NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	5.752	5.985	0.233	4.1%	5.798
High	6.006	6.035	0.029	0.5%	5.929
Low	5.752	5.780	0.028	0.5%	5.531
Close	5.990	5.814	-0.176	-2.9%	5.643
Range	0.254	0.255	0.001	0.4%	0.398
ATR	0.282	0.280	-0.002	-0.7%	0.000
Volume	44,504	62,352	17,848	40.1%	344,516

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.641	6.483	5.954
R3	6.386	6.228	5.884
R2	6.131	6.131	5.861
R1	5.973	5.973	5.837	5.925
PP	5.876	5.876	5.876	5.852
S1	5.718	5.718	5.791	5.670
S2	5.621	5.621	5.767
S3	5.366	5.463	5.744
S4	5.111	5.208	5.674

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.895	6.667	5.862
R3	6.497	6.269	5.752
R2	6.099	6.099	5.716
R1	5.871	5.871	5.679	5.786
PP	5.701	5.701	5.701	5.659
S1	5.473	5.473	5.607	5.388
S2	5.303	5.303	5.570
S3	4.905	5.075	5.534
S4	4.507	4.677	5.424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.035	5.531	0.504	8.7%	0.265	4.6%	56%	True	False	69,489
10	6.035	5.314	0.721	12.4%	0.265	4.6%	69%	True	False	100,070
20	6.035	4.432	1.603	27.6%	0.273	4.7%	86%	True	False	120,291
40	6.035	4.432	1.603	27.6%	0.258	4.4%	86%	True	False	92,830
60	6.266	4.432	1.834	31.5%	0.252	4.3%	75%	False	False	71,225
80	6.266	4.432	1.834	31.5%	0.251	4.3%	75%	False	False	57,840
100	6.266	4.432	1.834	31.5%	0.227	3.9%	75%	False	False	48,137
120	6.266	4.432	1.834	31.5%	0.220	3.8%	75%	False	False	41,357

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	0.062
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.119
2.618	6.703
1.618	6.448
1.000	6.290
0.618	6.193
HIGH	6.035
0.618	5.938
0.500	5.908
0.382	5.877
LOW	5.780
0.618	5.622
1.000	5.525
1.618	5.367
2.618	5.112
4.250	4.696

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	5.908	5.818
PP	5.876	5.816
S1	5.845	5.815

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

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