NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	5.783	5.845	0.062	1.1%	5.591
High	5.952	6.014	0.062	1.0%	6.026
Low	5.760	5.825	0.065	1.1%	5.515
Close	5.948	5.845	-0.103	-1.7%	5.925
Range	0.192	0.189	-0.003	-1.6%	0.511
ATR	0.204	0.203	-0.001	-0.5%	0.000
Volume	2,802	1,766	-1,036	-37.0%	13,353

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.462	6.342	5.949
R3	6.273	6.153	5.897
R2	6.084	6.084	5.880
R1	5.964	5.964	5.862	5.940
PP	5.895	5.895	5.895	5.882
S1	5.775	5.775	5.828	5.751
S2	5.706	5.706	5.810
S3	5.517	5.586	5.793
S4	5.328	5.397	5.741

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	6.4%	0.199	3.4%	45%	False	False	2,678
10	6.050	5.432	0.618	10.6%	0.191	3.3%	67%	False	False	2,618
20	6.050	4.848	1.202	20.6%	0.206	3.5%	83%	False	False	2,377
40	6.050	4.848	1.202	20.6%	0.180	3.1%	83%	False	False	1,970

Crabel Price Patterns
NR	True
NR4	True
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	0.042
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.817
2.618	6.509
1.618	6.320
1.000	6.203
0.618	6.131
HIGH	6.014
0.618	5.942
0.500	5.920
0.382	5.897
LOW	5.825
0.618	5.708
1.000	5.636
1.618	5.519
2.618	5.330
4.250	5.022

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	5.920	5.845
PP	5.895	5.844
S1	5.870	5.844

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

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