NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	4.410	4.500	0.090	2.0%	4.360
High	4.494	4.535	0.041	0.9%	4.528
Low	4.380	4.405	0.025	0.6%	4.302
Close	4.484	4.450	-0.034	-0.8%	4.484
Range	0.114	0.130	0.016	14.0%	0.226
ATR	0.145	0.144	-0.001	-0.7%	0.000
Volume	42,621	27,424	-15,197	-35.7%	202,084

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.853	4.782	4.522
R3	4.723	4.652	4.486
R2	4.593	4.593	4.474
R1	4.522	4.522	4.462	4.493
PP	4.463	4.463	4.463	4.449
S1	4.392	4.392	4.438	4.363
S2	4.333	4.333	4.426
S3	4.203	4.262	4.414
S4	4.073	4.132	4.379

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.116	5.026	4.608
R3	4.890	4.800	4.546
R2	4.664	4.664	4.525
R1	4.574	4.574	4.505	4.619
PP	4.438	4.438	4.438	4.461
S1	4.348	4.348	4.463	4.393
S2	4.212	4.212	4.443
S3	3.986	4.122	4.422
S4	3.760	3.896	4.360

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.535	4.322	0.213	4.8%	0.124	2.8%	60%	True	False	36,616
10	4.630	4.284	0.346	7.8%	0.139	3.1%	48%	False	False	40,291
20	4.630	4.029	0.601	13.5%	0.140	3.2%	70%	False	False	28,196
40	4.630	3.980	0.650	14.6%	0.144	3.2%	72%	False	False	26,234
60	4.630	3.848	0.782	17.6%	0.143	3.2%	77%	False	False	22,775
80	4.630	3.848	0.782	17.6%	0.127	2.9%	77%	False	False	19,373
100	4.630	3.848	0.782	17.6%	0.121	2.7%	77%	False	False	16,909
120	5.116	3.848	1.268	28.5%	0.116	2.6%	47%	False	False	14,966

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.044
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.088
2.618	4.875
1.618	4.745
1.000	4.665
0.618	4.615
HIGH	4.535
0.618	4.485
0.500	4.470
0.382	4.455
LOW	4.405
0.618	4.325
1.000	4.275
1.618	4.195
2.618	4.065
4.250	3.853

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	4.470	4.458
PP	4.463	4.455
S1	4.457	4.453

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

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