NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 06-Jan-2010

Day Change Summary
	Previous	Current
	05-Jan-2010	06-Jan-2010	Change	Change %	Previous Week
Open	5.739	5.660	-0.079	-1.4%	5.810
High	5.810	5.898	0.088	1.5%	5.953
Low	5.593	5.660	0.067	1.2%	5.486
Close	5.608	5.886	0.278	5.0%	5.545
Range	0.217	0.238	0.021	9.7%	0.467
ATR	0.228	0.232	0.004	1.9%	0.000
Volume	6,097	8,641	2,544	41.7%	22,972

Daily Pivots for day following 06-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.529	6.445	6.017
R3	6.291	6.207	5.951
R2	6.053	6.053	5.930
R1	5.969	5.969	5.908	6.011
PP	5.815	5.815	5.815	5.836
S1	5.731	5.731	5.864	5.773
S2	5.577	5.577	5.842
S3	5.339	5.493	5.821
S4	5.101	5.255	5.755

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	5.898	5.486	0.412	7.0%	0.217	3.7%	97%	True	False	5,957
10	5.953	5.486	0.467	7.9%	0.203	3.4%	86%	False	False	6,171
20	5.953	5.067	0.886	15.1%	0.211	3.6%	92%	False	False	6,840
40	5.953	4.656	1.297	22.0%	0.206	3.5%	95%	False	False	5,439
60	6.200	4.656	1.544	26.2%	0.193	3.3%	80%	False	False	4,645
80	6.200	4.656	1.544	26.2%	0.185	3.1%	80%	False	False	3,995
100	6.200	4.656	1.544	26.2%	0.170	2.9%	80%	False	False	3,358
120	6.200	4.656	1.544	26.2%	0.161	2.7%	80%	False	False	2,885

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	0.029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.910
2.618	6.521
1.618	6.283
1.000	6.136
0.618	6.045
HIGH	5.898
0.618	5.807
0.500	5.779
0.382	5.751
LOW	5.660
0.618	5.513
1.000	5.422
1.618	5.275
2.618	5.037
4.250	4.649

Fisher Pivots for day following 06-Jan-2010
Pivot	1 day	3 day
R1	5.850	5.839
PP	5.815	5.792
S1	5.779	5.746

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

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