NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 27-Jan-2011

Day Change Summary
	Previous	Current
	26-Jan-2011	27-Jan-2011	Change	Change %	Previous Week
Open	4.495	4.497	0.002	0.0%	4.500
High	4.539	4.505	-0.034	-0.7%	4.749
Low	4.406	4.330	-0.076	-1.7%	4.405
Close	4.508	4.336	-0.172	-3.8%	4.720
Range	0.133	0.175	0.042	31.6%	0.344
ATR	0.150	0.152	0.002	1.3%	0.000
Volume	36,075	39,636	3,561	9.9%	148,374

Daily Pivots for day following 27-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.915	4.801	4.432
R3	4.740	4.626	4.384
R2	4.565	4.565	4.368
R1	4.451	4.451	4.352	4.421
PP	4.390	4.390	4.390	4.375
S1	4.276	4.276	4.320	4.246
S2	4.215	4.215	4.304
S3	4.040	4.101	4.288
S4	3.865	3.926	4.240

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.657	5.532	4.909
R3	5.313	5.188	4.815
R2	4.969	4.969	4.783
R1	4.844	4.844	4.752	4.907
PP	4.625	4.625	4.625	4.656
S1	4.500	4.500	4.688	4.563
S2	4.281	4.281	4.657
S3	3.937	4.156	4.625
S4	3.593	3.812	4.531

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.800	4.330	0.470	10.8%	0.169	3.9%	1%	False	True	44,540
10	4.800	4.330	0.470	10.8%	0.149	3.4%	1%	False	True	39,628
20	4.800	4.238	0.562	13.0%	0.145	3.3%	17%	False	False	36,766
40	4.800	3.980	0.820	18.9%	0.146	3.4%	43%	False	False	30,171
60	4.800	3.879	0.921	21.2%	0.144	3.3%	50%	False	False	25,906
80	4.800	3.848	0.952	22.0%	0.135	3.1%	51%	False	False	22,208
100	4.800	3.848	0.952	22.0%	0.126	2.9%	51%	False	False	19,259
120	4.920	3.848	1.072	24.7%	0.119	2.8%	46%	False	False	16,957

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	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.249
2.618	4.963
1.618	4.788
1.000	4.680
0.618	4.613
HIGH	4.505
0.618	4.438
0.500	4.418
0.382	4.397
LOW	4.330
0.618	4.222
1.000	4.155
1.618	4.047
2.618	3.872
4.250	3.586

Fisher Pivots for day following 27-Jan-2011
Pivot	1 day	3 day
R1	4.418	4.481
PP	4.390	4.432
S1	4.363	4.384

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

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