NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 20-Oct-2009

Day Change Summary
	Previous	Current
	19-Oct-2009	20-Oct-2009	Change	Change %	Previous Week
Open	6.077	6.160	0.083	1.4%	6.035
High	6.161	6.300	0.139	2.3%	6.189
Low	5.977	6.152	0.175	2.9%	5.670
Close	6.127	6.270	0.143	2.3%	6.066
Range	0.184	0.148	-0.036	-19.6%	0.519
ATR	0.224	0.220	-0.004	-1.6%	0.000
Volume	6,115	4,577	-1,538	-25.2%	31,906

Daily Pivots for day following 20-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.685	6.625	6.351
R3	6.537	6.477	6.311
R2	6.389	6.389	6.297
R1	6.329	6.329	6.284	6.359
PP	6.241	6.241	6.241	6.256
S1	6.181	6.181	6.256	6.211
S2	6.093	6.093	6.243
S3	5.945	6.033	6.229
S4	5.797	5.885	6.189

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.532	7.318	6.351
R3	7.013	6.799	6.209
R2	6.494	6.494	6.161
R1	6.280	6.280	6.114	6.387
PP	5.975	5.975	5.975	6.029
S1	5.761	5.761	6.018	5.868
S2	5.456	5.456	5.971
S3	4.937	5.242	5.923
S4	4.418	4.723	5.781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.300	5.670	0.630	10.0%	0.217	3.5%	95%	True	False	5,884
10	6.300	5.670	0.630	10.0%	0.206	3.3%	95%	True	False	6,596
20	6.300	5.590	0.710	11.3%	0.214	3.4%	96%	True	False	5,536
40	6.300	4.730	1.570	25.0%	0.202	3.2%	98%	True	False	4,100
60	6.300	4.730	1.570	25.0%	0.179	2.9%	98%	True	False	3,327
80	6.300	4.730	1.570	25.0%	0.165	2.6%	98%	True	False	2,742

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.040
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6.929
2.618	6.687
1.618	6.539
1.000	6.448
0.618	6.391
HIGH	6.300
0.618	6.243
0.500	6.226
0.382	6.209
LOW	6.152
0.618	6.061
1.000	6.004
1.618	5.913
2.618	5.765
4.250	5.523

Fisher Pivots for day following 20-Oct-2009
Pivot	1 day	3 day
R1	6.255	6.195
PP	6.241	6.119
S1	6.226	6.044

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

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