NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 13-Jan-2011

Day Change Summary
	Previous	Current
	12-Jan-2011	13-Jan-2011	Change	Change %	Previous Week
Open	4.486	4.470	-0.016	-0.4%	4.476
High	4.528	4.492	-0.036	-0.8%	4.630
Low	4.433	4.380	-0.053	-1.2%	4.284
Close	4.522	4.420	-0.102	-2.3%	4.390
Range	0.095	0.112	0.017	17.9%	0.346
ATR	0.147	0.147	0.000	-0.3%	0.000
Volume	33,964	42,623	8,659	25.5%	191,352

Daily Pivots for day following 13-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.767	4.705	4.482
R3	4.655	4.593	4.451
R2	4.543	4.543	4.441
R1	4.481	4.481	4.430	4.456
PP	4.431	4.431	4.431	4.418
S1	4.369	4.369	4.410	4.344
S2	4.319	4.319	4.399
S3	4.207	4.257	4.389
S4	4.095	4.145	4.358

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	4.528	4.284	0.244	5.5%	0.122	2.8%	56%	False	False	40,628
10	4.630	4.284	0.346	7.8%	0.140	3.2%	39%	False	False	36,682
20	4.630	3.980	0.650	14.7%	0.145	3.3%	68%	False	False	27,274
40	4.630	3.940	0.690	15.6%	0.147	3.3%	70%	False	False	25,253
60	4.630	3.848	0.782	17.7%	0.142	3.2%	73%	False	False	21,870
80	4.630	3.848	0.782	17.7%	0.126	2.9%	73%	False	False	18,653
100	4.630	3.848	0.782	17.7%	0.120	2.7%	73%	False	False	16,329
120	5.116	3.848	1.268	28.7%	0.115	2.6%	45%	False	False	14,413

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	0.037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.968
2.618	4.785
1.618	4.673
1.000	4.604
0.618	4.561
HIGH	4.492
0.618	4.449
0.500	4.436
0.382	4.423
LOW	4.380
0.618	4.311
1.000	4.268
1.618	4.199
2.618	4.087
4.250	3.904

Fisher Pivots for day following 13-Jan-2011
Pivot	1 day	3 day
R1	4.436	4.425
PP	4.431	4.423
S1	4.425	4.422

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

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