NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 15-Dec-2010

Day Change Summary
	Previous	Current
	14-Dec-2010	15-Dec-2010	Change	Change %	Previous Week
Open	4.431	4.255	-0.176	-4.0%	4.385
High	4.439	4.278	-0.161	-3.6%	4.637
Low	4.250	4.193	-0.057	-1.3%	4.344
Close	4.255	4.222	-0.033	-0.8%	4.417
Range	0.189	0.085	-0.104	-55.0%	0.293
ATR	0.178	0.171	-0.007	-3.7%	0.000
Volume	117,796	113,983	-3,813	-3.2%	731,292

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.486	4.439	4.269
R3	4.401	4.354	4.245
R2	4.316	4.316	4.238
R1	4.269	4.269	4.230	4.250
PP	4.231	4.231	4.231	4.222
S1	4.184	4.184	4.214	4.165
S2	4.146	4.146	4.206
S3	4.061	4.099	4.199
S4	3.976	4.014	4.175

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	4.193	0.444	10.5%	0.172	4.1%	7%	False	True	136,293
10	4.637	4.193	0.444	10.5%	0.173	4.1%	7%	False	True	132,780
20	4.637	3.976	0.661	15.7%	0.179	4.2%	37%	False	False	113,736
40	4.637	3.853	0.784	18.6%	0.170	4.0%	47%	False	False	84,874
60	4.637	3.853	0.784	18.6%	0.147	3.5%	47%	False	False	69,552
80	4.681	3.853	0.828	19.6%	0.140	3.3%	45%	False	False	57,464
100	5.468	3.853	1.615	38.3%	0.135	3.2%	23%	False	False	49,356
120	5.705	3.853	1.852	43.9%	0.133	3.2%	20%	False	False	43,378

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	0.042
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	4.639
2.618	4.501
1.618	4.416
1.000	4.363
0.618	4.331
HIGH	4.278
0.618	4.246
0.500	4.236
0.382	4.225
LOW	4.193
0.618	4.140
1.000	4.108
1.618	4.055
2.618	3.970
4.250	3.832

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	4.236	4.370
PP	4.231	4.321
S1	4.227	4.271

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

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