NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 27-Dec-2010

Day Change Summary
	Previous	Current
	23-Dec-2010	27-Dec-2010	Change	Change %	Previous Week
Open	4.148	4.100	-0.048	-1.2%	4.076
High	4.210	4.179	-0.031	-0.7%	4.265
Low	4.105	4.070	-0.035	-0.9%	4.029
Close	4.152	4.168	0.016	0.4%	4.152
Range	0.105	0.109	0.004	3.8%	0.236
ATR	0.149	0.146	-0.003	-1.9%	0.000
Volume	17,955	12,732	-5,223	-29.1%	77,748

Daily Pivots for day following 27-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.466	4.426	4.228
R3	4.357	4.317	4.198
R2	4.248	4.248	4.188
R1	4.208	4.208	4.178	4.228
PP	4.139	4.139	4.139	4.149
S1	4.099	4.099	4.158	4.119
S2	4.030	4.030	4.148
S3	3.921	3.990	4.138
S4	3.812	3.881	4.108

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.857	4.740	4.282
R3	4.621	4.504	4.217
R2	4.385	4.385	4.195
R1	4.268	4.268	4.174	4.327
PP	4.149	4.149	4.149	4.178
S1	4.032	4.032	4.130	4.091
S2	3.913	3.913	4.109
S3	3.677	3.796	4.087
S4	3.441	3.560	4.022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.265	4.029	0.236	5.7%	0.153	3.7%	59%	False	False	18,096
10	4.487	3.980	0.507	12.2%	0.152	3.6%	37%	False	False	21,391
20	4.557	3.980	0.577	13.8%	0.152	3.7%	33%	False	False	23,938
40	4.557	3.879	0.678	16.3%	0.147	3.5%	43%	False	False	21,003
60	4.557	3.848	0.709	17.0%	0.129	3.1%	45%	False	False	17,341
80	4.557	3.848	0.709	17.0%	0.120	2.9%	45%	False	False	14,795
100	5.034	3.848	1.186	28.5%	0.114	2.7%	27%	False	False	12,874

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.642
2.618	4.464
1.618	4.355
1.000	4.288
0.618	4.246
HIGH	4.179
0.618	4.137
0.500	4.125
0.382	4.112
LOW	4.070
0.618	4.003
1.000	3.961
1.618	3.894
2.618	3.785
4.250	3.607

Fisher Pivots for day following 27-Dec-2010
Pivot	1 day	3 day
R1	4.154	4.152
PP	4.139	4.136
S1	4.125	4.120

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

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