NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 31-Dec-2010

Day Change Summary
	Previous	Current
	30-Dec-2010	31-Dec-2010	Change	Change %	Previous Week
Open	4.318	4.340	0.022	0.5%	4.109
High	4.372	4.456	0.084	1.9%	4.456
Low	4.248	4.320	0.072	1.7%	4.064
Close	4.352	4.422	0.070	1.6%	4.422
Range	0.124	0.136	0.012	9.7%	0.392
ATR	0.151	0.150	-0.001	-0.7%	0.000
Volume	27,728	29,758	2,030	7.3%	105,044

Daily Pivots for day following 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.807	4.751	4.497
R3	4.671	4.615	4.459
R2	4.535	4.535	4.447
R1	4.479	4.479	4.434	4.507
PP	4.399	4.399	4.399	4.414
S1	4.343	4.343	4.410	4.371
S2	4.263	4.263	4.397
S3	4.127	4.207	4.385
S4	3.991	4.071	4.347

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.490	5.348	4.638
R3	5.098	4.956	4.530
R2	4.706	4.706	4.494
R1	4.564	4.564	4.458	4.635
PP	4.314	4.314	4.314	4.350
S1	4.172	4.172	4.386	4.243
S2	3.922	3.922	4.350
S3	3.530	3.780	4.314
S4	3.138	3.388	4.206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.456	4.064	0.392	8.9%	0.134	3.0%	91%	True	False	21,008
10	4.456	3.980	0.476	10.8%	0.151	3.4%	93%	True	False	25,823
20	4.601	3.980	0.621	14.0%	0.155	3.5%	71%	False	False	39,806
40	4.601	3.890	0.711	16.1%	0.153	3.4%	75%	False	False	30,891
60	4.601	3.854	0.747	16.9%	0.141	3.2%	76%	False	False	25,370
80	4.613	3.854	0.759	17.2%	0.131	3.0%	75%	False	False	21,487
100	4.914	3.854	1.060	24.0%	0.123	2.8%	54%	False	False	18,329
120	5.327	3.854	1.473	33.3%	0.120	2.7%	39%	False	False	16,144

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	0.042
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.034
2.618	4.812
1.618	4.676
1.000	4.592
0.618	4.540
HIGH	4.456
0.618	4.404
0.500	4.388
0.382	4.372
LOW	4.320
0.618	4.236
1.000	4.184
1.618	4.100
2.618	3.964
4.250	3.742

Fisher Pivots for day following 31-Dec-2010
Pivot	1 day	3 day
R1	4.411	4.394
PP	4.399	4.366
S1	4.388	4.338

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

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