NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 11-Nov-2010

Day Change Summary
	Previous	Current
	10-Nov-2010	11-Nov-2010	Change	Change %	Previous Week
Open	4.300	4.276	-0.024	-0.6%	4.298
High	4.347	4.291	-0.056	-1.3%	4.300
Low	4.193	4.126	-0.067	-1.6%	4.000
Close	4.225	4.129	-0.096	-2.3%	4.139
Range	0.154	0.165	0.011	7.1%	0.300
ATR	0.111	0.115	0.004	3.4%	0.000
Volume	7,794	7,553	-241	-3.1%	20,734

Daily Pivots for day following 11-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.677	4.568	4.220
R3	4.512	4.403	4.174
R2	4.347	4.347	4.159
R1	4.238	4.238	4.144	4.210
PP	4.182	4.182	4.182	4.168
S1	4.073	4.073	4.114	4.045
S2	4.017	4.017	4.099
S3	3.852	3.908	4.084
S4	3.687	3.743	4.038

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	4.070	0.277	6.7%	0.126	3.0%	21%	False	False	6,874
10	4.347	4.000	0.347	8.4%	0.134	3.2%	37%	False	False	5,346
20	4.347	3.882	0.465	11.3%	0.115	2.8%	53%	False	False	3,952
40	4.490	3.882	0.608	14.7%	0.094	2.3%	41%	False	False	3,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.992
2.618	4.723
1.618	4.558
1.000	4.456
0.618	4.393
HIGH	4.291
0.618	4.228
0.500	4.209
0.382	4.189
LOW	4.126
0.618	4.024
1.000	3.961
1.618	3.859
2.618	3.694
4.250	3.425

Fisher Pivots for day following 11-Nov-2010
Pivot	1 day	3 day
R1	4.209	4.237
PP	4.182	4.201
S1	4.156	4.165

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

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