NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 06-Jan-2011

Day Change Summary
	Previous	Current
	05-Jan-2011	06-Jan-2011	Change	Change %	Previous Week
Open	4.581	4.460	-0.121	-2.6%	4.109
High	4.604	4.582	-0.022	-0.5%	4.456
Low	4.418	4.351	-0.067	-1.5%	4.064
Close	4.441	4.404	-0.037	-0.8%	4.422
Range	0.186	0.231	0.045	24.2%	0.392
ATR	0.159	0.164	0.005	3.3%	0.000
Volume	49,112	46,694	-2,418	-4.9%	105,044

Daily Pivots for day following 06-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.139	5.002	4.531
R3	4.908	4.771	4.468
R2	4.677	4.677	4.446
R1	4.540	4.540	4.425	4.493
PP	4.446	4.446	4.446	4.422
S1	4.309	4.309	4.383	4.262
S2	4.215	4.215	4.362
S3	3.984	4.078	4.340
S4	3.753	3.847	4.277

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	4.668	4.320	0.348	7.9%	0.167	3.8%	24%	False	False	45,534
10	4.668	4.064	0.604	13.7%	0.147	3.3%	56%	False	False	32,650
20	4.668	3.980	0.688	15.6%	0.159	3.6%	62%	False	False	41,094
40	4.668	3.890	0.778	17.7%	0.158	3.6%	66%	False	False	33,324
60	4.668	3.854	0.814	18.5%	0.146	3.3%	68%	False	False	27,704
80	4.668	3.854	0.814	18.5%	0.134	3.0%	68%	False	False	23,377
100	4.850	3.854	0.996	22.6%	0.127	2.9%	55%	False	False	20,103
120	5.327	3.854	1.473	33.4%	0.123	2.8%	37%	False	False	17,642

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 20 trading days

Fibonacci Retracements and Extensions
4.250	5.564
2.618	5.187
1.618	4.956
1.000	4.813
0.618	4.725
HIGH	4.582
0.618	4.494
0.500	4.467
0.382	4.439
LOW	4.351
0.618	4.208
1.000	4.120
1.618	3.977
2.618	3.746
4.250	3.369

Fisher Pivots for day following 06-Jan-2011
Pivot	1 day	3 day
R1	4.467	4.510
PP	4.446	4.474
S1	4.425	4.439

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

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