NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 14-Jan-2010

Day Change Summary
	Previous	Current
	13-Jan-2010	14-Jan-2010	Change	Change %	Previous Week
Open	5.947	5.842	-0.105	-1.8%	6.059
High	5.971	5.990	0.019	0.3%	6.160
Low	5.686	5.739	0.053	0.9%	5.829
Close	5.947	5.842	-0.105	-1.8%	5.943
Range	0.285	0.251	-0.034	-11.9%	0.331
ATR	0.203	0.206	0.003	1.7%	0.000
Volume	1,335	1,817	482	36.1%	10,134

Daily Pivots for day following 14-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.610	6.477	5.980
R3	6.359	6.226	5.911
R2	6.108	6.108	5.888
R1	5.975	5.975	5.865	5.968
PP	5.857	5.857	5.857	5.853
S1	5.724	5.724	5.819	5.717
S2	5.606	5.606	5.796
S3	5.355	5.473	5.773
S4	5.104	5.222	5.704

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	5.990	5.651	0.339	5.8%	0.182	3.1%	56%	True	False	1,565
10	6.160	5.651	0.509	8.7%	0.180	3.1%	38%	False	False	1,815
20	6.160	5.651	0.509	8.7%	0.165	2.8%	38%	False	False	2,145
40	6.160	4.970	1.190	20.4%	0.169	2.9%	73%	False	False	1,989

Crabel Price Patterns
NR	True
NR4	False
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	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.057
2.618	6.647
1.618	6.396
1.000	6.241
0.618	6.145
HIGH	5.990
0.618	5.894
0.500	5.865
0.382	5.835
LOW	5.739
0.618	5.584
1.000	5.488
1.618	5.333
2.618	5.082
4.250	4.672

Fisher Pivots for day following 14-Jan-2010
Pivot	1 day	3 day
R1	5.865	5.841
PP	5.857	5.839
S1	5.850	5.838

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

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