NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	5.946	5.805	-0.141	-2.4%	5.840
High	5.992	5.891	-0.101	-1.7%	5.948
Low	5.800	5.665	-0.135	-2.3%	5.554
Close	5.814	5.685	-0.129	-2.2%	5.686
Range	0.192	0.226	0.034	17.7%	0.394
ATR	0.247	0.245	-0.001	-0.6%	0.000
Volume	18,641	17,776	-865	-4.6%	104,696

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.425	6.281	5.809
R3	6.199	6.055	5.747
R2	5.973	5.973	5.726
R1	5.829	5.829	5.706	5.788
PP	5.747	5.747	5.747	5.727
S1	5.603	5.603	5.664	5.562
S2	5.521	5.521	5.644
S3	5.295	5.377	5.623
S4	5.069	5.151	5.561

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	5.632	0.360	6.3%	0.227	4.0%	15%	False	False	20,282
10	5.992	5.454	0.538	9.5%	0.235	4.1%	43%	False	False	26,982
20	5.992	4.550	1.442	25.4%	0.243	4.3%	79%	False	False	32,841
40	5.992	4.550	1.442	25.4%	0.230	4.0%	79%	False	False	23,184
60	6.242	4.550	1.692	29.8%	0.224	3.9%	67%	False	False	18,248
80	6.242	4.550	1.692	29.8%	0.225	4.0%	67%	False	False	15,225
100	6.242	4.550	1.692	29.8%	0.202	3.6%	67%	False	False	12,859
120	6.242	4.550	1.692	29.8%	0.196	3.4%	67%	False	False	11,228

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.057
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.852
2.618	6.483
1.618	6.257
1.000	6.117
0.618	6.031
HIGH	5.891
0.618	5.805
0.500	5.778
0.382	5.751
LOW	5.665
0.618	5.525
1.000	5.439
1.618	5.299
2.618	5.073
4.250	4.705

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	5.778	5.829
PP	5.747	5.781
S1	5.716	5.733

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

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