NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	4.065	4.130	0.065	1.6%	3.949
High	4.150	4.140	-0.010	-0.2%	4.224
Low	4.024	4.050	0.026	0.6%	3.882
Close	4.121	4.090	-0.031	-0.8%	4.210
Range	0.126	0.090	-0.036	-28.6%	0.342
ATR	0.108	0.107	-0.001	-1.2%	0.000
Volume	3,642	3,088	-554	-15.2%	13,717

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.363	4.317	4.140
R3	4.273	4.227	4.115
R2	4.183	4.183	4.107
R1	4.137	4.137	4.098	4.115
PP	4.093	4.093	4.093	4.083
S1	4.047	4.047	4.082	4.025
S2	4.003	4.003	4.074
S3	3.913	3.957	4.065
S4	3.823	3.867	4.041

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	8.7%	0.158	3.9%	41%	False	False	3,848
10	4.300	3.882	0.418	10.2%	0.132	3.2%	50%	False	False	3,136
20	4.338	3.882	0.456	11.1%	0.100	2.4%	46%	False	False	3,064
40	4.541	3.882	0.659	16.1%	0.089	2.2%	32%	False	False	2,606

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.523
2.618	4.376
1.618	4.286
1.000	4.230
0.618	4.196
HIGH	4.140
0.618	4.106
0.500	4.095
0.382	4.084
LOW	4.050
0.618	3.994
1.000	3.960
1.618	3.904
2.618	3.814
4.250	3.668

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	4.095	4.162
PP	4.093	4.138
S1	4.092	4.114

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

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