NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	4.184	4.226	0.042	1.0%	4.050
High	4.238	4.323	0.085	2.0%	4.323
Low	4.103	4.189	0.086	2.1%	3.980
Close	4.216	4.312	0.096	2.3%	4.312
Range	0.135	0.134	-0.001	-0.7%	0.343
ATR	0.119	0.120	0.001	0.9%	0.000
Volume	2,591	2,232	-359	-13.9%	12,721

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.677	4.628	4.386
R3	4.543	4.494	4.349
R2	4.409	4.409	4.337
R1	4.360	4.360	4.324	4.385
PP	4.275	4.275	4.275	4.287
S1	4.226	4.226	4.300	4.251
S2	4.141	4.141	4.287
S3	4.007	4.092	4.275
S4	3.873	3.958	4.238

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.234	5.116	4.501
R3	4.891	4.773	4.406
R2	4.548	4.548	4.375
R1	4.430	4.430	4.343	4.489
PP	4.205	4.205	4.205	4.235
S1	4.087	4.087	4.281	4.146
S2	3.862	3.862	4.249
S3	3.519	3.744	4.218
S4	3.176	3.401	4.123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.323	3.980	0.343	8.0%	0.135	3.1%	97%	True	False	2,544
10	4.392	3.980	0.412	9.6%	0.133	3.1%	81%	False	False	2,324
20	4.392	3.942	0.450	10.4%	0.128	3.0%	82%	False	False	2,065
40	4.414	3.942	0.472	10.9%	0.100	2.3%	78%	False	False	1,735

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	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.893
2.618	4.674
1.618	4.540
1.000	4.457
0.618	4.406
HIGH	4.323
0.618	4.272
0.500	4.256
0.382	4.240
LOW	4.189
0.618	4.106
1.000	4.055
1.618	3.972
2.618	3.838
4.250	3.620

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	4.293	4.268
PP	4.275	4.225
S1	4.256	4.181

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

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