NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	5.743	5.763	0.020	0.3%	5.728
High	5.956	5.785	-0.171	-2.9%	5.956
Low	5.704	5.588	-0.116	-2.0%	5.588
Close	5.743	5.707	-0.036	-0.6%	5.707
Range	0.252	0.197	-0.055	-21.8%	0.368
ATR	0.234	0.231	-0.003	-1.1%	0.000
Volume	13,742	13,018	-724	-5.3%	47,434

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.284	6.193	5.815
R3	6.087	5.996	5.761
R2	5.890	5.890	5.743
R1	5.799	5.799	5.725	5.746
PP	5.693	5.693	5.693	5.667
S1	5.602	5.602	5.689	5.549
S2	5.496	5.496	5.671
S3	5.299	5.405	5.653
S4	5.102	5.208	5.599

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.854	6.649	5.909
R3	6.486	6.281	5.808
R2	6.118	6.118	5.774
R1	5.913	5.913	5.741	5.832
PP	5.750	5.750	5.750	5.710
S1	5.545	5.545	5.673	5.464
S2	5.382	5.382	5.640
S3	5.014	5.177	5.606
S4	4.646	4.809	5.505

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.956	5.588	0.368	6.4%	0.206	3.6%	32%	False	True	9,486
10	5.956	5.486	0.470	8.2%	0.207	3.6%	47%	False	False	7,567
20	5.956	5.067	0.889	15.6%	0.212	3.7%	72%	False	False	7,421
40	5.956	4.656	1.300	22.8%	0.209	3.7%	81%	False	False	5,867
60	6.200	4.656	1.544	27.1%	0.195	3.4%	68%	False	False	5,047
80	6.200	4.656	1.544	27.1%	0.186	3.3%	68%	False	False	4,298
100	6.200	4.656	1.544	27.1%	0.173	3.0%	68%	False	False	3,614
120	6.200	4.656	1.544	27.1%	0.163	2.9%	68%	False	False	3,098

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	6.622
2.618	6.301
1.618	6.104
1.000	5.982
0.618	5.907
HIGH	5.785
0.618	5.710
0.500	5.687
0.382	5.663
LOW	5.588
0.618	5.466
1.000	5.391
1.618	5.269
2.618	5.072
4.250	4.751

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	5.700	5.772
PP	5.693	5.750
S1	5.687	5.729

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

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