NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	5.877	5.783	-0.094	-1.6%	5.591
High	5.877	5.952	0.075	1.3%	6.026
Low	5.674	5.760	0.086	1.5%	5.515
Close	5.852	5.948	0.096	1.6%	5.925
Range	0.203	0.192	-0.011	-5.4%	0.511
ATR	0.205	0.204	-0.001	-0.4%	0.000
Volume	2,652	2,802	150	5.7%	13,353

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.463	6.397	6.054
R3	6.271	6.205	6.001
R2	6.079	6.079	5.983
R1	6.013	6.013	5.966	6.046
PP	5.887	5.887	5.887	5.903
S1	5.821	5.821	5.930	5.854
S2	5.695	5.695	5.913
S3	5.503	5.629	5.895
S4	5.311	5.437	5.842

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	5.674	0.376	6.3%	0.223	3.7%	73%	False	False	2,698
10	6.050	5.241	0.809	13.6%	0.207	3.5%	87%	False	False	2,663
20	6.050	4.848	1.202	20.2%	0.211	3.5%	92%	False	False	2,385
40	6.050	4.848	1.202	20.2%	0.180	3.0%	92%	False	False	1,953

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.768
2.618	6.455
1.618	6.263
1.000	6.144
0.618	6.071
HIGH	5.952
0.618	5.879
0.500	5.856
0.382	5.833
LOW	5.760
0.618	5.641
1.000	5.568
1.618	5.449
2.618	5.257
4.250	4.944

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	5.917	5.919
PP	5.887	5.891
S1	5.856	5.862

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

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