NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	4.467	4.423	-0.044	-1.0%	4.349
High	4.470	4.465	-0.005	-0.1%	4.470
Low	4.370	4.208	-0.162	-3.7%	4.298
Close	4.403	4.256	-0.147	-3.3%	4.403
Range	0.100	0.257	0.157	157.0%	0.172
ATR	0.119	0.129	0.010	8.2%	0.000
Volume	1,924	650	-1,274	-66.2%	9,639

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.081	4.925	4.397
R3	4.824	4.668	4.327
R2	4.567	4.567	4.303
R1	4.411	4.411	4.280	4.361
PP	4.310	4.310	4.310	4.284
S1	4.154	4.154	4.232	4.104
S2	4.053	4.053	4.209
S3	3.796	3.897	4.185
S4	3.539	3.640	4.115

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.906	4.827	4.498
R3	4.734	4.655	4.450
R2	4.562	4.562	4.435
R1	4.483	4.483	4.419	4.523
PP	4.390	4.390	4.390	4.410
S1	4.311	4.311	4.387	4.351
S2	4.218	4.218	4.371
S3	4.046	4.139	4.356
S4	3.874	3.967	4.308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.470	4.208	0.262	6.2%	0.145	3.4%	18%	False	True	2,057
10	4.470	3.980	0.490	11.5%	0.140	3.3%	56%	False	False	2,301
20	4.470	3.980	0.490	11.5%	0.134	3.1%	56%	False	False	2,193
40	4.470	3.942	0.528	12.4%	0.110	2.6%	59%	False	False	1,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	5.557
2.618	5.138
1.618	4.881
1.000	4.722
0.618	4.624
HIGH	4.465
0.618	4.367
0.500	4.337
0.382	4.306
LOW	4.208
0.618	4.049
1.000	3.951
1.618	3.792
2.618	3.535
4.250	3.116

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	4.337	4.339
PP	4.310	4.311
S1	4.283	4.284

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

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