NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 30-Dec-2010

Day Change Summary
	Previous	Current
	29-Dec-2010	30-Dec-2010	Change	Change %	Previous Week
Open	4.280	4.318	0.038	0.9%	4.081
High	4.320	4.372	0.052	1.2%	4.275
Low	4.220	4.248	0.028	0.7%	4.028
Close	4.298	4.352	0.054	1.3%	4.149
Range	0.100	0.124	0.024	24.0%	0.247
ATR	0.154	0.151	-0.002	-1.4%	0.000
Volume	18,420	27,728	9,308	50.5%	111,539

Daily Pivots for day following 30-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.696	4.648	4.420
R3	4.572	4.524	4.386
R2	4.448	4.448	4.375
R1	4.400	4.400	4.363	4.424
PP	4.324	4.324	4.324	4.336
S1	4.276	4.276	4.341	4.300
S2	4.200	4.200	4.329
S3	4.076	4.152	4.318
S4	3.952	4.028	4.284

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.892	4.767	4.285
R3	4.645	4.520	4.217
R2	4.398	4.398	4.194
R1	4.273	4.273	4.172	4.336
PP	4.151	4.151	4.151	4.182
S1	4.026	4.026	4.126	4.089
S2	3.904	3.904	4.104
S3	3.657	3.779	4.081
S4	3.410	3.532	4.013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.372	4.064	0.308	7.1%	0.128	2.9%	94%	True	False	19,766
10	4.372	3.980	0.392	9.0%	0.158	3.6%	95%	True	False	25,938
20	4.601	3.980	0.621	14.3%	0.156	3.6%	60%	False	False	39,863
40	4.601	3.890	0.711	16.3%	0.152	3.5%	65%	False	False	30,727
60	4.601	3.854	0.747	17.2%	0.140	3.2%	67%	False	False	25,041
80	4.613	3.854	0.759	17.4%	0.130	3.0%	66%	False	False	21,210
100	4.918	3.854	1.064	24.4%	0.123	2.8%	47%	False	False	18,104
120	5.327	3.854	1.473	33.8%	0.120	2.8%	34%	False	False	15,937

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.899
2.618	4.697
1.618	4.573
1.000	4.496
0.618	4.449
HIGH	4.372
0.618	4.325
0.500	4.310
0.382	4.295
LOW	4.248
0.618	4.171
1.000	4.124
1.618	4.047
2.618	3.923
4.250	3.721

Fisher Pivots for day following 30-Dec-2010
Pivot	1 day	3 day
R1	4.338	4.317
PP	4.324	4.282
S1	4.310	4.247

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

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