NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	21-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	5.840	5.695	-0.145	-2.5%	5.349
High	5.948	5.776	-0.172	-2.9%	5.916
Low	5.652	5.554	-0.098	-1.7%	5.303
Close	5.694	5.734	0.040	0.7%	5.805
Range	0.296	0.222	-0.074	-25.0%	0.613
ATR	0.247	0.246	-0.002	-0.7%	0.000
Volume	30,057	23,262	-6,795	-22.6%	187,780

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.354	6.266	5.856
R3	6.132	6.044	5.795
R2	5.910	5.910	5.775
R1	5.822	5.822	5.754	5.866
PP	5.688	5.688	5.688	5.710
S1	5.600	5.600	5.714	5.644
S2	5.466	5.466	5.693
S3	5.244	5.378	5.673
S4	5.022	5.156	5.612

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.514	7.272	6.142
R3	6.901	6.659	5.974
R2	6.288	6.288	5.917
R1	6.046	6.046	5.861	6.167
PP	5.675	5.675	5.675	5.735
S1	5.433	5.433	5.749	5.554
S2	5.062	5.062	5.693
S3	4.449	4.820	5.636
S4	3.836	4.207	5.468

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.948	5.454	0.494	8.6%	0.243	4.2%	57%	False	False	33,683
10	5.948	4.937	1.011	17.6%	0.257	4.5%	79%	False	False	41,192
20	5.948	4.550	1.398	24.4%	0.263	4.6%	85%	False	False	31,716
40	5.948	4.550	1.398	24.4%	0.229	4.0%	85%	False	False	21,721
60	6.242	4.550	1.692	29.5%	0.226	3.9%	70%	False	False	17,113
80	6.242	4.550	1.692	29.5%	0.219	3.8%	70%	False	False	14,252
100	6.242	4.550	1.692	29.5%	0.200	3.5%	70%	False	False	12,041
120	6.242	4.550	1.692	29.5%	0.191	3.3%	70%	False	False	10,489

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	0.056
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.720
2.618	6.357
1.618	6.135
1.000	5.998
0.618	5.913
HIGH	5.776
0.618	5.691
0.500	5.665
0.382	5.639
LOW	5.554
0.618	5.417
1.000	5.332
1.618	5.195
2.618	4.973
4.250	4.611

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	5.711	5.751
PP	5.688	5.745
S1	5.665	5.740

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

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