NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	4.388	4.388	0.000	0.0%	4.325
High	4.515	4.482	-0.033	-0.7%	4.515
Low	4.333	4.352	0.019	0.4%	4.285
Close	4.388	4.399	0.011	0.3%	4.399
Range	0.182	0.130	-0.052	-28.6%	0.230
ATR	0.162	0.159	-0.002	-1.4%	0.000
Volume	95,899	117,367	21,468	22.4%	397,919

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.801	4.730	4.471
R3	4.671	4.600	4.435
R2	4.541	4.541	4.423
R1	4.470	4.470	4.411	4.506
PP	4.411	4.411	4.411	4.429
S1	4.340	4.340	4.387	4.376
S2	4.281	4.281	4.375
S3	4.151	4.210	4.363
S4	4.021	4.080	4.328

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.090	4.974	4.526
R3	4.860	4.744	4.462
R2	4.630	4.630	4.441
R1	4.514	4.514	4.420	4.572
PP	4.400	4.400	4.400	4.429
S1	4.284	4.284	4.378	4.342
S2	4.170	4.170	4.357
S3	3.940	4.054	4.336
S4	3.710	3.824	4.273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.515	4.148	0.367	8.3%	0.164	3.7%	68%	False	False	97,934
10	4.515	3.853	0.662	15.0%	0.172	3.9%	82%	False	False	90,375
20	4.515	3.853	0.662	15.0%	0.174	3.9%	82%	False	False	75,668
40	4.515	3.853	0.662	15.0%	0.141	3.2%	82%	False	False	59,161
60	4.681	3.853	0.828	18.8%	0.134	3.1%	66%	False	False	46,943
80	5.350	3.853	1.497	34.0%	0.128	2.9%	36%	False	False	39,335
100	5.468	3.853	1.615	36.7%	0.126	2.9%	34%	False	False	34,632
120	5.949	3.853	2.096	47.6%	0.128	2.9%	26%	False	False	30,902

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	0.045
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.035
2.618	4.822
1.618	4.692
1.000	4.612
0.618	4.562
HIGH	4.482
0.618	4.432
0.500	4.417
0.382	4.402
LOW	4.352
0.618	4.272
1.000	4.222
1.618	4.142
2.618	4.012
4.250	3.800

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	4.417	4.403
PP	4.411	4.402
S1	4.405	4.400

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

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