NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 12-Jan-2011

Day Change Summary
	Previous	Current
	11-Jan-2011	12-Jan-2011	Change	Change %	Previous Week
Open	4.538	4.685	0.147	3.2%	4.675
High	4.667	4.706	0.039	0.8%	4.775
Low	4.520	4.618	0.098	2.2%	4.460
Close	4.659	4.708	0.049	1.1%	4.573
Range	0.147	0.088	-0.059	-40.1%	0.315
ATR	0.129	0.126	-0.003	-2.3%	0.000
Volume	3,966	4,087	121	3.1%	13,721

Daily Pivots for day following 12-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.941	4.913	4.756
R3	4.853	4.825	4.732
R2	4.765	4.765	4.724
R1	4.737	4.737	4.716	4.751
PP	4.677	4.677	4.677	4.685
S1	4.649	4.649	4.700	4.663
S2	4.589	4.589	4.692
S3	4.501	4.561	4.684
S4	4.413	4.473	4.660

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.548	5.375	4.746
R3	5.233	5.060	4.660
R2	4.918	4.918	4.631
R1	4.745	4.745	4.602	4.674
PP	4.603	4.603	4.603	4.567
S1	4.430	4.430	4.544	4.359
S2	4.288	4.288	4.515
S3	3.973	4.115	4.486
S4	3.658	3.800	4.400

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.706	4.460	0.246	5.2%	0.130	2.8%	101%	True	False	3,876
10	4.775	4.421	0.354	7.5%	0.119	2.5%	81%	False	False	2,908
20	4.775	4.194	0.581	12.3%	0.116	2.5%	88%	False	False	2,418
40	4.775	4.140	0.635	13.5%	0.116	2.5%	89%	False	False	2,173

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.021
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.080
2.618	4.936
1.618	4.848
1.000	4.794
0.618	4.760
HIGH	4.706
0.618	4.672
0.500	4.662
0.382	4.652
LOW	4.618
0.618	4.564
1.000	4.530
1.618	4.476
2.618	4.388
4.250	4.244

Fisher Pivots for day following 12-Jan-2011
Pivot	1 day	3 day
R1	4.693	4.672
PP	4.677	4.636
S1	4.662	4.600

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

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