NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 31-Dec-2009

Day Change Summary
	Previous	Current
	30-Dec-2009	31-Dec-2009	Change	Change %	Previous Week
Open	5.781	5.545	-0.236	-4.1%	5.883
High	5.858	5.794	-0.064	-1.1%	5.926
Low	5.665	5.486	-0.179	-3.2%	5.550
Close	5.678	5.545	-0.133	-2.3%	5.698
Range	0.193	0.308	0.115	59.6%	0.376
ATR	0.215	0.221	0.007	3.1%	0.000
Volume	3,522	5,593	2,071	58.8%	24,542

Daily Pivots for day following 31-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.532	6.347	5.714
R3	6.224	6.039	5.630
R2	5.916	5.916	5.601
R1	5.731	5.731	5.573	5.699
PP	5.608	5.608	5.608	5.593
S1	5.423	5.423	5.517	5.391
S2	5.300	5.300	5.489
S3	4.992	5.115	5.460
S4	4.684	4.807	5.376

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	5.486	0.467	8.4%	0.208	3.7%	13%	False	True	5,647
10	5.953	5.486	0.467	8.4%	0.218	3.9%	13%	False	True	6,845
20	5.953	4.656	1.297	23.4%	0.217	3.9%	69%	False	False	6,639
40	5.953	4.656	1.297	23.4%	0.202	3.6%	69%	False	False	5,178
60	6.200	4.656	1.544	27.8%	0.189	3.4%	58%	False	False	4,417
80	6.200	4.656	1.544	27.8%	0.188	3.4%	58%	False	False	3,774
100	6.200	4.656	1.544	27.8%	0.167	3.0%	58%	False	False	3,169
120	6.200	4.656	1.544	27.8%	0.160	2.9%	58%	False	False	2,727

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7.103
2.618	6.600
1.618	6.292
1.000	6.102
0.618	5.984
HIGH	5.794
0.618	5.676
0.500	5.640
0.382	5.604
LOW	5.486
0.618	5.296
1.000	5.178
1.618	4.988
2.618	4.680
4.250	4.177

Fisher Pivots for day following 31-Dec-2009
Pivot	1 day	3 day
R1	5.640	5.720
PP	5.608	5.661
S1	5.577	5.603

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

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