False	46,651
120	6.266	4.432	1.834	31.5%	0.216	3.7%	76%	False	False	40,029

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	0.071
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.921
2.618	6.510
1.618	6.258
1.000	6.102
0.618	6.006
HIGH	5.850
0.618	5.754
0.500	5.724
0.382	5.694
LOW	5.598
0.618	5.442
1.000	5.346
1.618	5.190
2.618	4.938
4.250	4.527

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	5.789	5.791
PP	5.756	5.760
S1	5.724	5.730

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

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