NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	5.475	5.410	-0.065	-1.2%	5.064
High	5.475	5.631	0.156	2.8%	5.493
Low	5.302	5.390	0.088	1.7%	4.984
Close	5.318	5.605	0.287	5.4%	5.192
Range	0.173	0.241	0.068	39.3%	0.509
ATR	0.151	0.163	0.012	7.6%	0.000
Volume	1,791	1,475	-316	-17.6%	3,544

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.265	6.176	5.738
R3	6.024	5.935	5.671
R2	5.783	5.783	5.649
R1	5.694	5.694	5.627	5.739
PP	5.542	5.542	5.542	5.564
S1	5.453	5.453	5.583	5.498
S2	5.301	5.301	5.561
S3	5.060	5.212	5.539
S4	4.819	4.971	5.472

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	5.631	5.005	0.626	11.2%	0.264	4.7%	96%	True	False	1,211
10	5.631	4.869	0.762	13.6%	0.186	3.3%	97%	True	False	999
20	5.631	4.869	0.762	13.6%	0.134	2.4%	97%	True	False	931
40	5.941	4.869	1.072	19.1%	0.122	2.2%	69%	False	False	730

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.655
2.618	6.262
1.618	6.021
1.000	5.872
0.618	5.780
HIGH	5.631
0.618	5.539
0.500	5.511
0.382	5.482
LOW	5.390
0.618	5.241
1.000	5.149
1.618	5.000
2.618	4.759
4.250	4.366

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	5.574	5.543
PP	5.542	5.482
S1	5.511	5.420

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

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