NYMEX Natural Gas Future February 2011

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

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	4.410	4.422	0.012	0.3%	4.320
High	4.512	4.466	-0.046	-1.0%	4.512
Low	4.345	4.368	0.023	0.5%	4.292
Close	4.394	4.412	0.018	0.4%	4.412
Range	0.167	0.098	-0.069	-41.3%	0.220
ATR	0.150	0.146	-0.004	-2.5%	0.000
Volume	24,068	26,259	2,191	9.1%	101,570

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.709	4.659	4.466
R3	4.611	4.561	4.439
R2	4.513	4.513	4.430
R1	4.463	4.463	4.421	4.439
PP	4.415	4.415	4.415	4.404
S1	4.365	4.365	4.403	4.341
S2	4.317	4.317	4.394
S3	4.219	4.267	4.385
S4	4.121	4.169	4.358

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.065	4.959	4.533
R3	4.845	4.739	4.473
R2	4.625	4.625	4.452
R1	4.519	4.519	4.432	4.572
PP	4.405	4.405	4.405	4.432
S1	4.299	4.299	4.392	4.352
S2	4.185	4.185	4.372
S3	3.965	4.079	4.352
S4	3.745	3.859	4.291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.512	4.153	0.359	8.1%	0.149	3.4%	72%	False	False	25,345
10	4.512	3.913	0.599	13.6%	0.156	3.5%	83%	False	False	21,646
20	4.512	3.913	0.599	13.6%	0.159	3.6%	83%	False	False	23,219
40	4.512	3.894	0.618	14.0%	0.131	3.0%	84%	False	False	18,292
60	4.678	3.894	0.784	17.8%	0.123	2.8%	66%	False	False	13,924
80	5.280	3.894	1.386	31.4%	0.117	2.7%	37%	False	False	11,259
100	5.434	3.894	1.540	34.9%	0.115	2.6%	34%	False	False	9,447
120	5.861	3.894	1.967	44.6%	0.116	2.6%	26%	False	False	8,223

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.041
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4.883
2.618	4.723
1.618	4.625
1.000	4.564
0.618	4.527
HIGH	4.466
0.618	4.429
0.500	4.417
0.382	4.405
LOW	4.368
0.618	4.307
1.000	4.270
1.618	4.209
2.618	4.111
4.250	3.952

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	4.417	4.411
PP	4.415	4.409
S1	4.414	4.408

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

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