NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	5.349	5.441	0.092	1.7%	4.805
High	5.490	5.584	0.094	1.7%	5.458
Low	5.303	5.421	0.118	2.2%	4.765
Close	5.437	5.577	0.140	2.6%	5.274
Range	0.187	0.163	-0.024	-12.8%	0.693
ATR	0.253	0.247	-0.006	-2.5%	0.000
Volume	47,294	25,389	-21,905	-46.3%	252,357

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.016	5.960	5.667
R3	5.853	5.797	5.622
R2	5.690	5.690	5.607
R1	5.634	5.634	5.592	5.662
PP	5.527	5.527	5.527	5.542
S1	5.471	5.471	5.562	5.499
S2	5.364	5.364	5.547
S3	5.201	5.308	5.532
S4	5.038	5.145	5.487

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.245	6.952	5.655
R3	6.552	6.259	5.465
R2	5.859	5.859	5.401
R1	5.566	5.566	5.338	5.713
PP	5.166	5.166	5.166	5.239
S1	4.873	4.873	5.210	5.020
S2	4.473	4.473	5.147
S3	3.780	4.180	5.083
S4	3.087	3.487	4.893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.584	4.937	0.647	11.6%	0.271	4.9%	99%	True	False	48,701
10	5.584	4.550	1.034	18.5%	0.252	4.5%	99%	True	False	38,700
20	5.584	4.550	1.034	18.5%	0.253	4.5%	99%	True	False	26,450
40	6.242	4.550	1.692	30.3%	0.225	4.0%	61%	False	False	18,515
60	6.242	4.550	1.692	30.3%	0.219	3.9%	61%	False	False	14,694
80	6.242	4.550	1.692	30.3%	0.211	3.8%	61%	False	False	12,404
100	6.242	4.550	1.692	30.3%	0.195	3.5%	61%	False	False	10,465
120	6.242	4.550	1.692	30.3%	0.185	3.3%	61%	False	False	9,152

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.048
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.277
2.618	6.011
1.618	5.848
1.000	5.747
0.618	5.685
HIGH	5.584
0.618	5.522
0.500	5.503
0.382	5.483
LOW	5.421
0.618	5.320
1.000	5.258
1.618	5.157
2.618	4.994
4.250	4.728

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	5.552	5.521
PP	5.527	5.465
S1	5.503	5.410

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

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