NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	4.422	4.336	-0.086	-1.9%	4.476
High	4.539	4.404	-0.135	-3.0%	4.630
Low	4.322	4.284	-0.038	-0.9%	4.284
Close	4.375	4.390	0.015	0.3%	4.390
Range	0.217	0.120	-0.097	-44.7%	0.346
ATR	0.155	0.153	-0.003	-1.6%	0.000
Volume	45,120	43,679	-1,441	-3.2%	191,352

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.719	4.675	4.456
R3	4.599	4.555	4.423
R2	4.479	4.479	4.412
R1	4.435	4.435	4.401	4.457
PP	4.359	4.359	4.359	4.371
S1	4.315	4.315	4.379	4.337
S2	4.239	4.239	4.368
S3	4.119	4.195	4.357
S4	3.999	4.075	4.324

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.473	5.277	4.580
R3	5.127	4.931	4.485
R2	4.781	4.781	4.453
R1	4.585	4.585	4.422	4.510
PP	4.435	4.435	4.435	4.397
S1	4.239	4.239	4.358	4.164
S2	4.089	4.089	4.327
S3	3.743	3.893	4.295
S4	3.397	3.547	4.200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.630	4.284	0.346	7.9%	0.154	3.5%	31%	False	True	38,270
10	4.630	4.070	0.560	12.8%	0.141	3.2%	57%	False	False	25,667
20	4.630	3.980	0.650	14.8%	0.146	3.3%	63%	False	False	24,506
40	4.630	3.879	0.751	17.1%	0.148	3.4%	68%	False	False	22,969
60	4.630	3.848	0.782	17.8%	0.139	3.2%	69%	False	False	19,960
80	4.630	3.848	0.782	17.8%	0.127	2.9%	69%	False	False	17,086
100	4.750	3.848	0.902	20.5%	0.118	2.7%	60%	False	False	14,879
120	5.116	3.848	1.268	28.9%	0.114	2.6%	43%	False	False	13,180

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.036
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.914
2.618	4.718
1.618	4.598
1.000	4.524
0.618	4.478
HIGH	4.404
0.618	4.358
0.500	4.344
0.382	4.330
LOW	4.284
0.618	4.210
1.000	4.164
1.618	4.090
2.618	3.970
4.250	3.774

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	4.375	4.420
PP	4.359	4.410
S1	4.344	4.400

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

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