NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	5.440	5.463	0.023	0.4%	5.731
High	5.571	5.500	-0.071	-1.3%	5.754
Low	5.397	5.253	-0.144	-2.7%	5.110
Close	5.436	5.428	-0.008	-0.1%	5.171
Range	0.174	0.247	0.073	42.0%	0.644
ATR	0.211	0.213	0.003	1.2%	0.000
Volume	17,977	22,509	4,532	25.2%	68,767

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.135	6.028	5.564
R3	5.888	5.781	5.496
R2	5.641	5.641	5.473
R1	5.534	5.534	5.451	5.464
PP	5.394	5.394	5.394	5.359
S1	5.287	5.287	5.405	5.217
S2	5.147	5.147	5.383
S3	4.900	5.040	5.360
S4	4.653	4.793	5.292

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	5.571	5.139	0.432	8.0%	0.184	3.4%	67%	False	False	17,133
10	5.767	5.110	0.657	12.1%	0.183	3.4%	48%	False	False	15,251
20	5.956	5.110	0.846	15.6%	0.200	3.7%	38%	False	False	14,311
40	5.956	5.067	0.889	16.4%	0.205	3.8%	41%	False	False	10,575
60	5.956	4.656	1.300	23.9%	0.204	3.8%	59%	False	False	8,397
80	6.200	4.656	1.544	28.4%	0.194	3.6%	50%	False	False	7,061
100	6.200	4.656	1.544	28.4%	0.188	3.5%	50%	False	False	6,058
120	6.200	4.656	1.544	28.4%	0.175	3.2%	50%	False	False	5,184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	6.550
2.618	6.147
1.618	5.900
1.000	5.747
0.618	5.653
HIGH	5.500
0.618	5.406
0.500	5.377
0.382	5.347
LOW	5.253
0.618	5.100
1.000	5.006
1.618	4.853
2.618	4.606
4.250	4.203

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	5.411	5.423
PP	5.394	5.417
S1	5.377	5.412

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

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