NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	21-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	5.883	5.746	-0.137	-2.3%	5.494
High	5.926	5.751	-0.175	-3.0%	5.901
Low	5.660	5.550	-0.110	-1.9%	5.357
Close	5.694	5.725	0.031	0.5%	5.798
Range	0.266	0.201	-0.065	-24.4%	0.544
ATR	0.221	0.219	-0.001	-0.6%	0.000
Volume	6,473	5,776	-697	-10.8%	35,931

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.278	6.203	5.836
R3	6.077	6.002	5.780
R2	5.876	5.876	5.762
R1	5.801	5.801	5.743	5.738
PP	5.675	5.675	5.675	5.644
S1	5.600	5.600	5.707	5.537
S2	5.474	5.474	5.688
S3	5.273	5.399	5.670
S4	5.072	5.198	5.614

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.317	7.102	6.097
R3	6.773	6.558	5.948
R2	6.229	6.229	5.898
R1	6.014	6.014	5.848	6.122
PP	5.685	5.685	5.685	5.739
S1	5.470	5.470	5.748	5.578
S2	5.141	5.141	5.698
S3	4.597	4.926	5.648
S4	4.053	4.382	5.499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.926	5.499	0.427	7.5%	0.213	3.7%	53%	False	False	7,662
10	5.926	5.067	0.859	15.0%	0.225	3.9%	77%	False	False	7,332
20	5.926	4.656	1.270	22.2%	0.235	4.1%	84%	False	False	6,109
40	5.926	4.656	1.270	22.2%	0.197	3.4%	84%	False	False	4,923
60	6.200	4.656	1.544	27.0%	0.187	3.3%	69%	False	False	4,063
80	6.200	4.656	1.544	27.0%	0.180	3.1%	69%	False	False	3,404
100	6.200	4.656	1.544	27.0%	0.162	2.8%	69%	False	False	2,850
120	6.200	4.656	1.544	27.0%	0.154	2.7%	69%	False	False	2,487

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	0.041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.605
2.618	6.277
1.618	6.076
1.000	5.952
0.618	5.875
HIGH	5.751
0.618	5.674
0.500	5.651
0.382	5.627
LOW	5.550
0.618	5.426
1.000	5.349
1.618	5.225
2.618	5.024
4.250	4.696

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	5.700	5.738
PP	5.675	5.734
S1	5.651	5.729

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

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