NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	5.430	5.264	-0.166	-3.1%	5.609
High	5.460	5.286	-0.174	-3.2%	5.767
Low	5.217	5.110	-0.107	-2.1%	5.460
Close	5.258	5.181	-0.077	-1.5%	5.718
Range	0.243	0.176	-0.067	-27.6%	0.307
ATR	0.221	0.218	-0.003	-1.5%	0.000
Volume	11,723	13,250	1,527	13.0%	47,763

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.720	5.627	5.278
R3	5.544	5.451	5.229
R2	5.368	5.368	5.213
R1	5.275	5.275	5.197	5.234
PP	5.192	5.192	5.192	5.172
S1	5.099	5.099	5.165	5.058
S2	5.016	5.016	5.149
S3	4.840	4.923	5.133
S4	4.664	4.747	5.084

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.569	6.451	5.887
R3	6.262	6.144	5.802
R2	5.955	5.955	5.774
R1	5.837	5.837	5.746	5.896
PP	5.648	5.648	5.648	5.678
S1	5.530	5.530	5.690	5.589
S2	5.341	5.341	5.662
S3	5.034	5.223	5.634
S4	4.727	4.916	5.549

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.767	5.110	0.657	12.7%	0.181	3.5%	11%	False	True	13,369
10	5.767	5.110	0.657	12.7%	0.187	3.6%	11%	False	True	13,582
20	5.956	5.110	0.846	16.3%	0.208	4.0%	8%	False	True	11,517
40	5.956	4.656	1.300	25.1%	0.210	4.1%	40%	False	False	9,100
60	5.956	4.656	1.300	25.1%	0.201	3.9%	40%	False	False	7,312
80	6.200	4.656	1.544	29.8%	0.192	3.7%	34%	False	False	6,136
100	6.200	4.656	1.544	29.8%	0.188	3.6%	34%	False	False	5,244
120	6.200	4.656	1.544	29.8%	0.171	3.3%	34%	False	False	4,492

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	0.028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.034
2.618	5.747
1.618	5.571
1.000	5.462
0.618	5.395
HIGH	5.286
0.618	5.219
0.500	5.198
0.382	5.177
LOW	5.110
0.618	5.001
1.000	4.934
1.618	4.825
2.618	4.649
4.250	4.362

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	5.198	5.377
PP	5.192	5.311
S1	5.187	5.246

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

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