NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	5.804	5.946	0.142	2.4%	5.840
High	5.970	5.992	0.022	0.4%	5.948
Low	5.784	5.800	0.016	0.3%	5.554
Close	5.965	5.814	-0.151	-2.5%	5.686
Range	0.186	0.192	0.006	3.2%	0.394
ATR	0.251	0.247	-0.004	-1.7%	0.000
Volume	13,618	18,641	5,023	36.9%	104,696

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.445	6.321	5.920
R3	6.253	6.129	5.867
R2	6.061	6.061	5.849
R1	5.937	5.937	5.832	5.903
PP	5.869	5.869	5.869	5.852
S1	5.745	5.745	5.796	5.711
S2	5.677	5.677	5.779
S3	5.485	5.553	5.761
S4	5.293	5.361	5.708

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	5.992	5.554	0.438	7.5%	0.226	3.9%	59%	True	False	21,379
10	5.992	5.421	0.571	9.8%	0.228	3.9%	69%	True	False	27,744
20	5.992	4.550	1.442	24.8%	0.242	4.2%	88%	True	False	32,904
40	5.992	4.550	1.442	24.8%	0.231	4.0%	88%	True	False	22,995
60	6.242	4.550	1.692	29.1%	0.224	3.9%	75%	False	False	18,028
80	6.242	4.550	1.692	29.1%	0.224	3.9%	75%	False	False	15,068
100	6.242	4.550	1.692	29.1%	0.201	3.5%	75%	False	False	12,725
120	6.242	4.550	1.692	29.1%	0.194	3.3%	75%	False	False	11,098

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.808
2.618	6.495
1.618	6.303
1.000	6.184
0.618	6.111
HIGH	5.992
0.618	5.919
0.500	5.896
0.382	5.873
LOW	5.800
0.618	5.681
1.000	5.608
1.618	5.489
2.618	5.297
4.250	4.984

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	5.896	5.822
PP	5.869	5.819
S1	5.841	5.817

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

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