NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	5.842	5.860	0.018	0.3%	5.716
High	5.990	5.947	-0.043	-0.7%	5.990
Low	5.739	5.860	0.121	2.1%	5.651
Close	5.842	5.928	0.086	1.5%	5.928
Range	0.251	0.087	-0.164	-65.3%	0.339
ATR	0.206	0.199	-0.007	-3.5%	0.000
Volume	1,817	1,421	-396	-21.8%	7,939

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.173	6.137	5.976
R3	6.086	6.050	5.952
R2	5.999	5.999	5.944
R1	5.963	5.963	5.936	5.981
PP	5.912	5.912	5.912	5.921
S1	5.876	5.876	5.920	5.894
S2	5.825	5.825	5.912
S3	5.738	5.789	5.904
S4	5.651	5.702	5.880

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.873	6.740	6.114
R3	6.534	6.401	6.021
R2	6.195	6.195	5.990
R1	6.062	6.062	5.959	6.129
PP	5.856	5.856	5.856	5.890
S1	5.723	5.723	5.897	5.790
S2	5.517	5.517	5.866
S3	5.178	5.384	5.835
S4	4.839	5.045	5.742

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	5.7%	0.176	3.0%	82%	False	False	1,587
10	6.160	5.651	0.509	8.6%	0.162	2.7%	54%	False	False	1,807
20	6.160	5.651	0.509	8.6%	0.162	2.7%	54%	False	False	2,123
40	6.160	4.970	1.190	20.1%	0.167	2.8%	81%	False	False	1,985

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.317
2.618	6.175
1.618	6.088
1.000	6.034
0.618	6.001
HIGH	5.947
0.618	5.914
0.500	5.904
0.382	5.893
LOW	5.860
0.618	5.806
1.000	5.773
1.618	5.719
2.618	5.632
4.250	5.490

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	5.920	5.898
PP	5.912	5.868
S1	5.904	5.838

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

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