NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	6.076	6.124	0.048	0.8%	5.933
High	6.145	6.125	-0.020	-0.3%	6.095
Low	6.072	6.007	-0.065	-1.1%	5.777
Close	6.144	6.023	-0.121	-2.0%	5.945
Range	0.073	0.118	0.045	61.6%	0.318
ATR	0.188	0.184	-0.004	-1.9%	0.000
Volume	2,608	1,908	-700	-26.8%	10,954

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.406	6.332	6.088
R3	6.288	6.214	6.055
R2	6.170	6.170	6.045
R1	6.096	6.096	6.034	6.074
PP	6.052	6.052	6.052	6.041
S1	5.978	5.978	6.012	5.956
S2	5.934	5.934	6.001
S3	5.816	5.860	5.991
S4	5.698	5.742	5.958

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	6.1%	0.147	2.4%	67%	False	False	2,002
10	6.145	5.768	0.377	6.3%	0.142	2.3%	68%	False	False	2,493
20	6.145	4.970	1.175	19.5%	0.161	2.7%	90%	False	False	2,567
40	6.145	4.970	1.175	19.5%	0.151	2.5%	90%	False	False	2,037

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.627
2.618	6.434
1.618	6.316
1.000	6.243
0.618	6.198
HIGH	6.125
0.618	6.080
0.500	6.066
0.382	6.052
LOW	6.007
0.618	5.934
1.000	5.889
1.618	5.816
2.618	5.698
4.250	5.506

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	6.066	6.033
PP	6.052	6.029
S1	6.037	6.026

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

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