NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	4.494	4.410	-0.084	-1.9%	4.373
High	4.545	4.585	0.040	0.9%	4.554
Low	4.387	4.406	0.019	0.4%	4.322
Close	4.425	4.561	0.136	3.1%	4.480
Range	0.158	0.179	0.021	13.3%	0.232
ATR	0.162	0.163	0.001	0.8%	0.000
Volume	0	114,768	114,768		612,904

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.054	4.987	4.659
R3	4.875	4.808	4.610
R2	4.696	4.696	4.594
R1	4.629	4.629	4.577	4.663
PP	4.517	4.517	4.517	4.534
S1	4.450	4.450	4.545	4.484
S2	4.338	4.338	4.528
S3	4.159	4.271	4.512
S4	3.980	4.092	4.463

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	4.585	4.362	0.223	4.9%	0.143	3.1%	89%	True	False	99,993
10	4.640	4.322	0.318	7.0%	0.157	3.4%	75%	False	False	111,665
20	4.707	4.019	0.688	15.1%	0.155	3.4%	79%	False	False	94,984
40	4.707	3.985	0.722	15.8%	0.162	3.6%	80%	False	False	71,663
60	4.707	3.894	0.813	17.8%	0.161	3.5%	82%	False	False	54,430
80	4.707	3.894	0.813	17.8%	0.144	3.2%	82%	False	False	43,962
100	4.707	3.894	0.813	17.8%	0.138	3.0%	82%	False	False	36,188
120	5.434	3.894	1.540	33.8%	0.132	2.9%	43%	False	False	30,668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.346
2.618	5.054
1.618	4.875
1.000	4.764
0.618	4.696
HIGH	4.585
0.618	4.517
0.500	4.496
0.382	4.474
LOW	4.406
0.618	4.295
1.000	4.227
1.618	4.116
2.618	3.937
4.250	3.645

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	4.539	4.533
PP	4.517	4.504
S1	4.496	4.476

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

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