NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	5.452	5.600	0.148	2.7%	5.596
High	5.675	5.804	0.129	2.3%	5.804
Low	5.452	5.594	0.142	2.6%	5.431
Close	5.568	5.750	0.182	3.3%	5.750
Range	0.223	0.210	-0.013	-5.8%	0.373
ATR	0.263	0.261	-0.002	-0.7%	0.000
Volume	40,131	67,116	26,985	67.2%	263,979

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.346	6.258	5.866
R3	6.136	6.048	5.808
R2	5.926	5.926	5.789
R1	5.838	5.838	5.769	5.882
PP	5.716	5.716	5.716	5.738
S1	5.628	5.628	5.731	5.672
S2	5.506	5.506	5.712
S3	5.296	5.418	5.692
S4	5.086	5.208	5.635

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.781	6.638	5.955
R3	6.408	6.265	5.853
R2	6.035	6.035	5.818
R1	5.892	5.892	5.784	5.964
PP	5.662	5.662	5.662	5.697
S1	5.519	5.519	5.716	5.591
S2	5.289	5.289	5.682
S3	4.916	5.146	5.647
S4	4.543	4.773	5.545

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.804	5.431	0.373	6.5%	0.206	3.6%	86%	True	False	71,593
10	5.810	5.327	0.483	8.4%	0.242	4.2%	88%	False	False	65,739
20	6.027	5.327	0.700	12.2%	0.252	4.4%	60%	False	False	46,508
40	6.027	4.550	1.477	25.7%	0.258	4.5%	81%	False	False	39,112
60	6.027	4.550	1.477	25.7%	0.237	4.1%	81%	False	False	29,983
80	6.242	4.550	1.692	29.4%	0.232	4.0%	71%	False	False	24,462
100	6.242	4.550	1.692	29.4%	0.226	3.9%	71%	False	False	20,703
120	6.242	4.550	1.692	29.4%	0.209	3.6%	71%	False	False	17,786

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	0.061
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.697
2.618	6.354
1.618	6.144
1.000	6.014
0.618	5.934
HIGH	5.804
0.618	5.724
0.500	5.699
0.382	5.674
LOW	5.594
0.618	5.464
1.000	5.384
1.618	5.254
2.618	5.044
4.250	4.702

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	5.733	5.707
PP	5.716	5.665
S1	5.699	5.622

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

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