NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	5.436	5.441	0.005	0.1%	5.749
High	5.538	5.558	0.020	0.4%	5.786
Low	5.378	5.360	-0.018	-0.3%	5.060
Close	5.454	5.419	-0.035	-0.6%	5.131
Range	0.160	0.198	0.038	23.8%	0.726
ATR	0.247	0.243	-0.003	-1.4%	0.000
Volume	106,102	104,917	-1,185	-1.1%	466,919

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.040	5.927	5.528
R3	5.842	5.729	5.473
R2	5.644	5.644	5.455
R1	5.531	5.531	5.437	5.489
PP	5.446	5.446	5.446	5.424
S1	5.333	5.333	5.401	5.291
S2	5.248	5.248	5.383
S3	5.050	5.135	5.365
S4	4.852	4.937	5.310

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.504	7.043	5.530
R3	6.778	6.317	5.331
R2	6.052	6.052	5.264
R1	5.591	5.591	5.198	5.459
PP	5.326	5.326	5.326	5.259
S1	4.865	4.865	5.064	4.733
S2	4.600	4.600	4.998
S3	3.874	4.139	4.931
S4	3.148	3.413	4.732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.558	5.060	0.498	9.2%	0.192	3.5%	72%	True	False	101,441
10	5.804	5.060	0.744	13.7%	0.212	3.9%	48%	False	False	86,486
20	6.027	5.060	0.967	17.8%	0.240	4.4%	37%	False	False	75,729
40	6.027	4.765	1.262	23.3%	0.245	4.5%	52%	False	False	54,530
60	6.027	4.550	1.477	27.3%	0.237	4.4%	59%	False	False	41,317
80	6.242	4.550	1.692	31.2%	0.232	4.3%	51%	False	False	33,142
100	6.242	4.550	1.692	31.2%	0.228	4.2%	51%	False	False	27,898
120	6.242	4.550	1.692	31.2%	0.212	3.9%	51%	False	False	23,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.400
2.618	6.076
1.618	5.878
1.000	5.756
0.618	5.680
HIGH	5.558
0.618	5.482
0.500	5.459
0.382	5.436
LOW	5.360
0.618	5.238
1.000	5.162
1.618	5.040
2.618	4.842
4.250	4.519

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	5.459	5.412
PP	5.446	5.404
S1	5.432	5.397

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

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