NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	5.698	5.566	-0.132	-2.3%	5.457
High	5.752	5.716	-0.036	-0.6%	5.752
Low	5.490	5.521	0.031	0.6%	5.371
Close	5.592	5.687	0.095	1.7%	5.687
Range	0.262	0.195	-0.067	-25.6%	0.381
ATR	0.242	0.238	-0.003	-1.4%	0.000
Volume	18,693	15,851	-2,842	-15.2%	72,526

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.226	6.152	5.794
R3	6.031	5.957	5.741
R2	5.836	5.836	5.723
R1	5.762	5.762	5.705	5.799
PP	5.641	5.641	5.641	5.660
S1	5.567	5.567	5.669	5.604
S2	5.446	5.446	5.651
S3	5.251	5.372	5.633
S4	5.056	5.177	5.580

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.746	6.598	5.897
R3	6.365	6.217	5.792
R2	5.984	5.984	5.757
R1	5.836	5.836	5.722	5.910
PP	5.603	5.603	5.603	5.641
S1	5.455	5.455	5.652	5.529
S2	5.222	5.222	5.617
S3	4.841	5.074	5.582
S4	4.460	4.693	5.477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.752	5.371	0.381	6.7%	0.241	4.2%	83%	False	False	14,505
10	5.956	5.371	0.585	10.3%	0.224	3.9%	54%	False	False	11,996
20	5.956	5.371	0.585	10.3%	0.221	3.9%	54%	False	False	9,420
40	5.956	4.656	1.300	22.9%	0.222	3.9%	79%	False	False	7,249
60	6.200	4.656	1.544	27.1%	0.201	3.5%	67%	False	False	6,087
80	6.200	4.656	1.544	27.1%	0.190	3.3%	67%	False	False	5,091
100	6.200	4.656	1.544	27.1%	0.182	3.2%	67%	False	False	4,317
120	6.200	4.656	1.544	27.1%	0.168	3.0%	67%	False	False	3,684

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.050
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6.545
2.618	6.227
1.618	6.032
1.000	5.911
0.618	5.837
HIGH	5.716
0.618	5.642
0.500	5.619
0.382	5.595
LOW	5.521
0.618	5.400
1.000	5.326
1.618	5.205
2.618	5.010
4.250	4.692

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	5.664	5.656
PP	5.641	5.624
S1	5.619	5.593

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

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