NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	5.292	5.483	0.191	3.6%	5.731
High	5.456	5.547	0.091	1.7%	5.754
Low	5.260	5.408	0.148	2.8%	5.110
Close	5.450	5.483	0.033	0.6%	5.171
Range	0.196	0.139	-0.057	-29.1%	0.644
ATR	0.219	0.214	-0.006	-2.6%	0.000
Volume	14,632	15,300	668	4.6%	68,767

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.896	5.829	5.559
R3	5.757	5.690	5.521
R2	5.618	5.618	5.508
R1	5.551	5.551	5.496	5.553
PP	5.479	5.479	5.479	5.480
S1	5.412	5.412	5.470	5.414
S2	5.340	5.340	5.458
S3	5.201	5.273	5.445
S4	5.062	5.134	5.407

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.277	6.868	5.525
R3	6.633	6.224	5.348
R2	5.989	5.989	5.289
R1	5.580	5.580	5.230	5.463
PP	5.345	5.345	5.345	5.286
S1	4.936	4.936	5.112	4.819
S2	4.701	4.701	5.053
S3	4.057	4.292	4.994
S4	3.413	3.648	4.817

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.547	5.110	0.437	8.0%	0.184	3.4%	85%	True	False	14,030
10	5.767	5.110	0.657	12.0%	0.172	3.1%	57%	False	False	13,461
20	5.956	5.110	0.846	15.4%	0.201	3.7%	44%	False	False	13,024
40	5.956	4.682	1.274	23.2%	0.208	3.8%	63%	False	False	9,826
60	5.956	4.656	1.300	23.7%	0.201	3.7%	64%	False	False	7,834
80	6.200	4.656	1.544	28.2%	0.192	3.5%	54%	False	False	6,608
100	6.200	4.656	1.544	28.2%	0.191	3.5%	54%	False	False	5,674
120	6.200	4.656	1.544	28.2%	0.173	3.2%	54%	False	False	4,859

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.030
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6.138
2.618	5.911
1.618	5.772
1.000	5.686
0.618	5.633
HIGH	5.547
0.618	5.494
0.500	5.478
0.382	5.461
LOW	5.408
0.618	5.322
1.000	5.269
1.618	5.183
2.618	5.044
4.250	4.817

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	5.481	5.436
PP	5.479	5.390
S1	5.478	5.343

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

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