NYMEX Natural Gas Future November 2010

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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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