NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	4.162	4.262	0.100	2.4%	3.780
High	4.293	4.290	-0.003	-0.1%	4.175
Low	4.125	4.115	-0.010	-0.2%	3.710
Close	4.271	4.264	-0.007	-0.2%	4.164
Range	0.168	0.175	0.007	4.2%	0.465
ATR	0.172	0.172	0.000	0.1%	0.000
Volume	95,536	73,929	-21,607	-22.6%	604,757

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.748	4.681	4.360
R3	4.573	4.506	4.312
R2	4.398	4.398	4.296
R1	4.331	4.331	4.280	4.365
PP	4.223	4.223	4.223	4.240
S1	4.156	4.156	4.248	4.190
S2	4.048	4.048	4.232
S3	3.873	3.981	4.216
S4	3.698	3.806	4.168

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.411	5.253	4.420
R3	4.946	4.788	4.292
R2	4.481	4.481	4.249
R1	4.323	4.323	4.207	4.402
PP	4.016	4.016	4.016	4.056
S1	3.858	3.858	4.121	3.937
S2	3.551	3.551	4.079
S3	3.086	3.393	4.036
S4	2.621	2.928	3.908

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.293	3.796	0.497	11.7%	0.198	4.6%	94%	False	False	109,566
10	4.293	3.710	0.583	13.7%	0.187	4.4%	95%	False	False	114,599
20	4.293	3.656	0.637	14.9%	0.189	4.4%	95%	False	False	117,642
40	4.293	3.500	0.793	18.6%	0.153	3.6%	96%	False	False	88,137
60	4.522	3.500	1.022	24.0%	0.144	3.4%	75%	False	False	67,022
80	5.229	3.500	1.729	40.5%	0.137	3.2%	44%	False	False	54,853
100	5.447	3.500	1.947	45.7%	0.134	3.1%	39%	False	False	46,059
120	5.762	3.500	2.262	53.0%	0.136	3.2%	34%	False	False	39,606

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.034
2.618	4.748
1.618	4.573
1.000	4.465
0.618	4.398
HIGH	4.290
0.618	4.223
0.500	4.203
0.382	4.182
LOW	4.115
0.618	4.007
1.000	3.940
1.618	3.832
2.618	3.657
4.250	3.371

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	4.244	4.221
PP	4.223	4.177
S1	4.203	4.134

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

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