NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 23-Mar-2010

Day Change Summary
	Previous	Current
	22-Mar-2010	23-Mar-2010	Change	Change %	Previous Week
Open	4.218	4.192	-0.026	-0.6%	4.443
High	4.231	4.217	-0.014	-0.3%	4.521
Low	4.093	4.115	0.022	0.5%	4.114
Close	4.145	4.190	0.045	1.1%	4.228
Range	0.138	0.102	-0.036	-26.1%	0.407
ATR	0.151	0.148	-0.004	-2.3%	0.000
Volume	43,351	49,260	5,909	13.6%	314,514

Daily Pivots for day following 23-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.480	4.437	4.246
R3	4.378	4.335	4.218
R2	4.276	4.276	4.209
R1	4.233	4.233	4.199	4.204
PP	4.174	4.174	4.174	4.159
S1	4.131	4.131	4.181	4.102
S2	4.072	4.072	4.171
S3	3.970	4.029	4.162
S4	3.868	3.927	4.134

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	4.440	4.093	0.347	8.3%	0.137	3.3%	28%	False	False	63,788
10	4.657	4.093	0.564	13.5%	0.130	3.1%	17%	False	False	52,848
20	4.993	4.093	0.900	21.5%	0.133	3.2%	11%	False	False	39,320
40	5.683	4.093	1.590	37.9%	0.160	3.8%	6%	False	False	33,103
60	5.956	4.093	1.863	44.5%	0.174	4.2%	5%	False	False	25,638
80	5.956	4.093	1.863	44.5%	0.190	4.5%	5%	False	False	20,813
100	5.956	4.093	1.863	44.5%	0.184	4.4%	5%	False	False	17,397
120	6.200	4.093	2.107	50.3%	0.180	4.3%	5%	False	False	14,900

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.651
2.618	4.484
1.618	4.382
1.000	4.319
0.618	4.280
HIGH	4.217
0.618	4.178
0.500	4.166
0.382	4.154
LOW	4.115
0.618	4.052
1.000	4.013
1.618	3.950
2.618	3.848
4.250	3.682

Fisher Pivots for day following 23-Mar-2010
Pivot	1 day	3 day
R1	4.182	4.181
PP	4.174	4.172
S1	4.166	4.164

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

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