NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	4.354	4.158	-0.196	-4.5%	4.443
High	4.357	4.234	-0.123	-2.8%	4.521
Low	4.119	4.114	-0.005	-0.1%	4.114
Close	4.153	4.228	0.075	1.8%	4.228
Range	0.238	0.120	-0.118	-49.6%	0.407
ATR	0.155	0.152	-0.002	-1.6%	0.000
Volume	58,325	90,835	32,510	55.7%	314,514

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.552	4.510	4.294
R3	4.432	4.390	4.261
R2	4.312	4.312	4.250
R1	4.270	4.270	4.239	4.291
PP	4.192	4.192	4.192	4.203
S1	4.150	4.150	4.217	4.171
S2	4.072	4.072	4.206
S3	3.952	4.030	4.195
S4	3.832	3.910	4.162

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.509	5.275	4.452
R3	5.102	4.868	4.340
R2	4.695	4.695	4.303
R1	4.461	4.461	4.265	4.375
PP	4.288	4.288	4.288	4.244
S1	4.054	4.054	4.191	3.968
S2	3.881	3.881	4.153
S3	3.474	3.647	4.116
S4	3.067	3.240	4.004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.521	4.114	0.407	9.6%	0.131	3.1%	28%	False	True	62,902
10	4.690	4.114	0.576	13.6%	0.132	3.1%	20%	False	True	49,216
20	5.066	4.114	0.952	22.5%	0.135	3.2%	12%	False	True	37,311
40	5.767	4.114	1.653	39.1%	0.161	3.8%	7%	False	True	31,576
60	5.956	4.114	1.842	43.6%	0.177	4.2%	6%	False	True	24,308
80	5.956	4.114	1.842	43.6%	0.191	4.5%	6%	False	True	19,718
100	5.956	4.114	1.842	43.6%	0.185	4.4%	6%	False	True	16,531
120	6.200	4.114	2.086	49.3%	0.181	4.3%	5%	False	True	14,161

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	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.744
2.618	4.548
1.618	4.428
1.000	4.354
0.618	4.308
HIGH	4.234
0.618	4.188
0.500	4.174
0.382	4.160
LOW	4.114
0.618	4.040
1.000	3.994
1.618	3.920
2.618	3.800
4.250	3.604

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	4.210	4.277
PP	4.192	4.261
S1	4.174	4.244

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

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