NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	5.954	5.763	-0.191	-3.2%	5.677
High	6.027	5.810	-0.217	-3.6%	6.027
Low	5.707	5.586	-0.121	-2.1%	5.574
Close	5.756	5.712	-0.044	-0.8%	5.712
Range	0.320	0.224	-0.096	-30.0%	0.453
ATR	0.273	0.270	-0.004	-1.3%	0.000
Volume	63,140	50,039	-13,101	-20.7%	205,216

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.375	6.267	5.835
R3	6.151	6.043	5.774
R2	5.927	5.927	5.753
R1	5.819	5.819	5.733	5.761
PP	5.703	5.703	5.703	5.674
S1	5.595	5.595	5.691	5.537
S2	5.479	5.479	5.671
S3	5.255	5.371	5.650
S4	5.031	5.147	5.589

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.130	6.874	5.961
R3	6.677	6.421	5.837
R2	6.224	6.224	5.795
R1	5.968	5.968	5.754	6.096
PP	5.771	5.771	5.771	5.835
S1	5.515	5.515	5.670	5.643
S2	5.318	5.318	5.629
S3	4.865	5.062	5.587
S4	4.412	4.609	5.463

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.027	5.574	0.453	7.9%	0.270	4.7%	30%	False	False	41,043
10	6.027	5.472	0.555	9.7%	0.260	4.6%	43%	False	False	29,327
20	6.027	4.937	1.090	19.1%	0.255	4.5%	71%	False	False	33,648
40	6.027	4.550	1.477	25.9%	0.244	4.3%	79%	False	False	26,783
60	6.242	4.550	1.692	29.6%	0.233	4.1%	69%	False	False	21,061
80	6.242	4.550	1.692	29.6%	0.226	4.0%	69%	False	False	17,515
100	6.242	4.550	1.692	29.6%	0.213	3.7%	69%	False	False	14,943
120	6.242	4.550	1.692	29.6%	0.202	3.5%	69%	False	False	12,930

Crabel Price Patterns
NR	True
NR4	True
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	0.052
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.762
2.618	6.396
1.618	6.172
1.000	6.034
0.618	5.948
HIGH	5.810
0.618	5.724
0.500	5.698
0.382	5.672
LOW	5.586
0.618	5.448
1.000	5.362
1.618	5.224
2.618	5.000
4.250	4.634

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	5.707	5.807
PP	5.703	5.775
S1	5.698	5.744

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

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