NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	4.399	4.444	0.045	1.0%	4.385
High	4.479	4.547	0.068	1.5%	4.637
Low	4.344	4.323	-0.021	-0.5%	4.344
Close	4.417	4.426	0.009	0.2%	4.417
Range	0.135	0.224	0.089	65.9%	0.293
ATR	0.174	0.177	0.004	2.1%	0.000
Volume	127,311	151,208	23,897	18.8%	731,292

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.104	4.989	4.549
R3	4.880	4.765	4.488
R2	4.656	4.656	4.467
R1	4.541	4.541	4.447	4.487
PP	4.432	4.432	4.432	4.405
S1	4.317	4.317	4.405	4.263
S2	4.208	4.208	4.385
S3	3.984	4.093	4.364
S4	3.760	3.869	4.303

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.345	5.174	4.578
R3	5.052	4.881	4.498
R2	4.759	4.759	4.471
R1	4.588	4.588	4.444	4.674
PP	4.466	4.466	4.466	4.509
S1	4.295	4.295	4.390	4.381
S2	4.173	4.173	4.363
S3	3.880	4.002	4.336
S4	3.587	3.709	4.256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.637	4.323	0.314	7.1%	0.202	4.6%	33%	False	True	148,242
10	4.637	4.126	0.511	11.5%	0.175	3.9%	59%	False	False	130,067
20	4.637	3.853	0.784	17.7%	0.181	4.1%	73%	False	False	111,637
40	4.637	3.853	0.784	17.7%	0.166	3.7%	73%	False	False	80,735
60	4.637	3.853	0.784	17.7%	0.147	3.3%	73%	False	False	66,253
80	4.819	3.853	0.966	21.8%	0.138	3.1%	59%	False	False	54,862
100	5.468	3.853	1.615	36.5%	0.134	3.0%	35%	False	False	47,265
120	5.750	3.853	1.897	42.9%	0.133	3.0%	30%	False	False	41,597

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.499
2.618	5.133
1.618	4.909
1.000	4.771
0.618	4.685
HIGH	4.547
0.618	4.461
0.500	4.435
0.382	4.409
LOW	4.323
0.618	4.185
1.000	4.099
1.618	3.961
2.618	3.737
4.250	3.371

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	4.435	4.480
PP	4.432	4.462
S1	4.429	4.444

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

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