NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	4.390	4.384	-0.006	-0.1%	4.700
High	4.441	4.392	-0.049	-1.1%	4.779
Low	4.379	4.254	-0.125	-2.9%	4.394
Close	4.414	4.297	-0.117	-2.7%	4.501
Range	0.062	0.138	0.076	122.6%	0.385
ATR	0.123	0.126	0.003	2.1%	0.000
Volume	3,531	5,054	1,523	43.1%	19,233

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.728	4.651	4.373
R3	4.590	4.513	4.335
R2	4.452	4.452	4.322
R1	4.375	4.375	4.310	4.345
PP	4.314	4.314	4.314	4.299
S1	4.237	4.237	4.284	4.207
S2	4.176	4.176	4.272
S3	4.038	4.099	4.259
S4	3.900	3.961	4.221

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.713	5.492	4.713
R3	5.328	5.107	4.607
R2	4.943	4.943	4.572
R1	4.722	4.722	4.536	4.640
PP	4.558	4.558	4.558	4.517
S1	4.337	4.337	4.466	4.255
S2	4.173	4.173	4.430
S3	3.788	3.952	4.395
S4	3.403	3.567	4.289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.504	4.254	0.250	5.8%	0.103	2.4%	17%	False	True	5,066
10	4.800	4.254	0.546	12.7%	0.100	2.3%	8%	False	True	4,591
20	5.170	4.254	0.916	21.3%	0.108	2.5%	5%	False	True	4,697
40	5.884	4.254	1.630	37.9%	0.126	2.9%	3%	False	True	3,686
60	6.160	4.254	1.906	44.4%	0.134	3.1%	2%	False	True	3,047
80	6.160	4.254	1.906	44.4%	0.140	3.3%	2%	False	True	2,909
100	6.160	4.254	1.906	44.4%	0.142	3.3%	2%	False	True	2,643

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.979
2.618	4.753
1.618	4.615
1.000	4.530
0.618	4.477
HIGH	4.392
0.618	4.339
0.500	4.323
0.382	4.307
LOW	4.254
0.618	4.169
1.000	4.116
1.618	4.031
2.618	3.893
4.250	3.668

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	4.323	4.365
PP	4.314	4.342
S1	4.306	4.320

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

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