NYMEX Natural Gas Future November 2010

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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 4.844 4.764 -0.080 -1.7% 4.959 High 4.851 4.774 -0.077 -1.6% 4.976 Low 4.735 4.670 -0.065 -1.4% 4.670 Close 4.774 4.676 -0.098 -2.1% 4.676 Range 0.116 0.104 -0.012 -10.3% 0.306 ATR 0.111 0.111 -0.001 -0.5% 0.000 Volume 2,144 3,187 1,043 48.6% 13,831
Daily Pivots for day following 26-Mar-2010 Classic Woodie Camarilla DeMark R4 5.019 4.951 4.733 R3 4.915 4.847 4.705 R2 4.811 4.811 4.695 R1 4.743 4.743 4.686 4.725 PP 4.707 4.707 4.707 4.698 S1 4.639 4.639 4.666 4.621 S2 4.603 4.603 4.657 S3 4.499 4.535 4.647 S4 4.395 4.431 4.619	Weekly Pivots for week ending 26-Mar-2010 Classic Woodie Camarilla DeMark R4 5.692 5.490 4.844 R3 5.386 5.184 4.760 R2 5.080 5.080 4.732 R1 4.878 4.878 4.704 4.826 PP 4.774 4.774 4.774 4.748 S1 4.572 4.572 4.648 4.520 S2 4.468 4.468 4.620 S3 4.162 4.266 4.592 S4 3.856 3.960 4.508
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.976 4.670 0.306 6.5% 0.086 1.8% 2% False True 2,766 10 5.205 4.670 0.535 11.4% 0.090 1.9% 1% False True 2,147 20 5.619 4.670 0.949 20.3% 0.094 2.0% 1% False True 2,064 40 6.280 4.670 1.610 34.4% 0.108 2.3% 0% False True 1,645
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 5.216 2.618 5.046 1.618 4.942 1.000 4.878 0.618 4.838 HIGH 4.774 0.618 4.734 0.500 4.722 0.382 4.710 LOW 4.670 0.618 4.606 1.000 4.566 1.618 4.502 2.618 4.398 4.250 4.228
Fisher Pivots for day following 26-Mar-2010 Pivot 1 day 3 day R1 4.722 4.787 PP 4.707 4.750 S1 4.691 4.713

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