NYMEX Natural Gas Future June 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	4.180	4.050	-0.130	-3.1%	4.210
High	4.180	4.096	-0.084	-2.0%	4.392
Low	4.063	3.980	-0.083	-2.0%	4.063
Close	4.064	4.091	0.027	0.7%	4.064
Range	0.117	0.116	-0.001	-0.9%	0.329
ATR	0.113	0.113	0.000	0.2%	0.000
Volume	2,051	2,337	286	13.9%	10,519

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.404	4.363	4.155
R3	4.288	4.247	4.123
R2	4.172	4.172	4.112
R1	4.131	4.131	4.102	4.152
PP	4.056	4.056	4.056	4.066
S1	4.015	4.015	4.080	4.036
S2	3.940	3.940	4.070
S3	3.824	3.899	4.059
S4	3.708	3.783	4.027

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.160	4.941	4.245
R3	4.831	4.612	4.154
R2	4.502	4.502	4.124
R1	4.283	4.283	4.094	4.228
PP	4.173	4.173	4.173	4.146
S1	3.954	3.954	4.034	3.899
S2	3.844	3.844	4.004
S3	3.515	3.625	3.974
S4	3.186	3.296	3.883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.392	3.980	0.412	10.1%	0.130	3.2%	27%	False	True	2,052
10	4.392	3.980	0.412	10.1%	0.118	2.9%	27%	False	True	1,929
20	4.392	3.942	0.450	11.0%	0.117	2.9%	33%	False	False	1,739
40	4.474	3.942	0.532	13.0%	0.095	2.3%	28%	False	False	1,597

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	0.032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.589
2.618	4.400
1.618	4.284
1.000	4.212
0.618	4.168
HIGH	4.096
0.618	4.052
0.500	4.038
0.382	4.024
LOW	3.980
0.618	3.908
1.000	3.864
1.618	3.792
2.618	3.676
4.250	3.487

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	4.073	4.159
PP	4.056	4.136
S1	4.038	4.114

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

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