NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	5.895	5.725	-0.170	-2.9%	5.782
High	5.895	5.930	0.035	0.6%	5.910
Low	5.631	5.725	0.094	1.7%	5.525
Close	5.665	5.916	0.251	4.4%	5.665
Range	0.264	0.205	-0.059	-22.3%	0.385
ATR	0.231	0.233	0.002	1.0%	0.000
Volume	14,002	12,388	-1,614	-11.5%	60,972

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.472	6.399	6.029
R3	6.267	6.194	5.972
R2	6.062	6.062	5.954
R1	5.989	5.989	5.935	6.026
PP	5.857	5.857	5.857	5.875
S1	5.784	5.784	5.897	5.821
S2	5.652	5.652	5.878
S3	5.447	5.579	5.860
S4	5.242	5.374	5.803

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.855	6.645	5.877
R3	6.470	6.260	5.771
R2	6.085	6.085	5.736
R1	5.875	5.875	5.700	5.788
PP	5.700	5.700	5.700	5.656
S1	5.490	5.490	5.630	5.403
S2	5.315	5.315	5.594
S3	4.930	5.105	5.559
S4	4.545	4.720	5.453

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.930	5.525	0.405	6.8%	0.235	4.0%	97%	True	False	14,672
10	5.930	5.323	0.607	10.3%	0.208	3.5%	98%	True	False	17,897
20	5.930	4.595	1.335	22.6%	0.226	3.8%	99%	True	False	18,337
40	5.930	4.595	1.335	22.6%	0.215	3.6%	99%	True	False	14,213
60	6.180	4.595	1.585	26.8%	0.206	3.5%	83%	False	False	12,078
80	6.180	4.595	1.585	26.8%	0.205	3.5%	83%	False	False	10,425
100	6.180	4.595	1.585	26.8%	0.185	3.1%	83%	False	False	8,787
120	6.180	4.595	1.585	26.8%	0.177	3.0%	83%	False	False	7,723

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	6.801
2.618	6.467
1.618	6.262
1.000	6.135
0.618	6.057
HIGH	5.930
0.618	5.852
0.500	5.828
0.382	5.803
LOW	5.725
0.618	5.598
1.000	5.520
1.618	5.393
2.618	5.188
4.250	4.854

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	5.887	5.867
PP	5.857	5.819
S1	5.828	5.770

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

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