NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	4.605	4.414	-0.191	-4.1%	4.401
High	4.635	4.482	-0.153	-3.3%	4.635
Low	4.415	4.354	-0.061	-1.4%	4.354
Close	4.440	4.428	-0.012	-0.3%	4.428
Range	0.220	0.128	-0.092	-41.8%	0.281
ATR	0.165	0.162	-0.003	-1.6%	0.000
Volume	75,447	73,176	-2,271	-3.0%	286,592

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.805	4.745	4.498
R3	4.677	4.617	4.463
R2	4.549	4.549	4.451
R1	4.489	4.489	4.440	4.519
PP	4.421	4.421	4.421	4.437
S1	4.361	4.361	4.416	4.391
S2	4.293	4.293	4.405
S3	4.165	4.233	4.393
S4	4.037	4.105	4.358

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.315	5.153	4.583
R3	5.034	4.872	4.505
R2	4.753	4.753	4.480
R1	4.591	4.591	4.454	4.672
PP	4.472	4.472	4.472	4.513
S1	4.310	4.310	4.402	4.391
S2	4.191	4.191	4.376
S3	3.910	4.029	4.351
S4	3.629	3.748	4.273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.635	4.354	0.281	6.3%	0.178	4.0%	26%	False	True	57,318
10	4.635	4.150	0.485	11.0%	0.175	3.9%	57%	False	False	42,021
20	4.635	3.913	0.722	16.3%	0.165	3.7%	71%	False	False	31,834
40	4.635	3.894	0.741	16.7%	0.152	3.4%	72%	False	False	24,771
60	4.635	3.894	0.741	16.7%	0.133	3.0%	72%	False	False	20,031
80	4.955	3.894	1.061	24.0%	0.127	2.9%	50%	False	False	16,150
100	5.434	3.894	1.540	34.8%	0.121	2.7%	35%	False	False	13,444
120	5.687	3.894	1.793	40.5%	0.120	2.7%	30%	False	False	11,532

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	0.045
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.026
2.618	4.817
1.618	4.689
1.000	4.610
0.618	4.561
HIGH	4.482
0.618	4.433
0.500	4.418
0.382	4.403
LOW	4.354
0.618	4.275
1.000	4.226
1.618	4.147
2.618	4.019
4.250	3.810

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	4.425	4.495
PP	4.421	4.472
S1	4.418	4.450

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

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