NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	4.410	4.511	0.101	2.3%	4.371
High	4.504	4.550	0.046	1.0%	4.540
Low	4.380	4.404	0.024	0.5%	4.311
Close	4.490	4.446	-0.044	-1.0%	4.490
Range	0.124	0.146	0.022	17.7%	0.229
ATR	0.152	0.151	0.000	-0.3%	0.000
Volume	108,266	84,850	-23,416	-21.6%	391,943

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.905	4.821	4.526
R3	4.759	4.675	4.486
R2	4.613	4.613	4.473
R1	4.529	4.529	4.459	4.498
PP	4.467	4.467	4.467	4.451
S1	4.383	4.383	4.433	4.352
S2	4.321	4.321	4.419
S3	4.175	4.237	4.406
S4	4.029	4.091	4.366

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.134	5.041	4.616
R3	4.905	4.812	4.553
R2	4.676	4.676	4.532
R1	4.583	4.583	4.511	4.630
PP	4.447	4.447	4.447	4.470
S1	4.354	4.354	4.469	4.401
S2	4.218	4.218	4.448
S3	3.989	4.125	4.427
S4	3.760	3.896	4.364

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.550	4.330	0.220	4.9%	0.132	3.0%	53%	True	False	79,982
10	4.668	4.302	0.366	8.2%	0.146	3.3%	39%	False	False	71,171
20	4.668	4.028	0.640	14.4%	0.147	3.3%	65%	False	False	47,871
40	4.668	3.980	0.688	15.5%	0.152	3.4%	68%	False	False	43,257
60	4.668	3.854	0.814	18.3%	0.151	3.4%	73%	False	False	35,275
80	4.668	3.854	0.814	18.3%	0.136	3.1%	73%	False	False	29,322
100	4.668	3.854	0.814	18.3%	0.130	2.9%	73%	False	False	25,227
120	5.327	3.854	1.473	33.1%	0.125	2.8%	40%	False	False	22,003

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.048
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.171
2.618	4.932
1.618	4.786
1.000	4.696
0.618	4.640
HIGH	4.550
0.618	4.494
0.500	4.477
0.382	4.460
LOW	4.404
0.618	4.314
1.000	4.258
1.618	4.168
2.618	4.022
4.250	3.784

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	4.477	4.464
PP	4.467	4.458
S1	4.456	4.452

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

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