NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	4.500	4.397	-0.103	-2.3%	4.398
High	4.545	4.614	0.069	1.5%	4.487
Low	4.383	4.350	-0.033	-0.8%	4.126
Close	4.393	4.606	0.213	4.8%	4.349
Range	0.162	0.264	0.102	63.0%	0.361
ATR	0.166	0.173	0.007	4.2%	0.000
Volume	131,972	159,552	27,580	20.9%	544,325

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.315	5.225	4.751
R3	5.051	4.961	4.679
R2	4.787	4.787	4.654
R1	4.697	4.697	4.630	4.742
PP	4.523	4.523	4.523	4.546
S1	4.433	4.433	4.582	4.478
S2	4.259	4.259	4.558
S3	3.995	4.169	4.533
S4	3.731	3.905	4.461

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	4.614	4.197	0.417	9.1%	0.174	3.8%	98%	True	False	129,266
10	4.614	4.126	0.488	10.6%	0.179	3.9%	98%	True	False	119,040
20	4.614	3.853	0.761	16.5%	0.181	3.9%	99%	True	False	103,119
40	4.614	3.853	0.761	16.5%	0.159	3.5%	99%	True	False	74,419
60	4.641	3.853	0.788	17.1%	0.143	3.1%	96%	False	False	60,031
80	4.975	3.853	1.122	24.4%	0.135	2.9%	67%	False	False	49,680
100	5.468	3.853	1.615	35.1%	0.131	2.8%	47%	False	False	43,061
120	5.904	3.853	2.051	44.5%	0.132	2.9%	37%	False	False	38,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.736
2.618	5.305
1.618	5.041
1.000	4.878
0.618	4.777
HIGH	4.614
0.618	4.513
0.500	4.482
0.382	4.451
LOW	4.350
0.618	4.187
1.000	4.086
1.618	3.923
2.618	3.659
4.250	3.228

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	4.565	4.565
PP	4.523	4.523
S1	4.482	4.482

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

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