NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 12-Jan-2010

Day Change Summary
	Previous	Current
	11-Jan-2010	12-Jan-2010	Change	Change %	Previous Week
Open	5.457	5.450	-0.007	-0.1%	5.728
High	5.627	5.575	-0.052	-0.9%	5.956
Low	5.389	5.371	-0.018	-0.3%	5.588
Close	5.457	5.569	0.112	2.1%	5.707
Range	0.238	0.204	-0.034	-14.3%	0.368
ATR	0.237	0.235	-0.002	-1.0%	0.000
Volume	12,672	12,152	-520	-4.1%	47,434

Daily Pivots for day following 12-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.117	6.047	5.681
R3	5.913	5.843	5.625
R2	5.709	5.709	5.606
R1	5.639	5.639	5.588	5.674
PP	5.505	5.505	5.505	5.523
S1	5.435	5.435	5.550	5.470
S2	5.301	5.301	5.532
S3	5.097	5.231	5.513
S4	4.893	5.027	5.457

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	5.371	0.585	10.5%	0.226	4.1%	34%	False	True	12,045
10	5.956	5.371	0.585	10.5%	0.214	3.8%	34%	False	True	8,900
20	5.956	5.357	0.599	10.8%	0.204	3.7%	35%	False	False	7,785
40	5.956	4.656	1.300	23.3%	0.216	3.9%	70%	False	False	6,328
60	6.200	4.656	1.544	27.7%	0.197	3.5%	59%	False	False	5,392
80	6.200	4.656	1.544	27.7%	0.185	3.3%	59%	False	False	4,565
100	6.200	4.656	1.544	27.7%	0.177	3.2%	59%	False	False	3,852
120	6.200	4.656	1.544	27.7%	0.165	3.0%	59%	False	False	3,301

Crabel Price Patterns
NR	True
NR4	False
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	0.045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.442
2.618	6.109
1.618	5.905
1.000	5.779
0.618	5.701
HIGH	5.575
0.618	5.497
0.500	5.473
0.382	5.449
LOW	5.371
0.618	5.245
1.000	5.167
1.618	5.041
2.618	4.837
4.250	4.504

Fisher Pivots for day following 12-Jan-2010
Pivot	1 day	3 day
R1	5.537	5.578
PP	5.505	5.575
S1	5.473	5.572

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

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