NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 31-Dec-2009

Day Change Summary
	Previous	Current
	30-Dec-2009	31-Dec-2009	Change	Change %	Previous Week
Open	5.768	5.660	-0.108	-1.9%	5.782
High	5.840	5.779	-0.061	-1.0%	5.910
Low	5.630	5.462	-0.168	-3.0%	5.525
Close	5.649	5.505	-0.144	-2.5%	5.665
Range	0.210	0.317	0.107	51.0%	0.385
ATR	0.228	0.235	0.006	2.8%	0.000
Volume	10,887	9,797	-1,090	-10.0%	60,972

Daily Pivots for day following 31-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.533	6.336	5.679
R3	6.216	6.019	5.592
R2	5.899	5.899	5.563
R1	5.702	5.702	5.534	5.642
PP	5.582	5.582	5.582	5.552
S1	5.385	5.385	5.476	5.325
S2	5.265	5.265	5.447
S3	4.948	5.068	5.418
S4	4.631	4.751	5.331

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	5.940	5.462	0.478	8.7%	0.235	4.3%	9%	False	True	12,470
10	5.940	5.462	0.478	8.7%	0.236	4.3%	9%	False	True	16,305
20	5.940	4.595	1.345	24.4%	0.226	4.1%	68%	False	False	18,425
40	5.940	4.595	1.345	24.4%	0.216	3.9%	68%	False	False	14,493
60	6.180	4.595	1.585	28.8%	0.206	3.7%	57%	False	False	12,320
80	6.180	4.595	1.585	28.8%	0.207	3.8%	57%	False	False	10,685
100	6.180	4.595	1.585	28.8%	0.188	3.4%	57%	False	False	9,085
120	6.180	4.595	1.585	28.8%	0.181	3.3%	57%	False	False	7,959

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	0.055
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7.126
2.618	6.609
1.618	6.292
1.000	6.096
0.618	5.975
HIGH	5.779
0.618	5.658
0.500	5.621
0.382	5.583
LOW	5.462
0.618	5.266
1.000	5.145
1.618	4.949
2.618	4.632
4.250	4.115

Fisher Pivots for day following 31-Dec-2009
Pivot	1 day	3 day
R1	5.621	5.701
PP	5.582	5.636
S1	5.544	5.570

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

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