NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	6.103	6.177	0.074	1.2%	5.935
High	6.192	6.200	0.008	0.1%	6.070
Low	6.103	6.066	-0.037	-0.6%	5.661
Close	6.177	6.073	-0.104	-1.7%	6.000
Range	0.089	0.134	0.045	50.6%	0.409
ATR	0.178	0.174	-0.003	-1.8%	0.000
Volume	2,187	3,272	1,085	49.6%	8,992

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.515	6.428	6.147
R3	6.381	6.294	6.110
R2	6.247	6.247	6.098
R1	6.160	6.160	6.085	6.137
PP	6.113	6.113	6.113	6.101
S1	6.026	6.026	6.061	6.003
S2	5.979	5.979	6.048
S3	5.845	5.892	6.036
S4	5.711	5.758	5.999

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.137	6.978	6.225
R3	6.728	6.569	6.112
R2	6.319	6.319	6.075
R1	6.160	6.160	6.037	6.240
PP	5.910	5.910	5.910	5.950
S1	5.751	5.751	5.963	5.831
S2	5.501	5.501	5.925
S3	5.092	5.342	5.888
S4	4.683	4.933	5.775

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.200	5.661	0.539	8.9%	0.155	2.5%	76%	True	False	2,333
10	6.200	5.661	0.539	8.9%	0.152	2.5%	76%	True	False	2,023
20	6.200	5.598	0.602	9.9%	0.157	2.6%	79%	True	False	2,229
40	6.200	4.869	1.331	21.9%	0.155	2.5%	90%	True	False	1,735
60	6.200	4.869	1.331	21.9%	0.136	2.2%	90%	True	False	1,321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.770
2.618	6.551
1.618	6.417
1.000	6.334
0.618	6.283
HIGH	6.200
0.618	6.149
0.500	6.133
0.382	6.117
LOW	6.066
0.618	5.983
1.000	5.932
1.618	5.849
2.618	5.715
4.250	5.497

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	6.133	6.070
PP	6.113	6.066
S1	6.093	6.063

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

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