NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	5.749	5.660	-0.089	-1.5%	5.596
High	5.786	5.668	-0.118	-2.0%	5.804
Low	5.604	5.383	-0.221	-3.9%	5.431
Close	5.663	5.430	-0.233	-4.1%	5.750
Range	0.182	0.285	0.103	56.6%	0.373
ATR	0.255	0.257	0.002	0.8%	0.000
Volume	85,156	55,414	-29,742	-34.9%	263,979

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.349	6.174	5.587
R3	6.064	5.889	5.508
R2	5.779	5.779	5.482
R1	5.604	5.604	5.456	5.549
PP	5.494	5.494	5.494	5.466
S1	5.319	5.319	5.404	5.264
S2	5.209	5.209	5.378
S3	4.924	5.034	5.352
S4	4.639	4.749	5.273

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	5.383	0.421	7.8%	0.212	3.9%	11%	False	True	66,797
10	5.804	5.327	0.477	8.8%	0.240	4.4%	22%	False	False	70,190
20	6.027	5.327	0.700	12.9%	0.249	4.6%	15%	False	False	50,967
40	6.027	4.550	1.477	27.2%	0.255	4.7%	60%	False	False	41,987
60	6.027	4.550	1.477	27.2%	0.238	4.4%	60%	False	False	32,123
80	6.242	4.550	1.692	31.2%	0.232	4.3%	52%	False	False	26,044
100	6.242	4.550	1.692	31.2%	0.228	4.2%	52%	False	False	22,027
120	6.242	4.550	1.692	31.2%	0.209	3.8%	52%	False	False	18,895

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.053
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6.879
2.618	6.414
1.618	6.129
1.000	5.953
0.618	5.844
HIGH	5.668
0.618	5.559
0.500	5.526
0.382	5.492
LOW	5.383
0.618	5.207
1.000	5.098
1.618	4.922
2.618	4.637
4.250	4.172

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	5.526	5.594
PP	5.494	5.539
S1	5.462	5.485

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

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