NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	4.087	4.146	0.059	1.4%	3.935
High	4.172	4.149	-0.023	-0.6%	4.285
Low	4.003	4.046	0.043	1.1%	3.868
Close	4.122	4.091	-0.031	-0.8%	4.265
Range	0.169	0.103	-0.066	-39.1%	0.417
ATR	0.141	0.139	-0.003	-1.9%	0.000
Volume	50,027	44,723	-5,304	-10.6%	172,598

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.404	4.351	4.148
R3	4.301	4.248	4.119
R2	4.198	4.198	4.110
R1	4.145	4.145	4.100	4.120
PP	4.095	4.095	4.095	4.083
S1	4.042	4.042	4.082	4.017
S2	3.992	3.992	4.072
S3	3.889	3.939	4.063
S4	3.786	3.836	4.034

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	11.9%	0.210	5.1%	36%	False	False	46,488
10	4.402	3.868	0.534	13.1%	0.170	4.1%	42%	False	False	39,208
20	4.402	3.868	0.534	13.1%	0.132	3.2%	42%	False	False	47,855
40	4.681	3.868	0.813	19.9%	0.122	3.0%	27%	False	False	35,314
60	5.010	3.868	1.142	27.9%	0.116	2.8%	20%	False	False	29,399
80	5.468	3.868	1.600	39.1%	0.118	2.9%	14%	False	False	26,144
100	5.949	3.868	2.081	50.9%	0.122	3.0%	11%	False	False	23,516
120	5.949	3.868	2.081	50.9%	0.124	3.0%	11%	False	False	21,488

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	0.056
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.587
2.618	4.419
1.618	4.316
1.000	4.252
0.618	4.213
HIGH	4.149
0.618	4.110
0.500	4.098
0.382	4.085
LOW	4.046
0.618	3.982
1.000	3.943
1.618	3.879
2.618	3.776
4.250	3.608

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	4.098	4.203
PP	4.095	4.165
S1	4.093	4.128

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

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