NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 12-Jan-2011

Day Change Summary
	Previous	Current
	11-Jan-2011	12-Jan-2011	Change	Change %	Previous Week
Open	4.381	4.494	0.113	2.6%	4.509
High	4.497	4.540	0.043	1.0%	4.668
Low	4.330	4.440	0.110	2.5%	4.302
Close	4.476	4.526	0.050	1.1%	4.402
Range	0.167	0.100	-0.067	-40.1%	0.366
ATR	0.159	0.154	-0.004	-2.6%	0.000
Volume	61,924	75,185	13,261	21.4%	264,061

Daily Pivots for day following 12-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.802	4.764	4.581
R3	4.702	4.664	4.554
R2	4.602	4.602	4.544
R1	4.564	4.564	4.535	4.583
PP	4.502	4.502	4.502	4.512
S1	4.464	4.464	4.517	4.483
S2	4.402	4.402	4.508
S3	4.302	4.364	4.499
S4	4.202	4.264	4.471

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	4.582	4.302	0.280	6.2%	0.148	3.3%	80%	False	False	65,366
10	4.668	4.248	0.420	9.3%	0.147	3.2%	66%	False	False	53,553
20	4.668	3.980	0.688	15.2%	0.150	3.3%	79%	False	False	40,067
40	4.668	3.957	0.711	15.7%	0.154	3.4%	80%	False	False	38,067
60	4.668	3.854	0.814	18.0%	0.149	3.3%	83%	False	False	31,334
80	4.668	3.854	0.814	18.0%	0.134	3.0%	83%	False	False	26,331
100	4.668	3.854	0.814	18.0%	0.129	2.8%	83%	False	False	22,747
120	5.327	3.854	1.473	32.5%	0.124	2.7%	46%	False	False	19,881

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.047
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.965
2.618	4.802
1.618	4.702
1.000	4.640
0.618	4.602
HIGH	4.540
0.618	4.502
0.500	4.490
0.382	4.478
LOW	4.440
0.618	4.378
1.000	4.340
1.618	4.278
2.618	4.178
4.250	4.015

Fisher Pivots for day following 12-Jan-2011
Pivot	1 day	3 day
R1	4.514	4.493
PP	4.502	4.459
S1	4.490	4.426

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

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