NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	4.470	4.368	-0.102	-2.3%	4.370
High	4.510	4.577	0.067	1.5%	4.454
Low	4.366	4.339	-0.027	-0.6%	4.125
Close	4.376	4.570	0.194	4.4%	4.324
Range	0.144	0.238	0.094	65.3%	0.329
ATR	0.144	0.151	0.007	4.6%	0.000
Volume	40,138	78,236	38,098	94.9%	112,101

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.209	5.128	4.701
R3	4.971	4.890	4.635
R2	4.733	4.733	4.614
R1	4.652	4.652	4.592	4.693
PP	4.495	4.495	4.495	4.516
S1	4.414	4.414	4.548	4.455
S2	4.257	4.257	4.526
S3	4.019	4.176	4.505
S4	3.781	3.938	4.439

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.288	5.135	4.505
R3	4.959	4.806	4.414
R2	4.630	4.630	4.384
R1	4.477	4.477	4.354	4.389
PP	4.301	4.301	4.301	4.257
S1	4.148	4.148	4.294	4.060
S2	3.972	3.972	4.264
S3	3.643	3.819	4.234
S4	3.314	3.490	4.143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.577	4.179	0.398	8.7%	0.154	3.4%	98%	True	False	40,610
10	4.577	4.125	0.452	9.9%	0.155	3.4%	98%	True	False	29,796
20	4.577	3.890	0.687	15.0%	0.156	3.4%	99%	True	False	25,554
40	4.577	3.854	0.723	15.8%	0.140	3.1%	99%	True	False	21,009
60	4.580	3.854	0.726	15.9%	0.126	2.8%	99%	False	False	17,471
80	4.850	3.854	0.996	21.8%	0.119	2.6%	72%	False	False	14,856
100	5.327	3.854	1.473	32.2%	0.115	2.5%	49%	False	False	12,951
120	5.709	3.854	1.855	40.6%	0.116	2.5%	39%	False	False	11,628

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.589
2.618	5.200
1.618	4.962
1.000	4.815
0.618	4.724
HIGH	4.577
0.618	4.486
0.500	4.458
0.382	4.430
LOW	4.339
0.618	4.192
1.000	4.101
1.618	3.954
2.618	3.716
4.250	3.328

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	4.533	4.533
PP	4.495	4.495
S1	4.458	4.458

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

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