NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	4.380	4.458	0.078	1.8%	4.373
High	4.454	4.528	0.074	1.7%	4.601
Low	4.333	4.322	-0.011	-0.3%	4.333
Close	4.409	4.415	0.006	0.1%	4.409
Range	0.121	0.206	0.085	70.2%	0.268
ATR	0.153	0.157	0.004	2.5%	0.000
Volume	85,168	59,635	-25,533	-30.0%	318,163

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.040	4.933	4.528
R3	4.834	4.727	4.472
R2	4.628	4.628	4.453
R1	4.521	4.521	4.434	4.472
PP	4.422	4.422	4.422	4.397
S1	4.315	4.315	4.396	4.266
S2	4.216	4.216	4.377
S3	4.010	4.109	4.358
S4	3.804	3.903	4.302

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.252	5.098	4.556
R3	4.984	4.830	4.483
R2	4.716	4.716	4.458
R1	4.562	4.562	4.434	4.639
PP	4.448	4.448	4.448	4.486
S1	4.294	4.294	4.384	4.371
S2	4.180	4.180	4.360
S3	3.912	4.026	4.335
S4	3.644	3.758	4.262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.601	4.322	0.279	6.3%	0.184	4.2%	33%	False	True	71,010
10	4.601	4.125	0.476	10.8%	0.156	3.5%	61%	False	False	48,327
20	4.601	3.890	0.711	16.1%	0.158	3.6%	74%	False	False	33,608
40	4.601	3.854	0.747	16.9%	0.146	3.3%	75%	False	False	25,672
60	4.601	3.854	0.747	16.9%	0.129	2.9%	75%	False	False	20,812
80	4.730	3.854	0.876	19.8%	0.122	2.8%	64%	False	False	17,683
100	5.327	3.854	1.473	33.4%	0.118	2.7%	38%	False	False	15,246
120	5.582	3.854	1.728	39.1%	0.116	2.6%	32%	False	False	13,413

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.404
2.618	5.067
1.618	4.861
1.000	4.734
0.618	4.655
HIGH	4.528
0.618	4.449
0.500	4.425
0.382	4.401
LOW	4.322
0.618	4.195
1.000	4.116
1.618	3.989
2.618	3.783
4.250	3.447

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	4.425	4.462
PP	4.422	4.446
S1	4.418	4.431

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

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