NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 04-Jan-2010

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	5.695	5.855	0.160	2.8%	5.982
High	5.929	5.966	0.037	0.6%	6.075
Low	5.649	5.851	0.202	3.6%	5.649
Close	5.695	5.967	0.272	4.8%	5.695
Range	0.280	0.115	-0.165	-58.9%	0.426
ATR	0.205	0.210	0.005	2.3%	0.000
Volume	1,770	2,797	1,027	58.0%	7,497

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.273	6.235	6.030
R3	6.158	6.120	5.999
R2	6.043	6.043	5.988
R1	6.005	6.005	5.978	6.024
PP	5.928	5.928	5.928	5.938
S1	5.890	5.890	5.956	5.909
S2	5.813	5.813	5.946
S3	5.698	5.775	5.935
S4	5.583	5.660	5.904

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.084	6.816	5.929
R3	6.658	6.390	5.812
R2	6.232	6.232	5.773
R1	5.964	5.964	5.734	5.885
PP	5.806	5.806	5.806	5.767
S1	5.538	5.538	5.656	5.459
S2	5.380	5.380	5.617
S3	4.954	5.112	5.578
S4	4.528	4.686	5.461

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.075	5.649	0.426	7.1%	0.163	2.7%	75%	False	False	2,058
10	6.075	5.649	0.426	7.1%	0.181	3.0%	75%	False	False	2,368
20	6.075	4.928	1.147	19.2%	0.191	3.2%	91%	False	False	2,472
40	6.075	4.848	1.227	20.6%	0.181	3.0%	91%	False	False	1,957

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	0.031
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.455
2.618	6.267
1.618	6.152
1.000	6.081
0.618	6.037
HIGH	5.966
0.618	5.922
0.500	5.909
0.382	5.895
LOW	5.851
0.618	5.780
1.000	5.736
1.618	5.665
2.618	5.550
4.250	5.362

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	5.948	5.917
PP	5.928	5.866
S1	5.909	5.816

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

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