NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	5.419	5.488	0.069	1.3%	4.830
High	5.502	5.584	0.082	1.5%	5.465
Low	5.323	5.465	0.142	2.7%	4.820
Close	5.452	5.579	0.127	2.3%	5.299
Range	0.179	0.119	-0.060	-33.5%	0.645
ATR	0.238	0.231	-0.008	-3.2%	0.000
Volume	17,712	16,146	-1,566	-8.8%	114,779

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.900	5.858	5.644
R3	5.781	5.739	5.612
R2	5.662	5.662	5.601
R1	5.620	5.620	5.590	5.641
PP	5.543	5.543	5.543	5.553
S1	5.501	5.501	5.568	5.522
S2	5.424	5.424	5.557
S3	5.305	5.382	5.546
S4	5.186	5.263	5.514

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.130	6.859	5.654
R3	6.485	6.214	5.476
R2	5.840	5.840	5.417
R1	5.569	5.569	5.358	5.705
PP	5.195	5.195	5.195	5.262
S1	4.924	4.924	5.240	5.060
S2	4.550	4.550	5.181
S3	3.905	4.279	5.122
S4	3.260	3.634	4.944

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.584	4.971	0.613	11.0%	0.251	4.5%	99%	True	False	22,347
10	5.584	4.595	0.989	17.7%	0.229	4.1%	99%	True	False	20,049
20	5.584	4.595	0.989	17.7%	0.234	4.2%	99%	True	False	15,593
40	6.180	4.595	1.585	28.4%	0.205	3.7%	62%	False	False	12,238
60	6.180	4.595	1.585	28.4%	0.198	3.6%	62%	False	False	10,467
80	6.180	4.595	1.585	28.4%	0.194	3.5%	62%	False	False	8,868
100	6.180	4.595	1.585	28.4%	0.178	3.2%	62%	False	False	7,505
120	6.180	4.595	1.585	28.4%	0.168	3.0%	62%	False	False	6,665

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.046
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	6.090
2.618	5.896
1.618	5.777
1.000	5.703
0.618	5.658
HIGH	5.584
0.618	5.539
0.500	5.525
0.382	5.510
LOW	5.465
0.618	5.391
1.000	5.346
1.618	5.272
2.618	5.153
4.250	4.959

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	5.561	5.526
PP	5.543	5.473
S1	5.525	5.420

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

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