NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 03-Jan-2011

Day Change Summary
	Previous	Current
	31-Dec-2010	03-Jan-2011	Change	Change %	Previous Week
Open	4.340	4.509	0.169	3.9%	4.109
High	4.456	4.645	0.189	4.2%	4.456
Low	4.320	4.505	0.185	4.3%	4.064
Close	4.422	4.614	0.192	4.3%	4.422
Range	0.136	0.140	0.004	2.9%	0.392
ATR	0.150	0.156	0.005	3.5%	0.000
Volume	29,758	29,141	-617	-2.1%	105,044

Daily Pivots for day following 03-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.008	4.951	4.691
R3	4.868	4.811	4.653
R2	4.728	4.728	4.640
R1	4.671	4.671	4.627	4.700
PP	4.588	4.588	4.588	4.602
S1	4.531	4.531	4.601	4.560
S2	4.448	4.448	4.588
S3	4.308	4.391	4.576
S4	4.168	4.251	4.537

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	4.645	4.122	0.523	11.3%	0.139	3.0%	94%	True	False	23,691
10	4.645	4.028	0.617	13.4%	0.149	3.2%	95%	True	False	24,572
20	4.645	3.980	0.665	14.4%	0.157	3.4%	95%	True	False	39,712
40	4.645	3.890	0.755	16.4%	0.152	3.3%	96%	True	False	31,246
60	4.645	3.854	0.791	17.1%	0.141	3.1%	96%	True	False	25,640
80	4.645	3.854	0.791	17.1%	0.131	2.8%	96%	True	False	21,708
100	4.914	3.854	1.060	23.0%	0.124	2.7%	72%	False	False	18,575
120	5.327	3.854	1.473	31.9%	0.121	2.6%	52%	False	False	16,349

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.240
2.618	5.012
1.618	4.872
1.000	4.785
0.618	4.732
HIGH	4.645
0.618	4.592
0.500	4.575
0.382	4.558
LOW	4.505
0.618	4.418
1.000	4.365
1.618	4.278
2.618	4.138
4.250	3.910

Fisher Pivots for day following 03-Jan-2011
Pivot	1 day	3 day
R1	4.601	4.558
PP	4.588	4.502
S1	4.575	4.447

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

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