NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 02-Nov-2010

Day Change Summary
	Previous	Current
	01-Nov-2010	02-Nov-2010	Change	Change %	Previous Week
Open	4.298	4.065	-0.233	-5.4%	3.949
High	4.300	4.150	-0.150	-3.5%	4.224
Low	4.084	4.024	-0.060	-1.5%	3.882
Close	4.092	4.121	0.029	0.7%	4.210
Range	0.216	0.126	-0.090	-41.7%	0.342
ATR	0.107	0.108	0.001	1.3%	0.000
Volume	7,168	3,642	-3,526	-49.2%	13,717

Daily Pivots for day following 02-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.476	4.425	4.190
R3	4.350	4.299	4.156
R2	4.224	4.224	4.144
R1	4.173	4.173	4.133	4.199
PP	4.098	4.098	4.098	4.111
S1	4.047	4.047	4.109	4.073
S2	3.972	3.972	4.098
S3	3.846	3.921	4.086
S4	3.720	3.795	4.052

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.131	5.013	4.398
R3	4.789	4.671	4.304
R2	4.447	4.447	4.273
R1	4.329	4.329	4.241	4.388
PP	4.105	4.105	4.105	4.135
S1	3.987	3.987	4.179	4.046
S2	3.763	3.763	4.147
S3	3.421	3.645	4.116
S4	3.079	3.303	4.022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.300	3.944	0.356	8.6%	0.157	3.8%	50%	False	False	3,869
10	4.300	3.882	0.418	10.1%	0.129	3.1%	57%	False	False	3,018
20	4.341	3.882	0.459	11.1%	0.098	2.4%	52%	False	False	3,007
40	4.541	3.882	0.659	16.0%	0.088	2.1%	36%	False	False	2,582

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.686
2.618	4.480
1.618	4.354
1.000	4.276
0.618	4.228
HIGH	4.150
0.618	4.102
0.500	4.087
0.382	4.072
LOW	4.024
0.618	3.946
1.000	3.898
1.618	3.820
2.618	3.694
4.250	3.489

Fisher Pivots for day following 02-Nov-2010
Pivot	1 day	3 day
R1	4.110	4.162
PP	4.098	4.148
S1	4.087	4.135

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

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