NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	4.925	4.889	-0.036	-0.7%	4.920
High	5.010	4.971	-0.039	-0.8%	5.147
Low	4.825	4.769	-0.056	-1.2%	4.655
Close	4.888	4.855	-0.033	-0.7%	4.845
Range	0.185	0.202	0.017	9.2%	0.492
ATR	0.206	0.206	0.000	-0.2%	0.000
Volume	13,195	20,220	7,025	53.2%	81,541

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.471	5.365	4.966
R3	5.269	5.163	4.911
R2	5.067	5.067	4.892
R1	4.961	4.961	4.874	4.913
PP	4.865	4.865	4.865	4.841
S1	4.759	4.759	4.836	4.711
S2	4.663	4.663	4.818
S3	4.461	4.557	4.799
S4	4.259	4.355	4.744

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.358	6.094	5.116
R3	5.866	5.602	4.980
R2	5.374	5.374	4.935
R1	5.110	5.110	4.890	4.996
PP	4.882	4.882	4.882	4.826
S1	4.618	4.618	4.800	4.504
S2	4.390	4.390	4.755
S3	3.898	4.126	4.710
S4	3.406	3.634	4.574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.035	4.655	0.380	7.8%	0.215	4.4%	53%	False	False	16,613
10	5.147	4.655	0.492	10.1%	0.194	4.0%	41%	False	False	16,669
20	5.715	4.655	1.060	21.8%	0.205	4.2%	19%	False	False	14,127
40	6.300	4.655	1.645	33.9%	0.211	4.3%	12%	False	False	10,373
60	6.300	4.655	1.645	33.9%	0.212	4.4%	12%	False	False	7,848
80	6.300	4.655	1.645	33.9%	0.187	3.9%	12%	False	False	6,366
100	6.300	4.655	1.645	33.9%	0.179	3.7%	12%	False	False	5,328
120	6.487	4.655	1.832	37.7%	0.172	3.5%	11%	False	False	4,599

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	0.050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.830
2.618	5.500
1.618	5.298
1.000	5.173
0.618	5.096
HIGH	4.971
0.618	4.894
0.500	4.870
0.382	4.846
LOW	4.769
0.618	4.644
1.000	4.567
1.618	4.442
2.618	4.240
4.250	3.911

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	4.870	4.848
PP	4.865	4.841
S1	4.860	4.834

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

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