NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	5.063	5.360	0.297	5.9%	5.064
High	5.374	5.493	0.119	2.2%	5.493
Low	5.005	5.177	0.172	3.4%	4.984
Close	5.355	5.192	-0.163	-3.0%	5.192
Range	0.369	0.316	-0.053	-14.4%	0.509
ATR	0.130	0.143	0.013	10.3%	0.000
Volume	1,112	978	-134	-12.1%	3,544

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.235	6.030	5.366
R3	5.919	5.714	5.279
R2	5.603	5.603	5.250
R1	5.398	5.398	5.221	5.343
PP	5.287	5.287	5.287	5.260
S1	5.082	5.082	5.163	5.027
S2	4.971	4.971	5.134
S3	4.655	4.766	5.105
S4	4.339	4.450	5.018

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.750	6.480	5.472
R3	6.241	5.971	5.332
R2	5.732	5.732	5.285
R1	5.462	5.462	5.239	5.597
PP	5.223	5.223	5.223	5.291
S1	4.953	4.953	5.145	5.088
S2	4.714	4.714	5.099
S3	4.205	4.444	5.052
S4	3.696	3.935	4.912

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.493	4.869	0.624	12.0%	0.191	3.7%	52%	True	False	856
10	5.493	4.869	0.624	12.0%	0.152	2.9%	52%	True	False	1,161
20	5.636	4.869	0.767	14.8%	0.110	2.1%	42%	False	False	814
40	5.941	4.869	1.072	20.6%	0.114	2.2%	30%	False	False	665

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	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.836
2.618	6.320
1.618	6.004
1.000	5.809
0.618	5.688
HIGH	5.493
0.618	5.372
0.500	5.335
0.382	5.298
LOW	5.177
0.618	4.982
1.000	4.861
1.618	4.666
2.618	4.350
4.250	3.834

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	5.335	5.249
PP	5.287	5.230
S1	5.240	5.211

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

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