NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	5.791	5.741	-0.050	-0.9%	5.716
High	5.901	5.775	-0.126	-2.1%	5.990
Low	5.730	5.728	-0.002	0.0%	5.651
Close	5.791	5.741	-0.050	-0.9%	5.928
Range	0.171	0.047	-0.124	-72.5%	0.339
ATR	0.199	0.189	-0.010	-4.9%	0.000
Volume	1,481	1,532	51	3.4%	7,939

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.889	5.862	5.767
R3	5.842	5.815	5.754
R2	5.795	5.795	5.750
R1	5.768	5.768	5.745	5.765
PP	5.748	5.748	5.748	5.746
S1	5.721	5.721	5.737	5.718
S2	5.701	5.701	5.732
S3	5.654	5.674	5.728
S4	5.607	5.627	5.715

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	5.686	0.304	5.3%	0.168	2.9%	18%	False	False	1,517
10	6.160	5.651	0.509	8.9%	0.157	2.7%	18%	False	False	1,685
20	6.160	5.651	0.509	8.9%	0.154	2.7%	18%	False	False	1,962
40	6.160	4.970	1.190	20.7%	0.166	2.9%	65%	False	False	2,009

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.033
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	5.975
2.618	5.898
1.618	5.851
1.000	5.822
0.618	5.804
HIGH	5.775
0.618	5.757
0.500	5.752
0.382	5.746
LOW	5.728
0.618	5.699
1.000	5.681
1.618	5.652
2.618	5.605
4.250	5.528

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	5.752	5.838
PP	5.748	5.805
S1	5.745	5.773

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

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