NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	4.385	4.500	0.115	2.6%	4.398
High	4.540	4.545	0.005	0.1%	4.487
Low	4.385	4.383	-0.002	0.0%	4.126
Close	4.506	4.393	-0.113	-2.5%	4.349
Range	0.155	0.162	0.007	4.5%	0.361
ATR	0.166	0.166	0.000	-0.2%	0.000
Volume	141,286	131,972	-9,314	-6.6%	544,325

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.926	4.822	4.482
R3	4.764	4.660	4.438
R2	4.602	4.602	4.423
R1	4.498	4.498	4.408	4.469
PP	4.440	4.440	4.440	4.426
S1	4.336	4.336	4.378	4.307
S2	4.278	4.278	4.363
S3	4.116	4.174	4.348
S4	3.954	4.012	4.304

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	4.545	4.164	0.381	8.7%	0.154	3.5%	60%	True	False	119,858
10	4.545	4.126	0.419	9.5%	0.169	3.9%	64%	True	False	112,995
20	4.545	3.853	0.692	15.8%	0.175	4.0%	78%	True	False	98,800
40	4.545	3.853	0.692	15.8%	0.154	3.5%	78%	True	False	72,184
60	4.681	3.853	0.828	18.8%	0.141	3.2%	65%	False	False	57,842
80	5.008	3.853	1.155	26.3%	0.133	3.0%	47%	False	False	47,827
100	5.468	3.853	1.615	36.8%	0.129	2.9%	33%	False	False	41,611
120	5.949	3.853	2.096	47.7%	0.131	3.0%	26%	False	False	36,928

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.234
2.618	4.969
1.618	4.807
1.000	4.707
0.618	4.645
HIGH	4.545
0.618	4.483
0.500	4.464
0.382	4.445
LOW	4.383
0.618	4.283
1.000	4.221
1.618	4.121
2.618	3.959
4.250	3.695

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	4.464	4.413
PP	4.440	4.406
S1	4.417	4.400

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

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