NYMEX Natural Gas Future April 2010

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

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	5.660	5.661	0.001	0.0%	5.725
High	5.779	5.810	0.031	0.5%	5.940
Low	5.462	5.661	0.199	3.6%	5.462
Close	5.505	5.802	0.297	5.4%	5.505
Range	0.317	0.149	-0.168	-53.0%	0.478
ATR	0.235	0.240	0.005	2.1%	0.000
Volume	9,797	17,392	7,595	77.5%	48,351

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.205	6.152	5.884
R3	6.056	6.003	5.843
R2	5.907	5.907	5.829
R1	5.854	5.854	5.816	5.881
PP	5.758	5.758	5.758	5.771
S1	5.705	5.705	5.788	5.732
S2	5.609	5.609	5.775
S3	5.460	5.556	5.761
S4	5.311	5.407	5.720

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.070	6.765	5.768
R3	6.592	6.287	5.636
R2	6.114	6.114	5.593
R1	5.809	5.809	5.549	5.723
PP	5.636	5.636	5.636	5.592
S1	5.331	5.331	5.461	5.245
S2	5.158	5.158	5.417
S3	4.680	4.853	5.374
S4	4.202	4.375	5.242

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	8.2%	0.212	3.7%	71%	False	False	13,148
10	5.940	5.462	0.478	8.2%	0.218	3.8%	71%	False	False	16,168
20	5.940	4.671	1.269	21.9%	0.224	3.9%	89%	False	False	18,435
40	5.940	4.595	1.345	23.2%	0.215	3.7%	90%	False	False	14,741
60	6.180	4.595	1.585	27.3%	0.207	3.6%	76%	False	False	12,454
80	6.180	4.595	1.585	27.3%	0.208	3.6%	76%	False	False	10,860
100	6.180	4.595	1.585	27.3%	0.188	3.2%	76%	False	False	9,250
120	6.180	4.595	1.585	27.3%	0.181	3.1%	76%	False	False	8,086

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	0.055
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6.443
2.618	6.200
1.618	6.051
1.000	5.959
0.618	5.902
HIGH	5.810
0.618	5.753
0.500	5.736
0.382	5.718
LOW	5.661
0.618	5.569
1.000	5.512
1.618	5.420
2.618	5.271
4.250	5.028

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	5.780	5.752
PP	5.758	5.701
S1	5.736	5.651

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

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