NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	5.600	5.546	-0.054	-1.0%	5.495
High	5.618	5.553	-0.065	-1.2%	5.720
Low	5.408	5.413	0.005	0.1%	5.312
Close	5.499	5.438	-0.061	-1.1%	5.636
Range	0.210	0.140	-0.070	-33.3%	0.408
ATR	0.251	0.243	-0.008	-3.2%	0.000
Volume	16,035	23,086	7,051	44.0%	145,420

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.888	5.803	5.515
R3	5.748	5.663	5.477
R2	5.608	5.608	5.464
R1	5.523	5.523	5.451	5.496
PP	5.468	5.468	5.468	5.454
S1	5.383	5.383	5.425	5.356
S2	5.328	5.328	5.412
S3	5.188	5.243	5.400
S4	5.048	5.103	5.361

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.780	6.616	5.860
R3	6.372	6.208	5.748
R2	5.964	5.964	5.711
R1	5.800	5.800	5.673	5.882
PP	5.556	5.556	5.556	5.597
S1	5.392	5.392	5.599	5.474
S2	5.148	5.148	5.561
S3	4.740	4.984	5.524
S4	4.332	4.576	5.412

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.720	5.377	0.343	6.3%	0.232	4.3%	18%	False	False	26,440
10	5.930	5.312	0.618	11.4%	0.242	4.4%	20%	False	False	27,182
20	5.940	5.312	0.628	11.5%	0.234	4.3%	20%	False	False	20,762
40	5.940	4.595	1.345	24.7%	0.235	4.3%	63%	False	False	19,197
60	5.971	4.595	1.376	25.3%	0.217	4.0%	61%	False	False	15,828
80	6.180	4.595	1.585	29.1%	0.209	3.8%	53%	False	False	13,764
100	6.180	4.595	1.585	29.1%	0.205	3.8%	53%	False	False	11,901
120	6.180	4.595	1.585	29.1%	0.189	3.5%	53%	False	False	10,272

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.056
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	6.148
2.618	5.920
1.618	5.780
1.000	5.693
0.618	5.640
HIGH	5.553
0.618	5.500
0.500	5.483
0.382	5.466
LOW	5.413
0.618	5.326
1.000	5.273
1.618	5.186
2.618	5.046
4.250	4.818

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	5.483	5.537
PP	5.468	5.504
S1	5.453	5.471

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

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