NYMEX Natural Gas Future January 2011

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

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	4.310	4.341	0.031	0.7%	4.398
High	4.377	4.391	0.014	0.3%	4.487
Low	4.197	4.280	0.083	2.0%	4.126
Close	4.343	4.349	0.006	0.1%	4.349
Range	0.180	0.111	-0.069	-38.3%	0.361
ATR	0.168	0.164	-0.004	-2.4%	0.000
Volume	129,223	84,301	-44,922	-34.8%	544,325

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.673	4.622	4.410
R3	4.562	4.511	4.380
R2	4.451	4.451	4.369
R1	4.400	4.400	4.359	4.426
PP	4.340	4.340	4.340	4.353
S1	4.289	4.289	4.339	4.315
S2	4.229	4.229	4.329
S3	4.118	4.178	4.318
S4	4.007	4.067	4.288

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.404	5.237	4.548
R3	5.043	4.876	4.448
R2	4.682	4.682	4.415
R1	4.515	4.515	4.382	4.418
PP	4.321	4.321	4.321	4.272
S1	4.154	4.154	4.316	4.057
S2	3.960	3.960	4.283
S3	3.599	3.793	4.250
S4	3.238	3.432	4.150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.487	4.126	0.361	8.3%	0.180	4.1%	62%	False	False	108,865
10	4.515	4.126	0.389	8.9%	0.172	4.0%	57%	False	False	103,399
20	4.515	3.853	0.662	15.2%	0.171	3.9%	75%	False	False	91,230
40	4.515	3.853	0.662	15.2%	0.151	3.5%	75%	False	False	69,316
60	4.681	3.853	0.828	19.0%	0.140	3.2%	60%	False	False	54,069
80	5.010	3.853	1.157	26.6%	0.131	3.0%	43%	False	False	44,941
100	5.468	3.853	1.615	37.1%	0.129	3.0%	31%	False	False	39,258
120	5.949	3.853	2.096	48.2%	0.131	3.0%	24%	False	False	34,909

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.049
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	4.863
2.618	4.682
1.618	4.571
1.000	4.502
0.618	4.460
HIGH	4.391
0.618	4.349
0.500	4.336
0.382	4.322
LOW	4.280
0.618	4.211
1.000	4.169
1.618	4.100
2.618	3.989
4.250	3.808

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	4.345	4.325
PP	4.340	4.301
S1	4.336	4.278

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

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