NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 17-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	17-Dec-2009	Change	Change %	Previous Week
Open	5.565	5.534	-0.031	-0.6%	4.805
High	5.599	5.894	0.295	5.3%	5.458
Low	5.454	5.502	0.048	0.9%	4.765
Close	5.502	5.787	0.285	5.2%	5.274
Range	0.145	0.392	0.247	170.3%	0.693
ATR	0.239	0.250	0.011	4.6%	0.000
Volume	35,959	33,448	-2,511	-7.0%	252,357

Daily Pivots for day following 17-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.904	6.737	6.003
R3	6.512	6.345	5.895
R2	6.120	6.120	5.859
R1	5.953	5.953	5.823	6.037
PP	5.728	5.728	5.728	5.769
S1	5.561	5.561	5.751	5.645
S2	5.336	5.336	5.715
S3	4.944	5.169	5.679
S4	4.552	4.777	5.571

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	5.894	5.235	0.659	11.4%	0.222	3.8%	84%	True	False	40,284
10	5.894	4.580	1.314	22.7%	0.261	4.5%	92%	True	False	41,569
20	5.894	4.550	1.344	23.2%	0.257	4.4%	92%	True	False	28,761
40	6.137	4.550	1.587	27.4%	0.230	4.0%	78%	False	False	19,916
60	6.242	4.550	1.692	29.2%	0.223	3.8%	73%	False	False	15,732
80	6.242	4.550	1.692	29.2%	0.215	3.7%	73%	False	False	13,129
100	6.242	4.550	1.692	29.2%	0.198	3.4%	73%	False	False	11,129
120	6.242	4.550	1.692	29.2%	0.188	3.2%	73%	False	False	9,713

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.043
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7.560
2.618	6.920
1.618	6.528
1.000	6.286
0.618	6.136
HIGH	5.894
0.618	5.744
0.500	5.698
0.382	5.652
LOW	5.502
0.618	5.260
1.000	5.110
1.618	4.868
2.618	4.476
4.250	3.836

Fisher Pivots for day following 17-Dec-2009
Pivot	1 day	3 day
R1	5.757	5.744
PP	5.728	5.701
S1	5.698	5.658

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

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