NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	4.511	4.432	-0.079	-1.8%	4.371
High	4.550	4.586	0.036	0.8%	4.540
Low	4.404	4.432	0.028	0.6%	4.311
Close	4.446	4.576	0.130	2.9%	4.490
Range	0.146	0.154	0.008	5.5%	0.229
ATR	0.151	0.152	0.000	0.1%	0.000
Volume	84,850	81,114	-3,736	-4.4%	391,943

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.993	4.939	4.661
R3	4.839	4.785	4.618
R2	4.685	4.685	4.604
R1	4.631	4.631	4.590	4.658
PP	4.531	4.531	4.531	4.545
S1	4.477	4.477	4.562	4.504
S2	4.377	4.377	4.548
S3	4.223	4.323	4.534
S4	4.069	4.169	4.491

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	4.586	4.377	0.209	4.6%	0.129	2.8%	95%	True	False	83,820
10	4.604	4.302	0.302	6.6%	0.147	3.2%	91%	False	False	71,986
20	4.668	4.028	0.640	14.0%	0.144	3.1%	86%	False	False	50,281
40	4.668	3.980	0.688	15.0%	0.152	3.3%	87%	False	False	44,774
60	4.668	3.854	0.814	17.8%	0.152	3.3%	89%	False	False	36,420
80	4.668	3.854	0.814	17.8%	0.136	3.0%	89%	False	False	30,244
100	4.668	3.854	0.814	17.8%	0.131	2.9%	89%	False	False	25,979
120	5.327	3.854	1.473	32.2%	0.125	2.7%	49%	False	False	22,568

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.241
2.618	4.989
1.618	4.835
1.000	4.740
0.618	4.681
HIGH	4.586
0.618	4.527
0.500	4.509
0.382	4.491
LOW	4.432
0.618	4.337
1.000	4.278
1.618	4.183
2.618	4.029
4.250	3.778

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	4.554	4.545
PP	4.531	4.514
S1	4.509	4.483

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

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