NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 31-Dec-2010

Day Change Summary
	Previous	Current
	30-Dec-2010	31-Dec-2010	Change	Change %	Previous Week
Open	4.306	4.300	-0.006	-0.1%	4.100
High	4.359	4.433	0.074	1.7%	4.433
Low	4.238	4.300	0.062	1.5%	4.070
Close	4.337	4.401	0.064	1.5%	4.401
Range	0.121	0.133	0.012	9.9%	0.363
ATR	0.143	0.143	-0.001	-0.5%	0.000
Volume	14,837	16,009	1,172	7.9%	65,320

Daily Pivots for day following 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.777	4.722	4.474
R3	4.644	4.589	4.438
R2	4.511	4.511	4.425
R1	4.456	4.456	4.413	4.484
PP	4.378	4.378	4.378	4.392
S1	4.323	4.323	4.389	4.351
S2	4.245	4.245	4.377
S3	4.112	4.190	4.364
S4	3.979	4.057	4.328

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.390	5.259	4.601
R3	5.027	4.896	4.501
R2	4.664	4.664	4.468
R1	4.533	4.533	4.434	4.599
PP	4.301	4.301	4.301	4.334
S1	4.170	4.170	4.368	4.236
S2	3.938	3.938	4.334
S3	3.575	3.807	4.301
S4	3.212	3.444	4.201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.433	4.070	0.363	8.2%	0.128	2.9%	91%	True	False	13,064
10	4.433	3.980	0.453	10.3%	0.145	3.3%	93%	True	False	17,175
20	4.557	3.980	0.577	13.1%	0.146	3.3%	73%	False	False	23,049
40	4.557	3.879	0.678	15.4%	0.144	3.3%	77%	False	False	20,398
60	4.557	3.848	0.709	16.1%	0.133	3.0%	78%	False	False	17,626
80	4.557	3.848	0.709	16.1%	0.123	2.8%	78%	False	False	15,111
100	4.791	3.848	0.943	21.4%	0.114	2.6%	59%	False	False	13,223

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	0.039
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.998
2.618	4.781
1.618	4.648
1.000	4.566
0.618	4.515
HIGH	4.433
0.618	4.382
0.500	4.367
0.382	4.351
LOW	4.300
0.618	4.218
1.000	4.167
1.618	4.085
2.618	3.952
4.250	3.735

Fisher Pivots for day following 31-Dec-2010
Pivot	1 day	3 day
R1	4.390	4.374
PP	4.378	4.347
S1	4.367	4.320

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

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