NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	6.095	6.076	-0.019	-0.3%	5.933
High	6.095	6.145	0.050	0.8%	6.095
Low	5.920	6.072	0.152	2.6%	5.777
Close	5.945	6.144	0.199	3.3%	5.945
Range	0.175	0.073	-0.102	-58.3%	0.318
ATR	0.187	0.188	0.001	0.5%	0.000
Volume	1,583	2,608	1,025	64.8%	10,954

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.339	6.315	6.184
R3	6.266	6.242	6.164
R2	6.193	6.193	6.157
R1	6.169	6.169	6.151	6.181
PP	6.120	6.120	6.120	6.127
S1	6.096	6.096	6.137	6.108
S2	6.047	6.047	6.131
S3	5.974	6.023	6.124
S4	5.901	5.950	6.104

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.893	6.737	6.120
R3	6.575	6.419	6.032
R2	6.257	6.257	6.003
R1	6.101	6.101	5.974	6.179
PP	5.939	5.939	5.939	5.978
S1	5.783	5.783	5.916	5.861
S2	5.621	5.621	5.887
S3	5.303	5.465	5.858
S4	4.985	5.147	5.770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.145	5.777	0.368	6.0%	0.136	2.2%	100%	True	False	2,712
10	6.145	5.636	0.509	8.3%	0.146	2.4%	100%	True	False	2,437
20	6.145	4.970	1.175	19.1%	0.160	2.6%	100%	True	False	2,493
40	6.145	4.970	1.175	19.1%	0.154	2.5%	100%	True	False	2,036

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	0.015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.455
2.618	6.336
1.618	6.263
1.000	6.218
0.618	6.190
HIGH	6.145
0.618	6.117
0.500	6.109
0.382	6.100
LOW	6.072
0.618	6.027
1.000	5.999
1.618	5.954
2.618	5.881
4.250	5.762

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	6.132	6.097
PP	6.120	6.050
S1	6.109	6.003

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

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