NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 27-Dec-2010

Day Change Summary
	Previous	Current
	23-Dec-2010	27-Dec-2010	Change	Change %	Previous Week
Open	4.119	4.031	-0.088	-2.1%	4.052
High	4.174	4.120	-0.054	-1.3%	4.250
Low	4.052	3.992	-0.060	-1.5%	3.988
Close	4.083	4.112	0.029	0.7%	4.083
Range	0.122	0.128	0.006	4.9%	0.262
ATR	0.176	0.172	-0.003	-1.9%	0.000
Volume	55,644	63,588	7,944	14.3%	326,812

Daily Pivots for day following 27-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.459	4.413	4.182
R3	4.331	4.285	4.147
R2	4.203	4.203	4.135
R1	4.157	4.157	4.124	4.180
PP	4.075	4.075	4.075	4.086
S1	4.029	4.029	4.100	4.052
S2	3.947	3.947	4.089
S3	3.819	3.901	4.077
S4	3.691	3.773	4.042

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.893	4.750	4.227
R3	4.631	4.488	4.155
R2	4.369	4.369	4.131
R1	4.226	4.226	4.107	4.298
PP	4.107	4.107	4.107	4.143
S1	3.964	3.964	4.059	4.036
S2	3.845	3.845	4.035
S3	3.583	3.702	4.011
S4	3.321	3.440	3.939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.250	3.988	0.262	6.4%	0.171	4.2%	47%	False	False	78,080
10	4.547	3.951	0.596	14.5%	0.174	4.2%	27%	False	False	101,022
20	4.637	3.951	0.686	16.7%	0.179	4.4%	23%	False	False	114,292
40	4.637	3.853	0.784	19.1%	0.177	4.3%	33%	False	False	94,980
60	4.637	3.853	0.784	19.1%	0.154	3.7%	33%	False	False	77,538
80	4.681	3.853	0.828	20.1%	0.146	3.5%	31%	False	False	63,780
100	5.350	3.853	1.497	36.4%	0.138	3.4%	17%	False	False	54,326
120	5.468	3.853	1.615	39.3%	0.135	3.3%	16%	False	False	47,908

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.664
2.618	4.455
1.618	4.327
1.000	4.248
0.618	4.199
HIGH	4.120
0.618	4.071
0.500	4.056
0.382	4.041
LOW	3.992
0.618	3.913
1.000	3.864
1.618	3.785
2.618	3.657
4.250	3.448

Fisher Pivots for day following 27-Dec-2010
Pivot	1 day	3 day
R1	4.093	4.102
PP	4.075	4.091
S1	4.056	4.081

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

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