NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	5.596	5.569	-0.027	-0.5%	5.534
High	5.661	5.600	-0.061	-1.1%	5.769
Low	5.431	5.440	0.009	0.2%	5.327
Close	5.536	5.467	-0.069	-1.2%	5.671
Range	0.230	0.160	-0.070	-30.4%	0.442
ATR	0.274	0.266	-0.008	-3.0%	0.000
Volume	70,561	86,171	15,610	22.1%	343,374

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.982	5.885	5.555
R3	5.822	5.725	5.511
R2	5.662	5.662	5.496
R1	5.565	5.565	5.482	5.534
PP	5.502	5.502	5.502	5.487
S1	5.405	5.405	5.452	5.374
S2	5.342	5.342	5.438
S3	5.182	5.245	5.423
S4	5.022	5.085	5.379

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	5.399	0.370	6.8%	0.253	4.6%	18%	False	False	78,392
10	6.027	5.327	0.700	12.8%	0.269	4.9%	20%	False	False	64,971
20	6.027	5.327	0.700	12.8%	0.256	4.7%	20%	False	False	43,811
40	6.027	4.550	1.477	27.0%	0.256	4.7%	62%	False	False	37,077
60	6.028	4.550	1.478	27.0%	0.237	4.3%	62%	False	False	28,476
80	6.242	4.550	1.692	30.9%	0.230	4.2%	54%	False	False	23,241
100	6.242	4.550	1.692	30.9%	0.224	4.1%	54%	False	False	19,699
120	6.242	4.550	1.692	30.9%	0.208	3.8%	54%	False	False	16,936

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.071
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	6.280
2.618	6.019
1.618	5.859
1.000	5.760
0.618	5.699
HIGH	5.600
0.618	5.539
0.500	5.520
0.382	5.501
LOW	5.440
0.618	5.341
1.000	5.280
1.618	5.181
2.618	5.021
4.250	4.760

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	5.520	5.569
PP	5.502	5.535
S1	5.485	5.501

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

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