NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 04-Jan-2010

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	5.545	5.728	0.183	3.3%	5.810
High	5.794	5.838	0.044	0.8%	5.953
Low	5.486	5.711	0.225	4.1%	5.486
Close	5.545	5.837	0.292	5.3%	5.545
Range	0.308	0.127	-0.181	-58.8%	0.467
ATR	0.221	0.227	0.005	2.3%	0.000
Volume	5,593	5,936	343	6.1%	22,972

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.176	6.134	5.907
R3	6.049	6.007	5.872
R2	5.922	5.922	5.860
R1	5.880	5.880	5.849	5.901
PP	5.795	5.795	5.795	5.806
S1	5.753	5.753	5.825	5.774
S2	5.668	5.668	5.814
S3	5.541	5.626	5.802
S4	5.414	5.499	5.767

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.062	6.771	5.802
R3	6.595	6.304	5.673
R2	6.128	6.128	5.631
R1	5.837	5.837	5.588	5.749
PP	5.661	5.661	5.661	5.618
S1	5.370	5.370	5.502	5.282
S2	5.194	5.194	5.459
S3	4.727	4.903	5.417
S4	4.260	4.436	5.288

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	8.0%	0.188	3.2%	75%	False	False	5,781
10	5.953	5.486	0.467	8.0%	0.200	3.4%	75%	False	False	6,863
20	5.953	4.682	1.271	21.8%	0.214	3.7%	91%	False	False	6,629
40	5.953	4.656	1.297	22.2%	0.201	3.4%	91%	False	False	5,239
60	6.200	4.656	1.544	26.5%	0.189	3.2%	76%	False	False	4,470
80	6.200	4.656	1.544	26.5%	0.188	3.2%	76%	False	False	3,837
100	6.200	4.656	1.544	26.5%	0.167	2.9%	76%	False	False	3,226
120	6.200	4.656	1.544	26.5%	0.161	2.8%	76%	False	False	2,771

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.034
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6.378
2.618	6.170
1.618	6.043
1.000	5.965
0.618	5.916
HIGH	5.838
0.618	5.789
0.500	5.775
0.382	5.760
LOW	5.711
0.618	5.633
1.000	5.584
1.618	5.506
2.618	5.379
4.250	5.171

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	5.816	5.782
PP	5.795	5.727
S1	5.775	5.672

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

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