NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 25-Jan-2010

Day Change Summary
	Previous	Current
	22-Jan-2010	25-Jan-2010	Change	Change %	Previous Week
Open	5.658	5.821	0.163	2.9%	5.640
High	5.869	5.854	-0.015	-0.3%	5.869
Low	5.650	5.671	0.021	0.4%	5.444
Close	5.819	5.722	-0.097	-1.7%	5.819
Range	0.219	0.183	-0.036	-16.4%	0.425
ATR	0.274	0.267	-0.006	-2.4%	0.000
Volume	115,564	104,038	-11,526	-10.0%	443,575

Daily Pivots for day following 25-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.298	6.193	5.823
R3	6.115	6.010	5.772
R2	5.932	5.932	5.756
R1	5.827	5.827	5.739	5.788
PP	5.749	5.749	5.749	5.730
S1	5.644	5.644	5.705	5.605
S2	5.566	5.566	5.688
S3	5.383	5.461	5.672
S4	5.200	5.278	5.621

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.986	6.827	6.053
R3	6.561	6.402	5.936
R2	6.136	6.136	5.897
R1	5.977	5.977	5.858	6.057
PP	5.711	5.711	5.711	5.750
S1	5.552	5.552	5.780	5.632
S2	5.286	5.286	5.741
S3	4.861	5.127	5.702
S4	4.436	4.702	5.585

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.869	5.444	0.425	7.4%	0.212	3.7%	65%	False	False	109,522
10	5.869	5.354	0.515	9.0%	0.245	4.3%	71%	False	False	119,866
20	6.108	5.354	0.754	13.2%	0.261	4.6%	49%	False	False	97,205
40	6.108	4.520	1.588	27.8%	0.271	4.7%	76%	False	False	72,433
60	6.108	4.520	1.588	27.8%	0.249	4.4%	76%	False	False	52,998
80	6.300	4.520	1.780	31.1%	0.241	4.2%	68%	False	False	41,403
100	6.300	4.520	1.780	31.1%	0.236	4.1%	68%	False	False	33,682
120	6.300	4.520	1.780	31.1%	0.215	3.8%	68%	False	False	28,388

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.057
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.632
2.618	6.333
1.618	6.150
1.000	6.037
0.618	5.967
HIGH	5.854
0.618	5.784
0.500	5.763
0.382	5.741
LOW	5.671
0.618	5.558
1.000	5.488
1.618	5.375
2.618	5.192
4.250	4.893

Fisher Pivots for day following 25-Jan-2010
Pivot	1 day	3 day
R1	5.763	5.706
PP	5.749	5.690
S1	5.736	5.675

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

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