NYMEX Natural Gas Future February 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	4.187	4.089	-0.098	-2.3%	4.090
High	4.212	4.163	-0.049	-1.2%	4.277
Low	4.093	4.040	-0.053	-1.3%	4.019
Close	4.133	4.155	0.022	0.5%	4.133
Range	0.119	0.123	0.004	3.4%	0.258
ATR	0.167	0.163	-0.003	-1.9%	0.000
Volume	42,874	44,438	1,564	3.6%	225,840

Daily Pivots for day following 27-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.488	4.445	4.223
R3	4.365	4.322	4.189
R2	4.242	4.242	4.178
R1	4.199	4.199	4.166	4.221
PP	4.119	4.119	4.119	4.130
S1	4.076	4.076	4.144	4.098
S2	3.996	3.996	4.132
S3	3.873	3.953	4.121
S4	3.750	3.830	4.087

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.917	4.783	4.275
R3	4.659	4.525	4.204
R2	4.401	4.401	4.180
R1	4.267	4.267	4.157	4.334
PP	4.143	4.143	4.143	4.177
S1	4.009	4.009	4.109	4.076
S2	3.885	3.885	4.086
S3	3.627	3.751	4.062
S4	3.369	3.493	3.991

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.277	4.019	0.258	6.2%	0.166	4.0%	53%	False	False	54,055
10	4.554	3.985	0.569	13.7%	0.167	4.0%	30%	False	False	65,730
20	4.635	3.985	0.650	15.6%	0.171	4.1%	26%	False	False	53,876
40	4.635	3.913	0.722	17.4%	0.165	4.0%	34%	False	False	38,548
60	4.635	3.894	0.741	17.8%	0.144	3.5%	35%	False	False	30,153
80	4.678	3.894	0.784	18.9%	0.135	3.2%	33%	False	False	23,912
100	5.280	3.894	1.386	33.4%	0.128	3.1%	19%	False	False	19,782
120	5.434	3.894	1.540	37.1%	0.124	3.0%	17%	False	False	16,852

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	0.038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.686
2.618	4.485
1.618	4.362
1.000	4.286
0.618	4.239
HIGH	4.163
0.618	4.116
0.500	4.102
0.382	4.087
LOW	4.040
0.618	3.964
1.000	3.917
1.618	3.841
2.618	3.718
4.250	3.517

Fisher Pivots for day following 27-Dec-2010
Pivot	1 day	3 day
R1	4.137	4.142
PP	4.119	4.129
S1	4.102	4.116

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

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