NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	4.581	4.467	-0.114	-2.5%	4.494
High	4.609	4.510	-0.099	-2.1%	4.777
Low	4.401	4.381	-0.020	-0.5%	4.387
Close	4.473	4.491	0.018	0.4%	4.736
Range	0.208	0.129	-0.079	-38.0%	0.390
ATR	0.176	0.172	-0.003	-1.9%	0.000
Volume	84,669	47,008	-37,661	-44.5%	401,592

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.848	4.798	4.562
R3	4.719	4.669	4.526
R2	4.590	4.590	4.515
R1	4.540	4.540	4.503	4.565
PP	4.461	4.461	4.461	4.473
S1	4.411	4.411	4.479	4.436
S2	4.332	4.332	4.467
S3	4.203	4.282	4.456
S4	4.074	4.153	4.420

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.803	5.660	4.951
R3	5.413	5.270	4.843
R2	5.023	5.023	4.808
R1	4.880	4.880	4.772	4.952
PP	4.633	4.633	4.633	4.669
S1	4.490	4.490	4.700	4.562
S2	4.243	4.243	4.665
S3	3.853	4.100	4.629
S4	3.463	3.710	4.522

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.879	4.381	0.498	11.1%	0.194	4.3%	22%	False	True	104,849
10	4.879	4.362	0.517	11.5%	0.169	3.8%	25%	False	False	102,421
20	4.879	4.216	0.663	14.8%	0.163	3.6%	41%	False	False	107,023
40	4.879	3.985	0.894	19.9%	0.164	3.7%	57%	False	False	81,988
60	4.879	3.913	0.966	21.5%	0.165	3.7%	60%	False	False	62,325
80	4.879	3.894	0.985	21.9%	0.151	3.4%	61%	False	False	50,111
100	4.879	3.894	0.985	21.9%	0.142	3.2%	61%	False	False	41,176
120	5.181	3.894	1.287	28.7%	0.134	3.0%	46%	False	False	34,901

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.040
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.058
2.618	4.848
1.618	4.719
1.000	4.639
0.618	4.590
HIGH	4.510
0.618	4.461
0.500	4.446
0.382	4.430
LOW	4.381
0.618	4.301
1.000	4.252
1.618	4.172
2.618	4.043
4.250	3.833

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	4.476	4.630
PP	4.461	4.584
S1	4.446	4.537

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

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