NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	5.441	5.406	-0.035	-0.6%	5.749
High	5.558	5.500	-0.058	-1.0%	5.786
Low	5.360	5.227	-0.133	-2.5%	5.060
Close	5.419	5.416	-0.003	-0.1%	5.131
Range	0.198	0.273	0.075	37.9%	0.726
ATR	0.243	0.246	0.002	0.9%	0.000
Volume	104,917	97,203	-7,714	-7.4%	466,919

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.200	6.081	5.566
R3	5.927	5.808	5.491
R2	5.654	5.654	5.466
R1	5.535	5.535	5.441	5.595
PP	5.381	5.381	5.381	5.411
S1	5.262	5.262	5.391	5.322
S2	5.108	5.108	5.366
S3	4.835	4.989	5.341
S4	4.562	4.716	5.266

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	5.094	0.464	8.6%	0.207	3.8%	69%	False	False	98,981
10	5.804	5.060	0.744	13.7%	0.217	4.0%	48%	False	False	92,193
20	6.027	5.060	0.967	17.9%	0.235	4.3%	37%	False	False	78,767
40	6.027	4.937	1.090	20.1%	0.243	4.5%	44%	False	False	56,441
60	6.027	4.550	1.477	27.3%	0.238	4.4%	59%	False	False	42,762
80	6.242	4.550	1.692	31.2%	0.233	4.3%	51%	False	False	34,271
100	6.242	4.550	1.692	31.2%	0.227	4.2%	51%	False	False	28,787
120	6.242	4.550	1.692	31.2%	0.214	3.9%	51%	False	False	24,688

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	0.046
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6.660
2.618	6.215
1.618	5.942
1.000	5.773
0.618	5.669
HIGH	5.500
0.618	5.396
0.500	5.364
0.382	5.331
LOW	5.227
0.618	5.058
1.000	4.954
1.618	4.785
2.618	4.512
4.250	4.067

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	5.399	5.408
PP	5.381	5.400
S1	5.364	5.393

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

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