NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 12-Jan-2010

Day Change Summary
	Previous	Current
	11-Jan-2010	12-Jan-2010	Change	Change %	Previous Week
Open	5.716	5.757	0.041	0.7%	6.059
High	5.820	5.814	-0.006	-0.1%	6.160
Low	5.651	5.728	0.077	1.4%	5.829
Close	5.716	5.813	0.097	1.7%	5.943
Range	0.169	0.086	-0.083	-49.1%	0.331
ATR	0.204	0.197	-0.008	-3.7%	0.000
Volume	1,218	2,148	930	76.4%	10,134

Daily Pivots for day following 12-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.043	6.014	5.860
R3	5.957	5.928	5.837
R2	5.871	5.871	5.829
R1	5.842	5.842	5.821	5.857
PP	5.785	5.785	5.785	5.792
S1	5.756	5.756	5.805	5.771
S2	5.699	5.699	5.797
S3	5.613	5.670	5.789
S4	5.527	5.584	5.766

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.970	6.788	6.125
R3	6.639	6.457	6.034
R2	6.308	6.308	6.004
R1	6.126	6.126	5.973	6.052
PP	5.977	5.977	5.977	5.940
S1	5.795	5.795	5.913	5.721
S2	5.646	5.646	5.882
S3	5.315	5.464	5.852
S4	4.984	5.133	5.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.160	5.651	0.509	8.8%	0.146	2.5%	32%	False	False	1,853
10	6.160	5.651	0.509	8.8%	0.156	2.7%	32%	False	False	1,809
20	6.160	5.636	0.524	9.0%	0.151	2.6%	34%	False	False	2,123
40	6.160	4.970	1.190	20.5%	0.162	2.8%	71%	False	False	1,972

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6.180
2.618	6.039
1.618	5.953
1.000	5.900
0.618	5.867
HIGH	5.814
0.618	5.781
0.500	5.771
0.382	5.761
LOW	5.728
0.618	5.675
1.000	5.642
1.618	5.589
2.618	5.503
4.250	5.363

Fisher Pivots for day following 12-Jan-2010
Pivot	1 day	3 day
R1	5.799	5.808
PP	5.785	5.803
S1	5.771	5.799

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

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