NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	4.315	4.300	-0.015	-0.3%	4.298
High	4.328	4.347	0.019	0.4%	4.300
Low	4.217	4.193	-0.024	-0.6%	4.000
Close	4.324	4.225	-0.099	-2.3%	4.139
Range	0.111	0.154	0.043	38.7%	0.300
ATR	0.108	0.111	0.003	3.0%	0.000
Volume	9,605	7,794	-1,811	-18.9%	20,734

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.717	4.625	4.310
R3	4.563	4.471	4.267
R2	4.409	4.409	4.253
R1	4.317	4.317	4.239	4.286
PP	4.255	4.255	4.255	4.240
S1	4.163	4.163	4.211	4.132
S2	4.101	4.101	4.197
S3	3.947	4.009	4.183
S4	3.793	3.855	4.140

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.046	4.893	4.304
R3	4.746	4.593	4.222
R2	4.446	4.446	4.194
R1	4.293	4.293	4.167	4.220
PP	4.146	4.146	4.146	4.110
S1	3.993	3.993	4.112	3.920
S2	3.846	3.846	4.084
S3	3.546	3.693	4.057
S4	3.246	3.393	3.974

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.347	4.000	0.347	8.2%	0.118	2.8%	65%	True	False	5,788
10	4.347	3.944	0.403	9.5%	0.138	3.3%	70%	True	False	4,818
20	4.347	3.882	0.465	11.0%	0.111	2.6%	74%	True	False	3,785
40	4.531	3.882	0.649	15.4%	0.095	2.2%	53%	False	False	3,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.002
2.618	4.750
1.618	4.596
1.000	4.501
0.618	4.442
HIGH	4.347
0.618	4.288
0.500	4.270
0.382	4.252
LOW	4.193
0.618	4.098
1.000	4.039
1.618	3.944
2.618	3.790
4.250	3.539

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	4.270	4.248
PP	4.255	4.240
S1	4.240	4.233

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

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