NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	5.276	5.190	-0.086	-1.6%	5.414
High	5.276	5.195	-0.081	-1.5%	5.435
Low	5.161	5.102	-0.059	-1.1%	5.102
Close	5.199	5.096	-0.103	-2.0%	5.096
Range	0.115	0.093	-0.022	-19.1%	0.333
ATR	0.113	0.112	-0.001	-1.0%	0.000
Volume	2,147	3,302	1,155	53.8%	14,913

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.410	5.346	5.147
R3	5.317	5.253	5.122
R2	5.224	5.224	5.113
R1	5.160	5.160	5.105	5.146
PP	5.131	5.131	5.131	5.124
S1	5.067	5.067	5.087	5.053
S2	5.038	5.038	5.079
S3	4.945	4.974	5.070
S4	4.852	4.881	5.045

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.210	5.986	5.279
R3	5.877	5.653	5.188
R2	5.544	5.544	5.157
R1	5.320	5.320	5.127	5.266
PP	5.211	5.211	5.211	5.184
S1	4.987	4.987	5.065	4.933
S2	4.878	4.878	5.035
S3	4.545	4.654	5.004
S4	4.212	4.321	4.913

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.435	5.102	0.333	6.5%	0.090	1.8%	-2%	False	True	2,982
10	5.590	5.102	0.488	9.6%	0.101	2.0%	-1%	False	True	2,496
20	5.953	5.102	0.851	16.7%	0.102	2.0%	-1%	False	True	2,552
40	6.573	5.102	1.471	28.9%	0.113	2.2%	0%	False	True	2,220

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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.590
2.618	5.438
1.618	5.345
1.000	5.288
0.618	5.252
HIGH	5.195
0.618	5.159
0.500	5.149
0.382	5.138
LOW	5.102
0.618	5.045
1.000	5.009
1.618	4.952
2.618	4.859
4.250	4.707

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	5.149	5.216
PP	5.131	5.176
S1	5.114	5.136

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

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