NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 17-Sep-2009

Day Change Summary
	Previous	Current
	16-Sep-2009	17-Sep-2009	Change	Change %	Previous Week
Open	5.410	5.620	0.210	3.9%	5.064
High	5.631	5.655	0.024	0.4%	5.493
Low	5.390	5.418	0.028	0.5%	4.984
Close	5.605	5.418	-0.187	-3.3%	5.192
Range	0.241	0.237	-0.004	-1.7%	0.509
ATR	0.163	0.168	0.005	3.2%	0.000
Volume	1,475	1,983	508	34.4%	3,544

Daily Pivots for day following 17-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.208	6.050	5.548
R3	5.971	5.813	5.483
R2	5.734	5.734	5.461
R1	5.576	5.576	5.440	5.537
PP	5.497	5.497	5.497	5.477
S1	5.339	5.339	5.396	5.300
S2	5.260	5.260	5.375
S3	5.023	5.102	5.353
S4	4.786	4.865	5.288

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	5.655	5.177	0.478	8.8%	0.237	4.4%	50%	True	False	1,385
10	5.655	4.869	0.786	14.5%	0.201	3.7%	70%	True	False	1,094
20	5.655	4.869	0.786	14.5%	0.143	2.6%	70%	True	False	1,000
40	5.941	4.869	1.072	19.8%	0.124	2.3%	51%	False	False	773

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	0.038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.662
2.618	6.275
1.618	6.038
1.000	5.892
0.618	5.801
HIGH	5.655
0.618	5.564
0.500	5.537
0.382	5.509
LOW	5.418
0.618	5.272
1.000	5.181
1.618	5.035
2.618	4.798
4.250	4.411

Fisher Pivots for day following 17-Sep-2009
Pivot	1 day	3 day
R1	5.537	5.479
PP	5.497	5.458
S1	5.458	5.438

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

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