NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	4.245	4.069	-0.176	-4.1%	4.444
High	4.245	4.167	-0.078	-1.8%	4.547
Low	4.056	3.988	-0.068	-1.7%	3.951
Close	4.059	4.152	0.093	2.3%	4.066
Range	0.189	0.179	-0.010	-5.3%	0.596
ATR	0.180	0.180	0.000	0.0%	0.000
Volume	79,176	90,566	11,390	14.4%	619,824

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.639	4.575	4.250
R3	4.460	4.396	4.201
R2	4.281	4.281	4.185
R1	4.217	4.217	4.168	4.249
PP	4.102	4.102	4.102	4.119
S1	4.038	4.038	4.136	4.070
S2	3.923	3.923	4.119
S3	3.744	3.859	4.103
S4	3.565	3.680	4.054

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	4.250	3.951	0.299	7.2%	0.199	4.8%	67%	False	False	101,601
10	4.637	3.951	0.686	16.5%	0.186	4.5%	29%	False	False	118,947
20	4.637	3.951	0.686	16.5%	0.182	4.4%	29%	False	False	118,993
40	4.637	3.853	0.784	18.9%	0.179	4.3%	38%	False	False	93,878
60	4.637	3.853	0.784	18.9%	0.154	3.7%	38%	False	False	76,113
80	4.681	3.853	0.828	19.9%	0.145	3.5%	36%	False	False	62,720
100	5.361	3.853	1.508	36.3%	0.138	3.3%	20%	False	False	53,487
120	5.593	3.853	1.740	41.9%	0.135	3.3%	17%	False	False	47,084

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.928
2.618	4.636
1.618	4.457
1.000	4.346
0.618	4.278
HIGH	4.167
0.618	4.099
0.500	4.078
0.382	4.056
LOW	3.988
0.618	3.877
1.000	3.809
1.618	3.698
2.618	3.519
4.250	3.227

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	4.127	4.141
PP	4.102	4.130
S1	4.078	4.119

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

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