NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	5.707	5.460	-0.247	-4.3%	5.640
High	5.721	5.482	-0.239	-4.2%	5.869
Low	5.434	5.223	-0.211	-3.9%	5.444
Close	5.485	5.274	-0.211	-3.8%	5.819
Range	0.287	0.259	-0.028	-9.8%	0.425
ATR	0.269	0.268	0.000	-0.2%	0.000
Volume	85,294	65,645	-19,649	-23.0%	443,575

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.103	5.948	5.416
R3	5.844	5.689	5.345
R2	5.585	5.585	5.321
R1	5.430	5.430	5.298	5.378
PP	5.326	5.326	5.326	5.301
S1	5.171	5.171	5.250	5.119
S2	5.067	5.067	5.227
S3	4.808	4.912	5.203
S4	4.549	4.653	5.132

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	5.223	0.646	12.2%	0.241	4.6%	8%	False	True	88,563
10	5.869	5.223	0.646	12.2%	0.250	4.7%	8%	False	True	112,766
20	6.108	5.223	0.885	16.8%	0.263	5.0%	6%	False	True	101,034
40	6.108	4.520	1.588	30.1%	0.263	5.0%	47%	False	False	75,031
60	6.108	4.520	1.588	30.1%	0.251	4.8%	47%	False	False	55,254
80	6.300	4.520	1.780	33.8%	0.243	4.6%	42%	False	False	43,177
100	6.300	4.520	1.780	33.8%	0.239	4.5%	42%	False	False	35,152
120	6.300	4.520	1.780	33.8%	0.217	4.1%	42%	False	False	29,603

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.583
2.618	6.160
1.618	5.901
1.000	5.741
0.618	5.642
HIGH	5.482
0.618	5.383
0.500	5.353
0.382	5.322
LOW	5.223
0.618	5.063
1.000	4.964
1.618	4.804
2.618	4.545
4.250	4.122

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	5.353	5.539
PP	5.326	5.450
S1	5.300	5.362

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

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