NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 05-Nov-2010

Day Change Summary
	Previous	Current
	04-Nov-2010	05-Nov-2010	Change	Change %	Previous Week
Open	4.109	4.113	0.004	0.1%	4.284
High	4.159	4.186	0.027	0.6%	4.407
Low	4.019	4.103	0.084	2.1%	4.019
Close	4.117	4.180	0.063	1.5%	4.180
Range	0.140	0.083	-0.057	-40.7%	0.388
ATR	0.131	0.127	-0.003	-2.6%	0.000
Volume	16,917	35,552	18,635	110.2%	122,204

Daily Pivots for day following 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.405	4.376	4.226
R3	4.322	4.293	4.203
R2	4.239	4.239	4.195
R1	4.210	4.210	4.188	4.225
PP	4.156	4.156	4.156	4.164
S1	4.127	4.127	4.172	4.142
S2	4.073	4.073	4.165
S3	3.990	4.044	4.157
S4	3.907	3.961	4.134

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.366	5.161	4.393
R3	4.978	4.773	4.287
R2	4.590	4.590	4.251
R1	4.385	4.385	4.216	4.294
PP	4.202	4.202	4.202	4.156
S1	3.997	3.997	4.144	3.906
S2	3.814	3.814	4.109
S3	3.426	3.609	4.073
S4	3.038	3.221	3.967

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.407	4.019	0.388	9.3%	0.154	3.7%	41%	False	False	24,440
10	4.407	3.894	0.513	12.3%	0.153	3.7%	56%	False	False	17,277
20	4.407	3.894	0.513	12.3%	0.122	2.9%	56%	False	False	15,534
40	4.678	3.894	0.784	18.8%	0.113	2.7%	36%	False	False	11,804
60	5.003	3.894	1.109	26.5%	0.109	2.6%	26%	False	False	9,192
80	5.434	3.894	1.540	36.8%	0.107	2.6%	19%	False	False	7,551
100	5.850	3.894	1.956	46.8%	0.110	2.6%	15%	False	False	6,452
120	5.861	3.894	1.967	47.1%	0.112	2.7%	15%	False	False	5,660

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	0.057
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.539
2.618	4.403
1.618	4.320
1.000	4.269
0.618	4.237
HIGH	4.186
0.618	4.154
0.500	4.145
0.382	4.135
LOW	4.103
0.618	4.052
1.000	4.020
1.618	3.969
2.618	3.886
4.250	3.750

Fisher Pivots for day following 05-Nov-2010
Pivot	1 day	3 day
R1	4.168	4.154
PP	4.156	4.128
S1	4.145	4.103

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

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