NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	4.198	4.140	-0.058	-1.4%	4.443
High	4.198	4.160	-0.038	-0.9%	4.521
Low	4.110	3.989	-0.121	-2.9%	4.114
Close	4.154	4.029	-0.125	-3.0%	4.228
Range	0.088	0.171	0.083	94.3%	0.407
ATR	0.143	0.145	0.002	1.4%	0.000
Volume	46,531	53,638	7,107	15.3%	314,514

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.572	4.472	4.123
R3	4.401	4.301	4.076
R2	4.230	4.230	4.060
R1	4.130	4.130	4.045	4.095
PP	4.059	4.059	4.059	4.042
S1	3.959	3.959	4.013	3.924
S2	3.888	3.888	3.998
S3	3.717	3.788	3.982
S4	3.546	3.617	3.935

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	4.234	3.989	0.245	6.1%	0.124	3.1%	16%	False	True	56,723
10	4.534	3.989	0.545	13.5%	0.124	3.1%	7%	False	True	55,450
20	4.931	3.989	0.942	23.4%	0.132	3.3%	4%	False	True	42,035
40	5.683	3.989	1.694	42.0%	0.155	3.9%	2%	False	True	35,056
60	5.956	3.989	1.967	48.8%	0.173	4.3%	2%	False	True	27,116
80	5.956	3.989	1.967	48.8%	0.184	4.6%	2%	False	True	21,951
100	5.956	3.989	1.967	48.8%	0.184	4.6%	2%	False	True	18,323
120	6.200	3.989	2.211	54.9%	0.180	4.5%	2%	False	True	15,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.887
2.618	4.608
1.618	4.437
1.000	4.331
0.618	4.266
HIGH	4.160
0.618	4.095
0.500	4.075
0.382	4.054
LOW	3.989
0.618	3.883
1.000	3.818
1.618	3.712
2.618	3.541
4.250	3.262

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	4.075	4.103
PP	4.059	4.078
S1	4.044	4.054

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

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