NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 20-Dec-2010

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	4.020	4.052	0.032	0.8%	4.444
High	4.110	4.250	0.140	3.4%	4.547
Low	3.951	4.013	0.062	1.6%	3.951
Close	4.066	4.237	0.171	4.2%	4.066
Range	0.159	0.237	0.078	49.1%	0.596
ATR	0.175	0.179	0.004	2.6%	0.000
Volume	106,654	101,426	-5,228	-4.9%	619,824

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.878	4.794	4.367
R3	4.641	4.557	4.302
R2	4.404	4.404	4.280
R1	4.320	4.320	4.259	4.362
PP	4.167	4.167	4.167	4.188
S1	4.083	4.083	4.215	4.125
S2	3.930	3.930	4.194
S3	3.693	3.846	4.172
S4	3.456	3.609	4.107

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.976	5.617	4.394
R3	5.380	5.021	4.230
R2	4.784	4.784	4.175
R1	4.425	4.425	4.121	4.307
PP	4.188	4.188	4.188	4.129
S1	3.829	3.829	4.011	3.711
S2	3.592	3.592	3.957
S3	2.996	3.233	3.902
S4	2.400	2.637	3.738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.439	3.951	0.488	11.5%	0.180	4.3%	59%	False	False	114,008
10	4.637	3.951	0.686	16.2%	0.191	4.5%	42%	False	False	131,125
20	4.637	3.951	0.686	16.2%	0.180	4.3%	42%	False	False	119,739
40	4.637	3.853	0.784	18.5%	0.176	4.2%	49%	False	False	90,810
60	4.637	3.853	0.784	18.5%	0.151	3.6%	49%	False	False	74,062
80	4.681	3.853	0.828	19.5%	0.144	3.4%	46%	False	False	61,103
100	5.468	3.853	1.615	38.1%	0.137	3.2%	24%	False	False	52,215
120	5.611	3.853	1.758	41.5%	0.135	3.2%	22%	False	False	45,957

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.041
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.257
2.618	4.870
1.618	4.633
1.000	4.487
0.618	4.396
HIGH	4.250
0.618	4.159
0.500	4.132
0.382	4.104
LOW	4.013
0.618	3.867
1.000	3.776
1.618	3.630
2.618	3.393
4.250	3.006

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	4.202	4.192
PP	4.167	4.146
S1	4.132	4.101

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

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