NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	4.379	4.395	0.016	0.4%	4.804
High	4.421	4.512	0.091	2.1%	4.822
Low	4.320	4.346	0.026	0.6%	4.320
Close	4.384	4.470	0.086	2.0%	4.384
Range	0.101	0.166	0.065	64.4%	0.502
ATR	0.141	0.143	0.002	1.3%	0.000
Volume	18,822	15,159	-3,663	-19.5%	107,208

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.941	4.871	4.561
R3	4.775	4.705	4.516
R2	4.609	4.609	4.500
R1	4.539	4.539	4.485	4.574
PP	4.443	4.443	4.443	4.460
S1	4.373	4.373	4.455	4.408
S2	4.277	4.277	4.440
S3	4.111	4.207	4.424
S4	3.945	4.041	4.379

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	6.015	5.701	4.660
R3	5.513	5.199	4.522
R2	5.011	5.011	4.476
R1	4.697	4.697	4.430	4.603
PP	4.509	4.509	4.509	4.462
S1	4.195	4.195	4.338	4.101
S2	4.007	4.007	4.292
S3	3.505	3.693	4.246
S4	3.003	3.191	4.108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.660	4.320	0.340	7.6%	0.150	3.4%	44%	False	False	19,010
10	4.822	4.320	0.502	11.2%	0.145	3.2%	30%	False	False	19,224
20	4.822	4.320	0.502	11.2%	0.138	3.1%	30%	False	False	20,558
40	4.822	4.020	0.802	17.9%	0.135	3.0%	56%	False	False	14,460
60	4.822	3.919	0.903	20.2%	0.134	3.0%	61%	False	False	11,607
80	4.822	3.882	0.940	21.0%	0.125	2.8%	63%	False	False	9,471
100	4.822	3.882	0.940	21.0%	0.116	2.6%	63%	False	False	8,007

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.218
2.618	4.947
1.618	4.781
1.000	4.678
0.618	4.615
HIGH	4.512
0.618	4.449
0.500	4.429
0.382	4.409
LOW	4.346
0.618	4.243
1.000	4.180
1.618	4.077
2.618	3.911
4.250	3.641

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	4.456	4.456
PP	4.443	4.443
S1	4.429	4.429

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

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