NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 28-Dec-2010

Day Change Summary
	Previous	Current
	27-Dec-2010	28-Dec-2010	Change	Change %	Previous Week
Open	4.089	4.129	0.040	1.0%	4.090
High	4.163	4.321	0.158	3.8%	4.277
Low	4.040	4.112	0.072	1.8%	4.019
Close	4.155	4.288	0.133	3.2%	4.133
Range	0.123	0.209	0.086	69.9%	0.258
ATR	0.163	0.167	0.003	2.0%	0.000
Volume	44,438	71,216	26,778	60.3%	225,840

Daily Pivots for day following 28-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.867	4.787	4.403
R3	4.658	4.578	4.345
R2	4.449	4.449	4.326
R1	4.369	4.369	4.307	4.409
PP	4.240	4.240	4.240	4.261
S1	4.160	4.160	4.269	4.200
S2	4.031	4.031	4.250
S3	3.822	3.951	4.231
S4	3.613	3.742	4.173

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	4.321	4.019	0.302	7.0%	0.163	3.8%	89%	True	False	56,692
10	4.447	3.985	0.462	10.8%	0.166	3.9%	66%	False	False	67,795
20	4.635	3.985	0.650	15.2%	0.166	3.9%	47%	False	False	56,954
40	4.635	3.913	0.722	16.8%	0.166	3.9%	52%	False	False	39,975
60	4.635	3.894	0.741	17.3%	0.147	3.4%	53%	False	False	31,141
80	4.678	3.894	0.784	18.3%	0.136	3.2%	50%	False	False	24,714
100	5.181	3.894	1.287	30.0%	0.129	3.0%	31%	False	False	20,477
120	5.434	3.894	1.540	35.9%	0.124	2.9%	26%	False	False	17,424

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.209
2.618	4.868
1.618	4.659
1.000	4.530
0.618	4.450
HIGH	4.321
0.618	4.241
0.500	4.217
0.382	4.192
LOW	4.112
0.618	3.983
1.000	3.903
1.618	3.774
2.618	3.565
4.250	3.224

Fisher Pivots for day following 28-Dec-2010
Pivot	1 day	3 day
R1	4.264	4.252
PP	4.240	4.216
S1	4.217	4.181

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

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