NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	5.718	5.895	0.177	3.1%	5.419
High	5.830	5.895	0.065	1.1%	5.878
Low	5.610	5.631	0.021	0.4%	5.323
Close	5.811	5.665	-0.146	-2.5%	5.778
Range	0.220	0.264	0.044	20.0%	0.555
ATR	0.229	0.231	0.003	1.1%	0.000
Volume	15,906	14,002	-1,904	-12.0%	105,610

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.522	6.358	5.810
R3	6.258	6.094	5.738
R2	5.994	5.994	5.713
R1	5.830	5.830	5.689	5.780
PP	5.730	5.730	5.730	5.706
S1	5.566	5.566	5.641	5.516
S2	5.466	5.466	5.617
S3	5.202	5.302	5.592
S4	4.938	5.038	5.520

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.325	7.106	6.083
R3	6.770	6.551	5.931
R2	6.215	6.215	5.880
R1	5.996	5.996	5.829	6.106
PP	5.660	5.660	5.660	5.714
S1	5.441	5.441	5.727	5.551
S2	5.105	5.105	5.676
S3	4.550	4.886	5.625
S4	3.995	4.331	5.473

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.910	5.525	0.385	6.8%	0.225	4.0%	36%	False	False	19,189
10	5.910	5.256	0.654	11.5%	0.208	3.7%	63%	False	False	19,391
20	5.910	4.595	1.315	23.2%	0.238	4.2%	81%	False	False	18,597
40	5.910	4.595	1.315	23.2%	0.213	3.8%	81%	False	False	14,133
60	6.180	4.595	1.585	28.0%	0.205	3.6%	68%	False	False	11,979
80	6.180	4.595	1.585	28.0%	0.204	3.6%	68%	False	False	10,302
100	6.180	4.595	1.585	28.0%	0.184	3.3%	68%	False	False	8,689
120	6.180	4.595	1.585	28.0%	0.176	3.1%	68%	False	False	7,671

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.057
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7.017
2.618	6.586
1.618	6.322
1.000	6.159
0.618	6.058
HIGH	5.895
0.618	5.794
0.500	5.763
0.382	5.732
LOW	5.631
0.618	5.468
1.000	5.367
1.618	5.204
2.618	4.940
4.250	4.509

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	5.763	5.710
PP	5.730	5.695
S1	5.698	5.680

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

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