NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 21-May-2010

Day Change Summary
	Previous	Current
	20-May-2010	21-May-2010	Change	Change %	Previous Week
Open	5.450	5.372	-0.078	-1.4%	5.682
High	5.457	5.435	-0.022	-0.4%	5.705
Low	5.332	5.320	-0.012	-0.2%	5.320
Close	5.392	5.327	-0.065	-1.2%	5.327
Range	0.125	0.115	-0.010	-8.0%	0.385
ATR	0.126	0.125	-0.001	-0.6%	0.000
Volume	8,910	9,529	619	6.9%	62,094

Daily Pivots for day following 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.706	5.631	5.390
R3	5.591	5.516	5.359
R2	5.476	5.476	5.348
R1	5.401	5.401	5.338	5.381
PP	5.361	5.361	5.361	5.351
S1	5.286	5.286	5.316	5.266
S2	5.246	5.246	5.306
S3	5.131	5.171	5.295
S4	5.016	5.056	5.264

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.606	6.351	5.539
R3	6.221	5.966	5.433
R2	5.836	5.836	5.398
R1	5.581	5.581	5.362	5.516
PP	5.451	5.451	5.451	5.418
S1	5.196	5.196	5.292	5.131
S2	5.066	5.066	5.256
S3	4.681	4.811	5.221
S4	4.296	4.426	5.115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.705	5.320	0.385	7.2%	0.132	2.5%	2%	False	True	12,418
10	5.813	5.320	0.493	9.3%	0.121	2.3%	1%	False	True	11,979

Crabel Price Patterns
NR	True
NR4	True
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	0.016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.924
2.618	5.736
1.618	5.621
1.000	5.550
0.618	5.506
HIGH	5.435
0.618	5.391
0.500	5.378
0.382	5.364
LOW	5.320
0.618	5.249
1.000	5.205
1.618	5.134
2.618	5.019
4.250	4.831

Fisher Pivots for day following 21-May-2010
Pivot	1 day	3 day
R1	5.378	5.454
PP	5.361	5.412
S1	5.344	5.369

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

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