NYMEX Natural Gas Future September 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	5.795	6.059	0.264	4.6%	6.076
High	6.026	6.056	0.030	0.5%	6.145
Low	5.760	5.962	0.202	3.5%	5.760
Close	5.795	6.059	0.264	4.6%	5.795
Range	0.266	0.094	-0.172	-64.7%	0.385
ATR	0.190	0.195	0.005	2.7%	0.000
Volume	1,506	3,087	1,581	105.0%	7,200

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.308	6.277	6.111
R3	6.214	6.183	6.085
R2	6.120	6.120	6.076
R1	6.089	6.089	6.068	6.106
PP	6.026	6.026	6.026	6.034
S1	5.995	5.995	6.050	6.012
S2	5.932	5.932	6.042
S3	5.838	5.901	6.033
S4	5.744	5.807	6.007

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.055	6.810	6.007
R3	6.670	6.425	5.901
R2	6.285	6.285	5.866
R1	6.040	6.040	5.830	5.970
PP	5.900	5.900	5.900	5.865
S1	5.655	5.655	5.760	5.585
S2	5.515	5.515	5.724
S3	5.130	5.270	5.689
S4	4.745	4.885	5.583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.145	5.760	0.385	6.4%	0.146	2.4%	78%	False	False	2,057
10	6.145	5.760	0.385	6.4%	0.146	2.4%	78%	False	False	2,511
20	6.145	5.062	1.083	17.9%	0.163	2.7%	92%	False	False	2,458
40	6.145	4.970	1.175	19.4%	0.155	2.6%	93%	False	False	2,074

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	0.013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.456
2.618	6.302
1.618	6.208
1.000	6.150
0.618	6.114
HIGH	6.056
0.618	6.020
0.500	6.009
0.382	5.998
LOW	5.962
0.618	5.904
1.000	5.868
1.618	5.810
2.618	5.716
4.250	5.563

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	6.042	6.012
PP	6.026	5.965
S1	6.009	5.918

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

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