NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 22-Nov-2010

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	4.226	4.349	0.123	2.9%	4.050
High	4.323	4.415	0.092	2.1%	4.323
Low	4.189	4.298	0.109	2.6%	3.980
Close	4.312	4.413	0.101	2.3%	4.312
Range	0.134	0.117	-0.017	-12.7%	0.343
ATR	0.120	0.120	0.000	-0.2%	0.000
Volume	2,232	2,468	236	10.6%	12,721

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.726	4.687	4.477
R3	4.609	4.570	4.445
R2	4.492	4.492	4.434
R1	4.453	4.453	4.424	4.473
PP	4.375	4.375	4.375	4.385
S1	4.336	4.336	4.402	4.356
S2	4.258	4.258	4.392
S3	4.141	4.219	4.381
S4	4.024	4.102	4.349

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	4.415	4.033	0.382	8.7%	0.135	3.1%	99%	True	False	2,570
10	4.415	3.980	0.435	9.9%	0.133	3.0%	100%	True	False	2,311
20	4.415	3.980	0.435	9.9%	0.129	2.9%	100%	True	False	2,107
40	4.415	3.942	0.473	10.7%	0.102	2.3%	100%	True	False	1,774

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	False
Bull Hook	False
Stretch	0.034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.912
2.618	4.721
1.618	4.604
1.000	4.532
0.618	4.487
HIGH	4.415
0.618	4.370
0.500	4.357
0.382	4.343
LOW	4.298
0.618	4.226
1.000	4.181
1.618	4.109
2.618	3.992
4.250	3.801

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	4.394	4.362
PP	4.375	4.310
S1	4.357	4.259

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

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