NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	5.746	5.649	-0.097	-1.7%	5.494
High	5.751	5.850	0.099	1.7%	5.901
Low	5.550	5.642	0.092	1.7%	5.357
Close	5.725	5.830	0.105	1.8%	5.798
Range	0.201	0.208	0.007	3.5%	0.544
ATR	0.219	0.218	-0.001	-0.4%	0.000
Volume	5,776	7,029	1,253	21.7%	35,931

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.398	6.322	5.944
R3	6.190	6.114	5.887
R2	5.982	5.982	5.868
R1	5.906	5.906	5.849	5.944
PP	5.774	5.774	5.774	5.793
S1	5.698	5.698	5.811	5.736
S2	5.566	5.566	5.792
S3	5.358	5.490	5.773
S4	5.150	5.282	5.716

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	5.550	0.376	6.4%	0.228	3.9%	74%	False	False	8,044
10	5.926	5.067	0.859	14.7%	0.217	3.7%	89%	False	False	7,275
20	5.926	4.656	1.270	21.8%	0.237	4.1%	92%	False	False	6,338
40	5.926	4.656	1.270	21.8%	0.199	3.4%	92%	False	False	5,035
60	6.200	4.656	1.544	26.5%	0.187	3.2%	76%	False	False	4,162
80	6.200	4.656	1.544	26.5%	0.182	3.1%	76%	False	False	3,486
100	6.200	4.656	1.544	26.5%	0.163	2.8%	76%	False	False	2,918
120	6.200	4.656	1.544	26.5%	0.154	2.6%	76%	False	False	2,543

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	0.031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.734
2.618	6.395
1.618	6.187
1.000	6.058
0.618	5.979
HIGH	5.850
0.618	5.771
0.500	5.746
0.382	5.721
LOW	5.642
0.618	5.513
1.000	5.434
1.618	5.305
2.618	5.097
4.250	4.758

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	5.802	5.799
PP	5.774	5.769
S1	5.746	5.738

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

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