NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	4.460	4.367	-0.093	-2.1%	4.509
High	4.582	4.429	-0.153	-3.3%	4.668
Low	4.351	4.302	-0.049	-1.1%	4.302
Close	4.404	4.402	-0.002	0.0%	4.402
Range	0.231	0.127	-0.104	-45.0%	0.366
ATR	0.164	0.161	-0.003	-1.6%	0.000
Volume	46,694	66,148	19,454	41.7%	264,061

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.759	4.707	4.472
R3	4.632	4.580	4.437
R2	4.505	4.505	4.425
R1	4.453	4.453	4.414	4.479
PP	4.378	4.378	4.378	4.391
S1	4.326	4.326	4.390	4.352
S2	4.251	4.251	4.379
S3	4.124	4.199	4.367
S4	3.997	4.072	4.332

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.555	5.345	4.603
R3	5.189	4.979	4.503
R2	4.823	4.823	4.469
R1	4.613	4.613	4.436	4.535
PP	4.457	4.457	4.457	4.419
S1	4.247	4.247	4.368	4.169
S2	4.091	4.091	4.335
S3	3.725	3.881	4.301
S4	3.359	3.515	4.201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.668	4.302	0.366	8.3%	0.165	3.7%	27%	False	True	52,812
10	4.668	4.064	0.604	13.7%	0.149	3.4%	56%	False	False	36,910
20	4.668	3.980	0.688	15.6%	0.155	3.5%	61%	False	False	39,808
40	4.668	3.890	0.778	17.7%	0.156	3.6%	66%	False	False	34,282
60	4.668	3.854	0.814	18.5%	0.147	3.3%	67%	False	False	28,490
80	4.668	3.854	0.814	18.5%	0.135	3.1%	67%	False	False	24,056
100	4.850	3.854	0.996	22.6%	0.128	2.9%	55%	False	False	20,714
120	5.327	3.854	1.473	33.5%	0.123	2.8%	37%	False	False	18,180

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.043
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.969
2.618	4.761
1.618	4.634
1.000	4.556
0.618	4.507
HIGH	4.429
0.618	4.380
0.500	4.366
0.382	4.351
LOW	4.302
0.618	4.224
1.000	4.175
1.618	4.097
2.618	3.970
4.250	3.762

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	4.390	4.453
PP	4.378	4.436
S1	4.366	4.419

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

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