NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	4.946	4.928	-0.018	-0.4%	5.117
High	5.023	5.007	-0.016	-0.3%	5.200
Low	4.932	4.871	-0.061	-1.2%	4.871
Close	4.946	4.967	0.021	0.4%	4.967
Range	0.091	0.136	0.045	49.5%	0.329
ATR	0.172	0.170	-0.003	-1.5%	0.000
Volume	3,044	4,522	1,478	48.6%	20,541

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.356	5.298	5.042
R3	5.220	5.162	5.004
R2	5.084	5.084	4.992
R1	5.026	5.026	4.979	5.055
PP	4.948	4.948	4.948	4.963
S1	4.890	4.890	4.955	4.919
S2	4.812	4.812	4.942
S3	4.676	4.754	4.930
S4	4.540	4.618	4.892

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.000	5.812	5.148
R3	5.671	5.483	5.057
R2	5.342	5.342	5.027
R1	5.154	5.154	4.997	5.084
PP	5.013	5.013	5.013	4.977
S1	4.825	4.825	4.937	4.755
S2	4.684	4.684	4.907
S3	4.355	4.496	4.877
S4	4.026	4.167	4.786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.200	4.871	0.329	6.6%	0.127	2.6%	29%	False	True	4,108
10	5.440	4.871	0.569	11.5%	0.138	2.8%	17%	False	True	4,116
20	6.200	4.871	1.329	26.8%	0.154	3.1%	7%	False	True	3,633
40	6.200	4.871	1.329	26.8%	0.154	3.1%	7%	False	True	2,846
60	6.200	4.869	1.331	26.8%	0.152	3.1%	7%	False	False	2,273
80	6.200	4.869	1.331	26.8%	0.139	2.8%	7%	False	False	1,837

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.585
2.618	5.363
1.618	5.227
1.000	5.143
0.618	5.091
HIGH	5.007
0.618	4.955
0.500	4.939
0.382	4.923
LOW	4.871
0.618	4.787
1.000	4.735
1.618	4.651
2.618	4.515
4.250	4.293

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	4.958	4.989
PP	4.948	4.981
S1	4.939	4.974

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

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