NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	4.947	4.880	-0.067	-1.4%	5.146
High	4.958	4.904	-0.054	-1.1%	5.205
Low	4.876	4.858	-0.018	-0.4%	4.895
Close	4.932	4.871	-0.061	-1.2%	5.016
Range	0.082	0.046	-0.036	-43.9%	0.310
ATR	0.112	0.109	-0.003	-2.4%	0.000
Volume	2,968	2,478	-490	-16.5%	7,642

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.016	4.989	4.896
R3	4.970	4.943	4.884
R2	4.924	4.924	4.879
R1	4.897	4.897	4.875	4.888
PP	4.878	4.878	4.878	4.873
S1	4.851	4.851	4.867	4.842
S2	4.832	4.832	4.863
S3	4.786	4.805	4.858
S4	4.740	4.759	4.846

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.969	5.802	5.187
R3	5.659	5.492	5.101
R2	5.349	5.349	5.073
R1	5.182	5.182	5.044	5.111
PP	5.039	5.039	5.039	5.003
S1	4.872	4.872	4.988	4.801
S2	4.729	4.729	4.959
S3	4.419	4.562	4.931
S4	4.109	4.252	4.846

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.077	4.858	0.219	4.5%	0.101	2.1%	6%	False	True	2,567
10	5.256	4.858	0.398	8.2%	0.082	1.7%	3%	False	True	2,028
20	5.619	4.858	0.761	15.6%	0.091	1.9%	2%	False	True	1,922
40	6.280	4.858	1.422	29.2%	0.108	2.2%	1%	False	True	1,588

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.100
2.618	5.024
1.618	4.978
1.000	4.950
0.618	4.932
HIGH	4.904
0.618	4.886
0.500	4.881
0.382	4.876
LOW	4.858
0.618	4.830
1.000	4.812
1.618	4.784
2.618	4.738
4.250	4.663

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	4.881	4.917
PP	4.878	4.902
S1	4.874	4.886

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

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