NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	4.481	4.401	-0.080	-1.8%	4.373
High	4.503	4.496	-0.007	-0.2%	4.554
Low	4.362	4.367	0.005	0.1%	4.322
Close	4.407	4.480	0.073	1.7%	4.480
Range	0.141	0.129	-0.012	-8.5%	0.232
ATR	0.164	0.162	-0.003	-1.5%	0.000
Volume	147,966	111,974	-35,992	-24.3%	612,904

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.835	4.786	4.551
R3	4.706	4.657	4.515
R2	4.577	4.577	4.504
R1	4.528	4.528	4.492	4.553
PP	4.448	4.448	4.448	4.460
S1	4.399	4.399	4.468	4.424
S2	4.319	4.319	4.456
S3	4.190	4.270	4.445
S4	4.061	4.141	4.409

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.148	5.046	4.608
R3	4.916	4.814	4.544
R2	4.684	4.684	4.523
R1	4.582	4.582	4.501	4.633
PP	4.452	4.452	4.452	4.478
S1	4.350	4.350	4.459	4.401
S2	4.220	4.220	4.437
S3	3.988	4.118	4.416
S4	3.756	3.886	4.352

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.554	4.322	0.232	5.2%	0.134	3.0%	68%	False	False	122,580
10	4.707	4.322	0.385	8.6%	0.158	3.5%	41%	False	False	129,870
20	4.707	3.985	0.722	16.1%	0.157	3.5%	69%	False	False	97,094
40	4.707	3.985	0.722	16.1%	0.163	3.6%	69%	False	False	69,966
60	4.707	3.894	0.813	18.1%	0.160	3.6%	72%	False	False	52,884
80	4.707	3.894	0.813	18.1%	0.143	3.2%	72%	False	False	42,627
100	4.707	3.894	0.813	18.1%	0.136	3.0%	72%	False	False	35,122
120	5.434	3.894	1.540	34.4%	0.131	2.9%	38%	False	False	29,753

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.044
2.618	4.834
1.618	4.705
1.000	4.625
0.618	4.576
HIGH	4.496
0.618	4.447
0.500	4.432
0.382	4.416
LOW	4.367
0.618	4.287
1.000	4.238
1.618	4.158
2.618	4.029
4.250	3.819

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	4.464	4.473
PP	4.448	4.465
S1	4.432	4.458

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

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