NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	5.609	5.488	-0.121	-2.2%	5.457
High	5.658	5.567	-0.091	-1.6%	5.752
Low	5.460	5.464	0.004	0.1%	5.371
Close	5.546	5.488	-0.058	-1.0%	5.687
Range	0.198	0.103	-0.095	-48.0%	0.381
ATR	0.238	0.228	-0.010	-4.0%	0.000
Volume	11,843	14,076	2,233	18.9%	72,526

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.815	5.755	5.545
R3	5.712	5.652	5.516
R2	5.609	5.609	5.507
R1	5.549	5.549	5.497	5.540
PP	5.506	5.506	5.506	5.502
S1	5.446	5.446	5.479	5.437
S2	5.403	5.403	5.469
S3	5.300	5.343	5.460
S4	5.197	5.240	5.431

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	5.434	0.318	5.8%	0.213	3.9%	17%	False	False	14,724
10	5.956	5.371	0.585	10.7%	0.220	4.0%	20%	False	False	13,384
20	5.956	5.371	0.585	10.7%	0.213	3.9%	20%	False	False	9,669
40	5.956	4.656	1.300	23.7%	0.221	4.0%	64%	False	False	7,712
60	6.003	4.656	1.347	24.5%	0.201	3.7%	62%	False	False	6,417
80	6.200	4.656	1.544	28.1%	0.191	3.5%	54%	False	False	5,378
100	6.200	4.656	1.544	28.1%	0.184	3.4%	54%	False	False	4,568
120	6.200	4.656	1.544	28.1%	0.169	3.1%	54%	False	False	3,890

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.048
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	6.005
2.618	5.837
1.618	5.734
1.000	5.670
0.618	5.631
HIGH	5.567
0.618	5.528
0.500	5.516
0.382	5.503
LOW	5.464
0.618	5.400
1.000	5.361
1.618	5.297
2.618	5.194
4.250	5.026

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	5.516	5.588
PP	5.506	5.555
S1	5.497	5.521

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

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