NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 15-Nov-2010

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	4.100	4.000	-0.100	-2.4%	4.179
High	4.140	4.044	-0.096	-2.3%	4.347
Low	4.005	3.919	-0.086	-2.1%	4.005
Close	4.008	4.036	0.028	0.7%	4.008
Range	0.135	0.125	-0.010	-7.4%	0.342
ATR	0.117	0.117	0.001	0.5%	0.000
Volume	6,756	4,777	-1,979	-29.3%	36,417

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.375	4.330	4.105
R3	4.250	4.205	4.070
R2	4.125	4.125	4.059
R1	4.080	4.080	4.047	4.103
PP	4.000	4.000	4.000	4.011
S1	3.955	3.955	4.025	3.978
S2	3.875	3.875	4.013
S3	3.750	3.830	4.002
S4	3.625	3.705	3.967

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.146	4.919	4.196
R3	4.804	4.577	4.102
R2	4.462	4.462	4.071
R1	4.235	4.235	4.039	4.178
PP	4.120	4.120	4.120	4.091
S1	3.893	3.893	3.977	3.836
S2	3.778	3.778	3.945
S3	3.436	3.551	3.914
S4	3.094	3.209	3.820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.347	3.919	0.428	10.6%	0.138	3.4%	27%	False	True	7,297
10	4.347	3.919	0.428	10.6%	0.123	3.1%	27%	False	True	5,476
20	4.347	3.882	0.465	11.5%	0.122	3.0%	33%	False	False	4,216
40	4.432	3.882	0.550	13.6%	0.095	2.4%	28%	False	False	3,433

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	0.029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.575
2.618	4.371
1.618	4.246
1.000	4.169
0.618	4.121
HIGH	4.044
0.618	3.996
0.500	3.982
0.382	3.967
LOW	3.919
0.618	3.842
1.000	3.794
1.618	3.717
2.618	3.592
4.250	3.388

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	4.018	4.105
PP	4.000	4.082
S1	3.982	4.059

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

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