NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 02-Nov-2010

Day Change Summary
	Previous	Current
	01-Nov-2010	02-Nov-2010	Change	Change %	Previous Week
Open	4.255	4.087	-0.168	-3.9%	3.935
High	4.402	4.172	-0.230	-5.2%	4.285
Low	4.079	4.003	-0.076	-1.9%	3.868
Close	4.086	4.122	0.036	0.9%	4.265
Range	0.323	0.169	-0.154	-47.7%	0.417
ATR	0.139	0.141	0.002	1.5%	0.000
Volume	58,637	50,027	-8,610	-14.7%	172,598

Daily Pivots for day following 02-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.606	4.533	4.215
R3	4.437	4.364	4.168
R2	4.268	4.268	4.153
R1	4.195	4.195	4.137	4.232
PP	4.099	4.099	4.099	4.117
S1	4.026	4.026	4.107	4.063
S2	3.930	3.930	4.091
S3	3.761	3.857	4.076
S4	3.592	3.688	4.029

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.390	5.245	4.494
R3	4.973	4.828	4.380
R2	4.556	4.556	4.341
R1	4.411	4.411	4.303	4.484
PP	4.139	4.139	4.139	4.176
S1	3.994	3.994	4.227	4.067
S2	3.722	3.722	4.189
S3	3.305	3.577	4.150
S4	2.888	3.160	4.036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.402	3.916	0.486	11.8%	0.213	5.2%	42%	False	False	46,845
10	4.402	3.868	0.534	13.0%	0.166	4.0%	48%	False	False	38,205
20	4.402	3.868	0.534	13.0%	0.132	3.2%	48%	False	False	46,756
40	4.681	3.868	0.813	19.7%	0.123	3.0%	31%	False	False	34,813
60	5.037	3.868	1.169	28.4%	0.116	2.8%	22%	False	False	28,996
80	5.468	3.868	1.600	38.8%	0.118	2.9%	16%	False	False	25,716
100	5.949	3.868	2.081	50.5%	0.122	3.0%	12%	False	False	23,149
120	5.949	3.868	2.081	50.5%	0.125	3.0%	12%	False	False	21,224

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	0.058
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.890
2.618	4.614
1.618	4.445
1.000	4.341
0.618	4.276
HIGH	4.172
0.618	4.107
0.500	4.088
0.382	4.068
LOW	4.003
0.618	3.899
1.000	3.834
1.618	3.730
2.618	3.561
4.250	3.285

Fisher Pivots for day following 02-Nov-2010
Pivot	1 day	3 day
R1	4.111	4.203
PP	4.099	4.176
S1	4.088	4.149

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

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