NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	4.627	4.611	-0.016	-0.3%	4.089
High	4.707	4.640	-0.067	-1.4%	4.454
Low	4.557	4.447	-0.110	-2.4%	4.040
Close	4.669	4.473	-0.196	-4.2%	4.405
Range	0.150	0.193	0.043	28.7%	0.414
ATR	0.166	0.170	0.004	2.4%	0.000
Volume	146,064	110,730	-35,334	-24.2%	318,409

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.099	4.979	4.579
R3	4.906	4.786	4.526
R2	4.713	4.713	4.508
R1	4.593	4.593	4.491	4.557
PP	4.520	4.520	4.520	4.502
S1	4.400	4.400	4.455	4.364
S2	4.327	4.327	4.438
S3	4.134	4.207	4.420
S4	3.941	4.014	4.367

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.542	5.387	4.633
R3	5.128	4.973	4.519
R2	4.714	4.714	4.481
R1	4.559	4.559	4.443	4.637
PP	4.300	4.300	4.300	4.338
S1	4.145	4.145	4.367	4.223
S2	3.886	3.886	4.329
S3	3.472	3.731	4.291
S4	3.058	3.317	4.177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.707	4.235	0.472	10.6%	0.164	3.7%	50%	False	False	108,669
10	4.707	4.019	0.688	15.4%	0.154	3.4%	66%	False	False	83,493
20	4.707	3.985	0.722	16.1%	0.170	3.8%	68%	False	False	77,880
40	4.707	3.913	0.794	17.8%	0.166	3.7%	71%	False	False	51,289
60	4.707	3.894	0.813	18.2%	0.152	3.4%	71%	False	False	39,668
80	4.707	3.894	0.813	18.2%	0.140	3.1%	71%	False	False	31,929
100	5.003	3.894	1.109	24.8%	0.132	3.0%	52%	False	False	26,362
120	5.434	3.894	1.540	34.4%	0.127	2.8%	38%	False	False	22,394

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.460
2.618	5.145
1.618	4.952
1.000	4.833
0.618	4.759
HIGH	4.640
0.618	4.566
0.500	4.544
0.382	4.521
LOW	4.447
0.618	4.328
1.000	4.254
1.618	4.135
2.618	3.942
4.250	3.627

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	4.544	4.577
PP	4.520	4.542
S1	4.497	4.508

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

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