NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 21-Dec-2009

Day Change Summary
	Previous	Current
	18-Dec-2009	21-Dec-2009	Change	Change %	Previous Week
Open	5.960	6.041	0.081	1.4%	5.591
High	6.020	6.050	0.030	0.5%	6.026
Low	5.877	5.783	-0.094	-1.6%	5.515
Close	5.925	5.820	-0.105	-1.8%	5.925
Range	0.143	0.267	0.124	86.7%	0.511
ATR	0.200	0.205	0.005	2.4%	0.000
Volume	3,830	2,340	-1,490	-38.9%	13,353

Daily Pivots for day following 21-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.685	6.520	5.967
R3	6.418	6.253	5.893
R2	6.151	6.151	5.869
R1	5.986	5.986	5.844	5.935
PP	5.884	5.884	5.884	5.859
S1	5.719	5.719	5.796	5.668
S2	5.617	5.617	5.771
S3	5.350	5.452	5.747
S4	5.083	5.185	5.673

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.355	7.151	6.206
R3	6.844	6.640	6.066
R2	6.333	6.333	6.019
R1	6.129	6.129	5.972	6.231
PP	5.822	5.822	5.822	5.873
S1	5.618	5.618	5.878	5.720
S2	5.311	5.311	5.831
S3	4.800	5.107	5.784
S4	4.289	4.596	5.644

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.050	5.637	0.413	7.1%	0.188	3.2%	44%	True	False	2,821
10	6.050	5.241	0.809	13.9%	0.198	3.4%	72%	True	False	2,593
20	6.050	4.848	1.202	20.7%	0.205	3.5%	81%	True	False	2,264
40	6.050	4.848	1.202	20.7%	0.175	3.0%	81%	True	False	1,877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.185
2.618	6.749
1.618	6.482
1.000	6.317
0.618	6.215
HIGH	6.050
0.618	5.948
0.500	5.917
0.382	5.885
LOW	5.783
0.618	5.618
1.000	5.516
1.618	5.351
2.618	5.084
4.250	4.648

Fisher Pivots for day following 21-Dec-2009
Pivot	1 day	3 day
R1	5.917	5.884
PP	5.884	5.863
S1	5.852	5.841

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

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