NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 15-Dec-2010

Day Change Summary
	Previous	Current
	14-Dec-2010	15-Dec-2010	Change	Change %	Previous Week
Open	4.410	4.260	-0.150	-3.4%	4.373
High	4.421	4.283	-0.138	-3.1%	4.601
Low	4.263	4.210	-0.053	-1.2%	4.333
Close	4.268	4.235	-0.033	-0.8%	4.409
Range	0.158	0.073	-0.085	-53.8%	0.268
ATR	0.157	0.151	-0.006	-3.8%	0.000
Volume	63,996	34,158	-29,838	-46.6%	318,163

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.462	4.421	4.275
R3	4.389	4.348	4.255
R2	4.316	4.316	4.248
R1	4.275	4.275	4.242	4.259
PP	4.243	4.243	4.243	4.235
S1	4.202	4.202	4.228	4.186
S2	4.170	4.170	4.222
S3	4.097	4.129	4.215
S4	4.024	4.056	4.195

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	4.210	0.391	9.2%	0.154	3.6%	6%	False	True	66,966
10	4.601	4.179	0.422	10.0%	0.154	3.6%	13%	False	False	53,788
20	4.601	3.963	0.638	15.1%	0.157	3.7%	43%	False	False	36,790
40	4.601	3.854	0.747	17.6%	0.149	3.5%	51%	False	False	27,604
60	4.601	3.854	0.747	17.6%	0.129	3.0%	51%	False	False	22,195
80	4.613	3.854	0.759	17.9%	0.123	2.9%	50%	False	False	18,813
100	5.327	3.854	1.473	34.8%	0.119	2.8%	26%	False	False	16,152
120	5.546	3.854	1.692	40.0%	0.117	2.8%	23%	False	False	14,175

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	0.036
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	4.593
2.618	4.474
1.618	4.401
1.000	4.356
0.618	4.328
HIGH	4.283
0.618	4.255
0.500	4.247
0.382	4.238
LOW	4.210
0.618	4.165
1.000	4.137
1.618	4.092
2.618	4.019
4.250	3.900

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	4.247	4.369
PP	4.243	4.324
S1	4.239	4.280

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

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