NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	5.760	5.616	-0.144	-2.5%	5.855
High	5.842	5.755	-0.087	-1.5%	6.050
Low	5.734	5.547	-0.187	-3.3%	5.734
Close	5.848	5.616	-0.232	-4.0%	5.848
Range	0.108	0.208	0.100	92.6%	0.316
ATR	0.211	0.217	0.006	3.1%	0.000
Volume	4,426	3,177	-1,249	-28.2%	14,840

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.263	6.148	5.730
R3	6.055	5.940	5.673
R2	5.847	5.847	5.654
R1	5.732	5.732	5.635	5.720
PP	5.639	5.639	5.639	5.634
S1	5.524	5.524	5.597	5.512
S2	5.431	5.431	5.578
S3	5.223	5.316	5.559
S4	5.015	5.108	5.502

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	5.547	0.503	9.0%	0.184	3.3%	14%	False	True	3,044
10	6.075	5.547	0.528	9.4%	0.174	3.1%	13%	False	True	2,551
20	6.075	5.432	0.643	11.4%	0.182	3.2%	29%	False	False	2,584
40	6.075	4.848	1.227	21.8%	0.188	3.4%	63%	False	False	2,155

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.639
2.618	6.300
1.618	6.092
1.000	5.963
0.618	5.884
HIGH	5.755
0.618	5.676
0.500	5.651
0.382	5.626
LOW	5.547
0.618	5.418
1.000	5.339
1.618	5.210
2.618	5.002
4.250	4.663

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	5.651	5.799
PP	5.639	5.738
S1	5.628	5.677

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

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