NYMEX Natural Gas Future February 2011

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

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	4.140	4.005	-0.135	-3.3%	4.219
High	4.144	4.057	-0.087	-2.1%	4.406
Low	3.995	3.913	-0.082	-2.1%	3.995
Close	4.001	4.039	0.038	0.9%	4.001
Range	0.149	0.144	-0.005	-3.4%	0.411
ATR	0.139	0.139	0.000	0.3%	0.000
Volume	24,271	14,897	-9,374	-38.6%	135,903

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.435	4.381	4.118
R3	4.291	4.237	4.079
R2	4.147	4.147	4.065
R1	4.093	4.093	4.052	4.120
PP	4.003	4.003	4.003	4.017
S1	3.949	3.949	4.026	3.976
S2	3.859	3.859	4.013
S3	3.715	3.805	3.999
S4	3.571	3.661	3.960

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.367	5.095	4.227
R3	4.956	4.684	4.114
R2	4.545	4.545	4.076
R1	4.273	4.273	4.039	4.204
PP	4.134	4.134	4.134	4.099
S1	3.862	3.862	3.963	3.793
S2	3.723	3.723	3.926
S3	3.312	3.451	3.888
S4	2.901	3.040	3.775

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.406	3.913	0.493	12.2%	0.164	4.1%	26%	False	True	23,049
10	4.406	3.913	0.493	12.2%	0.143	3.5%	26%	False	True	24,890
20	4.407	3.894	0.513	12.7%	0.146	3.6%	28%	False	False	18,259
40	4.600	3.894	0.706	17.5%	0.119	2.9%	21%	False	False	14,828
60	4.722	3.894	0.828	20.5%	0.115	2.8%	18%	False	False	11,501
80	5.434	3.894	1.540	38.1%	0.112	2.8%	9%	False	False	9,310
100	5.687	3.894	1.793	44.4%	0.112	2.8%	8%	False	False	7,814
120	5.861	3.894	1.967	48.7%	0.114	2.8%	7%	False	False	6,850

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.037
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.669
2.618	4.434
1.618	4.290
1.000	4.201
0.618	4.146
HIGH	4.057
0.618	4.002
0.500	3.985
0.382	3.968
LOW	3.913
0.618	3.824
1.000	3.769
1.618	3.680
2.618	3.536
4.250	3.301

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	4.021	4.121
PP	4.003	4.094
S1	3.985	4.066

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

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