NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	5.883	5.760	-0.123	-2.1%	5.855
High	6.050	5.842	-0.208	-3.4%	6.050
Low	5.838	5.734	-0.104	-1.8%	5.734
Close	5.883	5.848	-0.035	-0.6%	5.848
Range	0.212	0.108	-0.104	-49.1%	0.316
ATR	0.216	0.211	-0.005	-2.2%	0.000
Volume	2,956	4,426	1,470	49.7%	14,840

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.132	6.098	5.907
R3	6.024	5.990	5.878
R2	5.916	5.916	5.868
R1	5.882	5.882	5.858	5.899
PP	5.808	5.808	5.808	5.817
S1	5.774	5.774	5.838	5.791
S2	5.700	5.700	5.828
S3	5.592	5.666	5.818
S4	5.484	5.558	5.789

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.825	6.653	6.022
R3	6.509	6.337	5.935
R2	6.193	6.193	5.906
R1	6.021	6.021	5.877	5.949
PP	5.877	5.877	5.877	5.842
S1	5.705	5.705	5.819	5.633
S2	5.561	5.561	5.790
S3	5.245	5.389	5.761
S4	4.929	5.073	5.674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.050	5.734	0.316	5.4%	0.166	2.8%	36%	False	True	2,968
10	6.075	5.649	0.426	7.3%	0.172	2.9%	47%	False	False	2,410
20	6.075	5.241	0.834	14.3%	0.189	3.2%	73%	False	False	2,536
40	6.075	4.848	1.227	21.0%	0.185	3.2%	81%	False	False	2,102

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	6.301
2.618	6.125
1.618	6.017
1.000	5.950
0.618	5.909
HIGH	5.842
0.618	5.801
0.500	5.788
0.382	5.775
LOW	5.734
0.618	5.667
1.000	5.626
1.618	5.559
2.618	5.451
4.250	5.275

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	5.828	5.892
PP	5.808	5.877
S1	5.788	5.863

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

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