NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	4.593	4.488	-0.105	-2.3%	4.511
High	4.636	4.529	-0.107	-2.3%	4.776
Low	4.421	4.398	-0.023	-0.5%	4.404
Close	4.490	4.501	0.011	0.2%	4.743
Range	0.215	0.131	-0.084	-39.1%	0.372
ATR	0.161	0.159	-0.002	-1.3%	0.000
Volume	99,436	97,070	-2,366	-2.4%	367,586

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.869	4.816	4.573
R3	4.738	4.685	4.537
R2	4.607	4.607	4.525
R1	4.554	4.554	4.513	4.581
PP	4.476	4.476	4.476	4.489
S1	4.423	4.423	4.489	4.450
S2	4.345	4.345	4.477
S3	4.214	4.292	4.465
S4	4.083	4.161	4.429

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.757	5.622	4.948
R3	5.385	5.250	4.845
R2	5.013	5.013	4.811
R1	4.878	4.878	4.777	4.946
PP	4.641	4.641	4.641	4.675
S1	4.506	4.506	4.709	4.574
S2	4.269	4.269	4.675
S3	3.897	4.134	4.641
S4	3.525	3.762	4.538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.823	4.398	0.425	9.4%	0.176	3.9%	24%	False	True	95,225
10	4.823	4.377	0.446	9.9%	0.152	3.4%	28%	False	False	89,523
20	4.823	4.220	0.603	13.4%	0.150	3.3%	47%	False	False	68,700
40	4.823	3.980	0.843	18.7%	0.153	3.4%	62%	False	False	54,216
60	4.823	3.890	0.933	20.7%	0.154	3.4%	65%	False	False	43,345
80	4.823	3.854	0.969	21.5%	0.142	3.1%	67%	False	False	35,647
100	4.823	3.854	0.969	21.5%	0.134	3.0%	67%	False	False	30,365
120	5.087	3.854	1.233	27.4%	0.127	2.8%	52%	False	False	26,255

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.086
2.618	4.872
1.618	4.741
1.000	4.660
0.618	4.610
HIGH	4.529
0.618	4.479
0.500	4.464
0.382	4.448
LOW	4.398
0.618	4.317
1.000	4.267
1.618	4.186
2.618	4.055
4.250	3.841

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	4.489	4.611
PP	4.476	4.574
S1	4.464	4.538

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

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