NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 04-Nov-2010

Day Change Summary
	Previous	Current
	03-Nov-2010	04-Nov-2010	Change	Change %	Previous Week
Open	4.146	4.103	-0.043	-1.0%	3.935
High	4.149	4.145	-0.004	-0.1%	4.285
Low	4.046	3.998	-0.048	-1.2%	3.868
Close	4.091	4.109	0.018	0.4%	4.265
Range	0.103	0.147	0.044	42.7%	0.417
ATR	0.139	0.139	0.001	0.4%	0.000
Volume	44,723	29,293	-15,430	-34.5%	172,598

Daily Pivots for day following 04-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.525	4.464	4.190
R3	4.378	4.317	4.149
R2	4.231	4.231	4.136
R1	4.170	4.170	4.122	4.201
PP	4.084	4.084	4.084	4.099
S1	4.023	4.023	4.096	4.054
S2	3.937	3.937	4.082
S3	3.790	3.876	4.069
S4	3.643	3.729	4.028

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	3.998	0.404	9.8%	0.189	4.6%	27%	False	True	46,614
10	4.402	3.868	0.534	13.0%	0.168	4.1%	45%	False	False	39,417
20	4.402	3.868	0.534	13.0%	0.131	3.2%	45%	False	False	47,402
40	4.681	3.868	0.813	19.8%	0.124	3.0%	30%	False	False	35,489
60	5.010	3.868	1.142	27.8%	0.117	2.9%	21%	False	False	29,512
80	5.468	3.868	1.600	38.9%	0.119	2.9%	15%	False	False	26,265
100	5.949	3.868	2.081	50.6%	0.123	3.0%	12%	False	False	23,645
120	5.949	3.868	2.081	50.6%	0.125	3.0%	12%	False	False	21,596

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	0.059
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.770
2.618	4.530
1.618	4.383
1.000	4.292
0.618	4.236
HIGH	4.145
0.618	4.089
0.500	4.072
0.382	4.054
LOW	3.998
0.618	3.907
1.000	3.851
1.618	3.760
2.618	3.613
4.250	3.373

Fisher Pivots for day following 04-Nov-2010
Pivot	1 day	3 day
R1	4.097	4.101
PP	4.084	4.093
S1	4.072	4.085

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

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