NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	5.936	5.781	-0.155	-2.6%	5.883
High	5.953	5.858	-0.095	-1.6%	5.926
Low	5.783	5.665	-0.118	-2.0%	5.550
Close	5.798	5.678	-0.120	-2.1%	5.698
Range	0.170	0.193	0.023	13.5%	0.376
ATR	0.216	0.215	-0.002	-0.8%	0.000
Volume	7,632	3,522	-4,110	-53.9%	24,542

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.313	6.188	5.784
R3	6.120	5.995	5.731
R2	5.927	5.927	5.713
R1	5.802	5.802	5.696	5.768
PP	5.734	5.734	5.734	5.717
S1	5.609	5.609	5.660	5.575
S2	5.541	5.541	5.643
S3	5.348	5.416	5.625
S4	5.155	5.223	5.572

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.853	6.651	5.905
R3	6.477	6.275	5.801
R2	6.101	6.101	5.767
R1	5.899	5.899	5.732	5.812
PP	5.725	5.725	5.725	5.681
S1	5.523	5.523	5.664	5.436
S2	5.349	5.349	5.629
S3	4.973	5.147	5.595
S4	4.597	4.771	5.491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.953	5.642	0.311	5.5%	0.188	3.3%	12%	False	False	5,934
10	5.953	5.499	0.454	8.0%	0.200	3.5%	39%	False	False	6,798
20	5.953	4.656	1.297	22.8%	0.214	3.8%	79%	False	False	6,638
40	5.953	4.656	1.297	22.8%	0.198	3.5%	79%	False	False	5,209
60	6.200	4.656	1.544	27.2%	0.187	3.3%	66%	False	False	4,369
80	6.200	4.656	1.544	27.2%	0.185	3.3%	66%	False	False	3,711
100	6.200	4.656	1.544	27.2%	0.165	2.9%	66%	False	False	3,115
120	6.200	4.656	1.544	27.2%	0.158	2.8%	66%	False	False	2,692

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.678
2.618	6.363
1.618	6.170
1.000	6.051
0.618	5.977
HIGH	5.858
0.618	5.784
0.500	5.762
0.382	5.739
LOW	5.665
0.618	5.546
1.000	5.472
1.618	5.353
2.618	5.160
4.250	4.845

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	5.762	5.809
PP	5.734	5.765
S1	5.706	5.722

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

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