NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 04-Jan-2010

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	5.688	5.677	-0.011	-0.2%	5.804
High	5.835	5.852	0.017	0.3%	5.992
Low	5.472	5.677	0.205	3.7%	5.472
Close	5.532	5.841	0.309	5.6%	5.532
Range	0.363	0.175	-0.188	-51.8%	0.520
ATR	0.254	0.258	0.005	1.9%	0.000
Volume	16,185	24,368	8,183	50.6%	66,220

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.315	6.253	5.937
R3	6.140	6.078	5.889
R2	5.965	5.965	5.873
R1	5.903	5.903	5.857	5.934
PP	5.790	5.790	5.790	5.806
S1	5.728	5.728	5.825	5.759
S2	5.615	5.615	5.809
S3	5.440	5.553	5.793
S4	5.265	5.378	5.745

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.225	6.899	5.818
R3	6.705	6.379	5.675
R2	6.185	6.185	5.627
R1	5.859	5.859	5.580	5.762
PP	5.665	5.665	5.665	5.617
S1	5.339	5.339	5.484	5.242
S2	5.145	5.145	5.437
S3	4.625	4.819	5.389
S4	4.105	4.299	5.246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.992	5.472	0.520	8.9%	0.228	3.9%	71%	False	False	18,117
10	5.992	5.472	0.520	8.9%	0.235	4.0%	71%	False	False	24,097
20	5.992	4.580	1.412	24.2%	0.248	4.2%	89%	False	False	32,833
40	5.992	4.550	1.442	24.7%	0.234	4.0%	90%	False	False	23,681
60	6.242	4.550	1.692	29.0%	0.227	3.9%	76%	False	False	18,592
80	6.242	4.550	1.692	29.0%	0.227	3.9%	76%	False	False	15,627
100	6.242	4.550	1.692	29.0%	0.205	3.5%	76%	False	False	13,236
120	6.242	4.550	1.692	29.0%	0.198	3.4%	76%	False	False	11,542

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.065
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6.596
2.618	6.310
1.618	6.135
1.000	6.027
0.618	5.960
HIGH	5.852
0.618	5.785
0.500	5.765
0.382	5.744
LOW	5.677
0.618	5.569
1.000	5.502
1.618	5.394
2.618	5.219
4.250	4.933

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	5.816	5.788
PP	5.790	5.735
S1	5.765	5.682

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

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