NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	4.230	4.222	-0.008	-0.2%	4.333
High	4.252	4.231	-0.021	-0.5%	4.557
Low	4.185	4.041	-0.144	-3.4%	4.303
Close	4.216	4.071	-0.145	-3.4%	4.375
Range	0.067	0.190	0.123	183.6%	0.254
ATR	0.141	0.145	0.003	2.5%	0.000
Volume	22,452	22,923	471	2.1%	165,441

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.684	4.568	4.176
R3	4.494	4.378	4.123
R2	4.304	4.304	4.106
R1	4.188	4.188	4.088	4.151
PP	4.114	4.114	4.114	4.096
S1	3.998	3.998	4.054	3.961
S2	3.924	3.924	4.036
S3	3.734	3.808	4.019
S4	3.544	3.618	3.967

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.174	5.028	4.515
R3	4.920	4.774	4.445
R2	4.666	4.666	4.422
R1	4.520	4.520	4.398	4.593
PP	4.412	4.412	4.412	4.448
S1	4.266	4.266	4.352	4.339
S2	4.158	4.158	4.328
S3	3.904	4.012	4.305
S4	3.650	3.758	4.235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.487	4.041	0.446	11.0%	0.141	3.5%	7%	False	True	25,404
10	4.557	4.041	0.516	12.7%	0.147	3.6%	6%	False	True	28,924
20	4.557	4.005	0.552	13.6%	0.147	3.6%	12%	False	False	23,808
40	4.557	3.848	0.709	17.4%	0.144	3.5%	31%	False	False	19,551
60	4.557	3.848	0.709	17.4%	0.122	3.0%	31%	False	False	16,021
80	4.557	3.848	0.709	17.4%	0.116	2.8%	31%	False	False	13,784
100	5.116	3.848	1.268	31.1%	0.110	2.7%	18%	False	False	12,055

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.039
2.618	4.728
1.618	4.538
1.000	4.421
0.618	4.348
HIGH	4.231
0.618	4.158
0.500	4.136
0.382	4.114
LOW	4.041
0.618	3.924
1.000	3.851
1.618	3.734
2.618	3.544
4.250	3.234

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	4.136	4.213
PP	4.114	4.166
S1	4.093	4.118

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

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