NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	5.895	5.804	-0.091	-1.5%	5.840
High	5.940	5.970	0.030	0.5%	5.948
Low	5.652	5.784	0.132	2.3%	5.554
Close	5.686	5.965	0.279	4.9%	5.686
Range	0.288	0.186	-0.102	-35.4%	0.394
ATR	0.248	0.251	0.003	1.0%	0.000
Volume	21,837	13,618	-8,219	-37.6%	104,696

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.464	6.401	6.067
R3	6.278	6.215	6.016
R2	6.092	6.092	5.999
R1	6.029	6.029	5.982	6.061
PP	5.906	5.906	5.906	5.922
S1	5.843	5.843	5.948	5.875
S2	5.720	5.720	5.931
S3	5.534	5.657	5.914
S4	5.348	5.471	5.863

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.911	6.693	5.903
R3	6.517	6.299	5.794
R2	6.123	6.123	5.758
R1	5.905	5.905	5.722	5.817
PP	5.729	5.729	5.729	5.686
S1	5.511	5.511	5.650	5.423
S2	5.335	5.335	5.614
S3	4.941	5.117	5.578
S4	4.547	4.723	5.469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.970	5.554	0.416	7.0%	0.247	4.1%	99%	True	False	23,662
10	5.970	5.303	0.667	11.2%	0.228	3.8%	99%	True	False	30,609
20	5.970	4.550	1.420	23.8%	0.248	4.2%	100%	True	False	32,543
40	5.970	4.550	1.420	23.8%	0.233	3.9%	100%	True	False	22,757
60	6.242	4.550	1.692	28.4%	0.226	3.8%	84%	False	False	17,873
80	6.242	4.550	1.692	28.4%	0.224	3.8%	84%	False	False	14,917
100	6.242	4.550	1.692	28.4%	0.202	3.4%	84%	False	False	12,575
120	6.242	4.550	1.692	28.4%	0.194	3.2%	84%	False	False	10,959

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	0.050
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.761
2.618	6.457
1.618	6.271
1.000	6.156
0.618	6.085
HIGH	5.970
0.618	5.899
0.500	5.877
0.382	5.855
LOW	5.784
0.618	5.669
1.000	5.598
1.618	5.483
2.618	5.297
4.250	4.994

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	5.936	5.910
PP	5.906	5.856
S1	5.877	5.801

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

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