NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 12-Jan-2010

Day Change Summary
	Previous	Current
	11-Jan-2010	12-Jan-2010	Change	Change %	Previous Week
Open	5.534	5.449	-0.085	-1.5%	5.677
High	5.611	5.565	-0.046	-0.8%	6.027
Low	5.350	5.327	-0.023	-0.4%	5.574
Close	5.432	5.552	0.120	2.2%	5.712
Range	0.261	0.238	-0.023	-8.8%	0.453
ATR	0.276	0.274	-0.003	-1.0%	0.000
Volume	46,022	62,121	16,099	35.0%	205,216

Daily Pivots for day following 12-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.195	6.112	5.683
R3	5.957	5.874	5.617
R2	5.719	5.719	5.596
R1	5.636	5.636	5.574	5.678
PP	5.481	5.481	5.481	5.502
S1	5.398	5.398	5.530	5.440
S2	5.243	5.243	5.508
S3	5.005	5.160	5.487
S4	4.767	4.922	5.421

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	5.327	0.700	12.6%	0.285	5.1%	32%	False	True	51,550
10	6.027	5.327	0.700	12.6%	0.263	4.7%	32%	False	True	36,596
20	6.027	5.303	0.724	13.0%	0.245	4.4%	34%	False	False	33,602
40	6.027	4.550	1.477	26.6%	0.250	4.5%	68%	False	False	28,902
60	6.242	4.550	1.692	30.5%	0.234	4.2%	59%	False	False	22,578
80	6.242	4.550	1.692	30.5%	0.226	4.1%	59%	False	False	18,670
100	6.242	4.550	1.692	30.5%	0.217	3.9%	59%	False	False	15,967
120	6.242	4.550	1.692	30.5%	0.203	3.7%	59%	False	False	13,790

Crabel Price Patterns
NR	True
NR4	False
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	0.065
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.577
2.618	6.188
1.618	5.950
1.000	5.803
0.618	5.712
HIGH	5.565
0.618	5.474
0.500	5.446
0.382	5.418
LOW	5.327
0.618	5.180
1.000	5.089
1.618	4.942
2.618	4.704
4.250	4.316

Fisher Pivots for day following 12-Jan-2010
Pivot	1 day	3 day
R1	5.517	5.569
PP	5.481	5.563
S1	5.446	5.558

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

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