NYMEX Natural Gas Future February 2011

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

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	4.199	4.320	0.121	2.9%	4.005
High	4.330	4.443	0.113	2.6%	4.330
Low	4.153	4.292	0.139	3.3%	3.913
Close	4.320	4.435	0.115	2.7%	4.320
Range	0.177	0.151	-0.026	-14.7%	0.417
ATR	0.148	0.148	0.000	0.1%	0.000
Volume	25,158	23,613	-1,545	-6.1%	90,620

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.843	4.790	4.518
R3	4.692	4.639	4.477
R2	4.541	4.541	4.463
R1	4.488	4.488	4.449	4.515
PP	4.390	4.390	4.390	4.403
S1	4.337	4.337	4.421	4.364
S2	4.239	4.239	4.407
S3	4.088	4.186	4.393
S4	3.937	4.035	4.352

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.439	5.296	4.549
R3	5.022	4.879	4.435
R2	4.605	4.605	4.396
R1	4.462	4.462	4.358	4.534
PP	4.188	4.188	4.188	4.223
S1	4.045	4.045	4.282	4.117
S2	3.771	3.771	4.244
S3	3.354	3.628	4.205
S4	2.937	3.211	4.091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.443	3.977	0.466	10.5%	0.169	3.8%	98%	True	False	19,867
10	4.443	3.913	0.530	12.0%	0.167	3.8%	98%	True	False	21,458
20	4.443	3.913	0.530	12.0%	0.161	3.6%	98%	True	False	20,682
40	4.443	3.894	0.549	12.4%	0.128	2.9%	99%	True	False	16,748
60	4.678	3.894	0.784	17.7%	0.122	2.8%	69%	False	False	12,870
80	5.434	3.894	1.540	34.7%	0.117	2.6%	35%	False	False	10,425
100	5.560	3.894	1.666	37.6%	0.114	2.6%	32%	False	False	8,720
120	5.861	3.894	1.967	44.4%	0.116	2.6%	28%	False	False	7,638

Crabel Price Patterns
NR	True
NR4	True
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	0.039
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.085
2.618	4.838
1.618	4.687
1.000	4.594
0.618	4.536
HIGH	4.443
0.618	4.385
0.500	4.368
0.382	4.350
LOW	4.292
0.618	4.199
1.000	4.141
1.618	4.048
2.618	3.897
4.250	3.650

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	4.413	4.372
PP	4.390	4.308
S1	4.368	4.245

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

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