NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 04-Jan-2011

Day Change Summary
	Previous	Current
	03-Jan-2011	04-Jan-2011	Change	Change %	Previous Week
Open	4.476	4.574	0.098	2.2%	4.100
High	4.598	4.630	0.032	0.7%	4.433
Low	4.476	4.490	0.014	0.3%	4.070
Close	4.574	4.588	0.014	0.3%	4.401
Range	0.122	0.140	0.018	14.8%	0.363
ATR	0.147	0.146	0.000	-0.3%	0.000
Volume	17,947	43,305	25,358	141.3%	65,320

Daily Pivots for day following 04-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.989	4.929	4.665
R3	4.849	4.789	4.627
R2	4.709	4.709	4.614
R1	4.649	4.649	4.601	4.679
PP	4.569	4.569	4.569	4.585
S1	4.509	4.509	4.575	4.539
S2	4.429	4.429	4.562
S3	4.289	4.369	4.550
S4	4.149	4.229	4.511

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	4.630	4.207	0.423	9.2%	0.124	2.7%	90%	True	False	21,301
10	4.630	4.029	0.601	13.1%	0.133	2.9%	93%	True	False	17,961
20	4.630	3.980	0.650	14.2%	0.149	3.2%	94%	True	False	23,736
40	4.630	3.879	0.751	16.4%	0.146	3.2%	94%	True	False	21,222
60	4.630	3.848	0.782	17.0%	0.134	2.9%	95%	True	False	18,275
80	4.630	3.848	0.782	17.0%	0.124	2.7%	95%	True	False	15,740
100	4.791	3.848	0.943	20.6%	0.116	2.5%	78%	False	False	13,722
120	5.116	3.848	1.268	27.6%	0.111	2.4%	58%	False	False	12,188

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	0.036
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.225
2.618	4.997
1.618	4.857
1.000	4.770
0.618	4.717
HIGH	4.630
0.618	4.577
0.500	4.560
0.382	4.543
LOW	4.490
0.618	4.403
1.000	4.350
1.618	4.263
2.618	4.123
4.250	3.895

Fisher Pivots for day following 04-Jan-2011
Pivot	1 day	3 day
R1	4.579	4.547
PP	4.569	4.506
S1	4.560	4.465

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

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