NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	5.721	5.572	-0.149	-2.6%	5.534
High	5.769	5.707	-0.062	-1.1%	5.769
Low	5.458	5.500	0.042	0.8%	5.327
Close	5.570	5.671	0.101	1.8%	5.671
Range	0.311	0.207	-0.104	-33.4%	0.442
ATR	0.282	0.276	-0.005	-1.9%	0.000
Volume	91,159	93,989	2,830	3.1%	343,374

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.247	6.166	5.785
R3	6.040	5.959	5.728
R2	5.833	5.833	5.709
R1	5.752	5.752	5.690	5.793
PP	5.626	5.626	5.626	5.646
S1	5.545	5.545	5.652	5.586
S2	5.419	5.419	5.633
S3	5.212	5.338	5.614
S4	5.005	5.131	5.557

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.915	6.735	5.914
R3	6.473	6.293	5.793
R2	6.031	6.031	5.752
R1	5.851	5.851	5.712	5.941
PP	5.589	5.589	5.589	5.634
S1	5.409	5.409	5.630	5.499
S2	5.147	5.147	5.590
S3	4.705	4.967	5.549
S4	4.263	4.525	5.428

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.769	5.327	0.442	7.8%	0.275	4.8%	78%	False	False	68,674
10	6.027	5.327	0.700	12.3%	0.272	4.8%	49%	False	False	54,859
20	6.027	5.327	0.700	12.3%	0.264	4.7%	49%	False	False	39,932
40	6.027	4.550	1.477	26.0%	0.258	4.5%	76%	False	False	33,777
60	6.242	4.550	1.692	29.8%	0.238	4.2%	66%	False	False	26,155
80	6.242	4.550	1.692	29.8%	0.230	4.1%	66%	False	False	21,409
100	6.242	4.550	1.692	29.8%	0.222	3.9%	66%	False	False	18,211
120	6.242	4.550	1.692	29.8%	0.207	3.7%	66%	False	False	15,662

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.063
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6.587
2.618	6.249
1.618	6.042
1.000	5.914
0.618	5.835
HIGH	5.707
0.618	5.628
0.500	5.604
0.382	5.579
LOW	5.500
0.618	5.372
1.000	5.293
1.618	5.165
2.618	4.958
4.250	4.620

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	5.649	5.642
PP	5.626	5.613
S1	5.604	5.584

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

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