NYMEX Natural Gas Future June 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	4.579	4.582	0.003	0.1%	4.679
High	4.725	4.602	-0.123	-2.6%	4.727
Low	4.562	4.518	-0.044	-1.0%	4.518
Close	4.579	4.538	-0.041	-0.9%	4.538
Range	0.163	0.084	-0.079	-48.5%	0.209
ATR	0.152	0.148	-0.005	-3.2%	0.000
Volume	25,665	17,318	-8,347	-32.5%	88,791

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.805	4.755	4.584
R3	4.721	4.671	4.561
R2	4.637	4.637	4.553
R1	4.587	4.587	4.546	4.570
PP	4.553	4.553	4.553	4.544
S1	4.503	4.503	4.530	4.486
S2	4.469	4.469	4.523
S3	4.385	4.419	4.515
S4	4.301	4.335	4.492

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.221	5.089	4.653
R3	5.012	4.880	4.595
R2	4.803	4.803	4.576
R1	4.671	4.671	4.557	4.633
PP	4.594	4.594	4.594	4.575
S1	4.462	4.462	4.519	4.424
S2	4.385	4.385	4.500
S3	4.176	4.253	4.481
S4	3.967	4.044	4.423

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.727	4.518	0.209	4.6%	0.122	2.7%	10%	False	True	17,758
10	5.008	4.518	0.490	10.8%	0.126	2.8%	4%	False	True	14,899
20	5.635	4.518	1.117	24.6%	0.140	3.1%	2%	False	True	12,015
40	5.830	4.518	1.312	28.9%	0.157	3.5%	2%	False	True	9,543

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	0.033
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.959
2.618	4.822
1.618	4.738
1.000	4.686
0.618	4.654
HIGH	4.602
0.618	4.570
0.500	4.560
0.382	4.550
LOW	4.518
0.618	4.466
1.000	4.434
1.618	4.382
2.618	4.298
4.250	4.161

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	4.560	4.622
PP	4.553	4.594
S1	4.545	4.566

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

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