NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 12-Mar-2010

Day Change Summary
	Previous	Current
	11-Mar-2010	12-Mar-2010	Change	Change %	Previous Week
Open	4.645	4.503	-0.142	-3.1%	4.550
High	4.655	4.534	-0.121	-2.6%	4.690
Low	4.487	4.443	-0.044	-1.0%	4.443
Close	4.506	4.466	-0.040	-0.9%	4.466
Range	0.168	0.091	-0.077	-45.8%	0.247
ATR	0.165	0.159	-0.005	-3.2%	0.000
Volume	45,419	47,211	1,792	3.9%	177,646

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.754	4.701	4.516
R3	4.663	4.610	4.491
R2	4.572	4.572	4.483
R1	4.519	4.519	4.474	4.500
PP	4.481	4.481	4.481	4.472
S1	4.428	4.428	4.458	4.409
S2	4.390	4.390	4.449
S3	4.299	4.337	4.441
S4	4.208	4.246	4.416

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.274	5.117	4.602
R3	5.027	4.870	4.534
R2	4.780	4.780	4.511
R1	4.623	4.623	4.489	4.578
PP	4.533	4.533	4.533	4.511
S1	4.376	4.376	4.443	4.331
S2	4.286	4.286	4.421
S3	4.039	4.129	4.398
S4	3.792	3.882	4.330

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.690	4.443	0.247	5.5%	0.134	3.0%	9%	False	True	35,529
10	4.931	4.443	0.488	10.9%	0.138	3.1%	5%	False	True	31,270
20	5.572	4.443	1.129	25.3%	0.154	3.4%	2%	False	True	28,409
40	5.767	4.443	1.324	29.6%	0.169	3.8%	2%	False	True	25,438
60	5.956	4.443	1.513	33.9%	0.182	4.1%	2%	False	True	19,688
80	5.956	4.443	1.513	33.9%	0.194	4.4%	2%	False	True	15,991
100	6.200	4.443	1.757	39.3%	0.186	4.2%	1%	False	True	13,519
120	6.200	4.443	1.757	39.3%	0.181	4.1%	1%	False	True	11,609

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.041
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.921
2.618	4.772
1.618	4.681
1.000	4.625
0.618	4.590
HIGH	4.534
0.618	4.499
0.500	4.489
0.382	4.478
LOW	4.443
0.618	4.387
1.000	4.352
1.618	4.296
2.618	4.205
4.250	4.056

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	4.489	4.550
PP	4.481	4.522
S1	4.474	4.494

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

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