NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 27-Jan-2011

Day Change Summary
	Previous	Current
	26-Jan-2011	27-Jan-2011	Change	Change %	Previous Week
Open	4.532	4.536	0.004	0.1%	4.570
High	4.575	4.538	-0.037	-0.8%	4.777
Low	4.443	4.375	-0.068	-1.5%	4.447
Close	4.547	4.384	-0.163	-3.6%	4.753
Range	0.132	0.163	0.031	23.5%	0.330
ATR	0.142	0.144	0.002	1.5%	0.000
Volume	18,554	22,648	4,094	22.1%	69,874

Daily Pivots for day following 27-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.921	4.816	4.474
R3	4.758	4.653	4.429
R2	4.595	4.595	4.414
R1	4.490	4.490	4.399	4.461
PP	4.432	4.432	4.432	4.418
S1	4.327	4.327	4.369	4.298
S2	4.269	4.269	4.354
S3	4.106	4.164	4.339
S4	3.943	4.001	4.294

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.649	5.531	4.935
R3	5.319	5.201	4.844
R2	4.989	4.989	4.814
R1	4.871	4.871	4.783	4.930
PP	4.659	4.659	4.659	4.689
S1	4.541	4.541	4.723	4.600
S2	4.329	4.329	4.693
S3	3.999	4.211	4.662
S4	3.669	3.881	4.572

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.822	4.375	0.447	10.2%	0.161	3.7%	2%	False	True	22,909
10	4.822	4.375	0.447	10.2%	0.139	3.2%	2%	False	True	21,938
20	4.822	4.269	0.553	12.6%	0.136	3.1%	21%	False	False	19,502
40	4.822	4.020	0.802	18.3%	0.134	3.1%	45%	False	False	13,963
60	4.822	3.919	0.903	20.6%	0.133	3.0%	51%	False	False	11,153
80	4.822	3.882	0.940	21.4%	0.123	2.8%	53%	False	False	9,123
100	4.822	3.882	0.940	21.4%	0.115	2.6%	53%	False	False	7,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.231
2.618	4.965
1.618	4.802
1.000	4.701
0.618	4.639
HIGH	4.538
0.618	4.476
0.500	4.457
0.382	4.437
LOW	4.375
0.618	4.274
1.000	4.212
1.618	4.111
2.618	3.948
4.250	3.682

Fisher Pivots for day following 27-Jan-2011
Pivot	1 day	3 day
R1	4.457	4.518
PP	4.432	4.473
S1	4.408	4.429

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

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