NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	4.044	4.184	0.140	3.5%	4.210
High	4.235	4.238	0.003	0.1%	4.392
Low	4.039	4.103	0.064	1.6%	4.063
Close	4.225	4.216	-0.009	-0.2%	4.064
Range	0.196	0.135	-0.061	-31.1%	0.329
ATR	0.118	0.119	0.001	1.0%	0.000
Volume	3,774	2,591	-1,183	-31.3%	10,519

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.591	4.538	4.290
R3	4.456	4.403	4.253
R2	4.321	4.321	4.241
R1	4.268	4.268	4.228	4.295
PP	4.186	4.186	4.186	4.199
S1	4.133	4.133	4.204	4.160
S2	4.051	4.051	4.191
S3	3.916	3.998	4.179
S4	3.781	3.863	4.142

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	4.238	3.980	0.258	6.1%	0.132	3.1%	91%	True	False	2,508
10	4.392	3.980	0.412	9.8%	0.127	3.0%	57%	False	False	2,360
20	4.392	3.942	0.450	10.7%	0.127	3.0%	61%	False	False	2,031
40	4.469	3.942	0.527	12.5%	0.099	2.3%	52%	False	False	1,698

Crabel Price Patterns
NR	True
NR4	False
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	False
Bull Hook	False
Stretch	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.812
2.618	4.591
1.618	4.456
1.000	4.373
0.618	4.321
HIGH	4.238
0.618	4.186
0.500	4.171
0.382	4.155
LOW	4.103
0.618	4.020
1.000	3.968
1.618	3.885
2.618	3.750
4.250	3.529

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	4.201	4.189
PP	4.186	4.162
S1	4.171	4.136

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

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