NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	4.158	4.218	0.060	1.4%	4.443
High	4.234	4.231	-0.003	-0.1%	4.521
Low	4.114	4.093	-0.021	-0.5%	4.114
Close	4.228	4.145	-0.083	-2.0%	4.228
Range	0.120	0.138	0.018	15.0%	0.407
ATR	0.152	0.151	-0.001	-0.7%	0.000
Volume	90,835	43,351	-47,484	-52.3%	314,514

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.570	4.496	4.221
R3	4.432	4.358	4.183
R2	4.294	4.294	4.170
R1	4.220	4.220	4.158	4.188
PP	4.156	4.156	4.156	4.141
S1	4.082	4.082	4.132	4.050
S2	4.018	4.018	4.120
S3	3.880	3.944	4.107
S4	3.742	3.806	4.069

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	4.494	4.093	0.401	9.7%	0.136	3.3%	13%	False	True	66,013
10	4.690	4.093	0.597	14.4%	0.135	3.3%	9%	False	True	50,709
20	5.006	4.093	0.913	22.0%	0.134	3.2%	6%	False	True	38,131
40	5.754	4.093	1.661	40.1%	0.162	3.9%	3%	False	True	32,327
60	5.956	4.093	1.863	44.9%	0.176	4.2%	3%	False	True	24,934
80	5.956	4.093	1.863	44.9%	0.191	4.6%	3%	False	True	20,228
100	5.956	4.093	1.863	44.9%	0.184	4.4%	3%	False	True	16,930
120	6.200	4.093	2.107	50.8%	0.182	4.4%	2%	False	True	14,498

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.818
2.618	4.592
1.618	4.454
1.000	4.369
0.618	4.316
HIGH	4.231
0.618	4.178
0.500	4.162
0.382	4.146
LOW	4.093
0.618	4.008
1.000	3.955
1.618	3.870
2.618	3.732
4.250	3.507

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	4.162	4.225
PP	4.156	4.198
S1	4.151	4.172

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

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