NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	4.265	4.119	-0.146	-3.4%	4.458
High	4.265	4.199	-0.066	-1.5%	4.528
Low	4.092	4.028	-0.064	-1.6%	3.980
Close	4.096	4.196	0.100	2.4%	4.100
Range	0.173	0.171	-0.002	-1.2%	0.548
ATR	0.161	0.162	0.001	0.4%	0.000
Volume	32,185	22,880	-9,305	-28.9%	230,353

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.654	4.596	4.290
R3	4.483	4.425	4.243
R2	4.312	4.312	4.227
R1	4.254	4.254	4.212	4.283
PP	4.141	4.141	4.141	4.156
S1	4.083	4.083	4.180	4.112
S2	3.970	3.970	4.165
S3	3.799	3.912	4.149
S4	3.628	3.741	4.102

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.847	5.521	4.401
R3	5.299	4.973	4.251
R2	4.751	4.751	4.200
R1	4.425	4.425	4.150	4.314
PP	4.203	4.203	4.203	4.147
S1	3.877	3.877	4.050	3.766
S2	3.655	3.655	4.000
S3	3.107	3.329	3.949
S4	2.559	2.781	3.799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.275	3.980	0.295	7.0%	0.188	4.5%	73%	False	False	32,111
10	4.601	3.980	0.621	14.8%	0.171	4.1%	35%	False	False	49,539
20	4.601	3.980	0.621	14.8%	0.163	3.9%	35%	False	False	39,667
40	4.601	3.890	0.711	16.9%	0.158	3.8%	43%	False	False	30,377
60	4.601	3.854	0.747	17.8%	0.137	3.3%	46%	False	False	24,213
80	4.613	3.854	0.759	18.1%	0.129	3.1%	45%	False	False	20,410
100	5.229	3.854	1.375	32.8%	0.122	2.9%	25%	False	False	17,421
120	5.458	3.854	1.604	38.2%	0.119	2.8%	21%	False	False	15,276

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.926
2.618	4.647
1.618	4.476
1.000	4.370
0.618	4.305
HIGH	4.199
0.618	4.134
0.500	4.114
0.382	4.093
LOW	4.028
0.618	3.922
1.000	3.857
1.618	3.751
2.618	3.580
4.250	3.301

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	4.169	4.181
PP	4.141	4.166
S1	4.114	4.152

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

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