NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 30-Nov-2010

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	4.423	4.240	-0.183	-4.1%	4.349
High	4.465	4.276	-0.189	-4.2%	4.470
Low	4.208	4.180	-0.028	-0.7%	4.298
Close	4.256	4.227	-0.029	-0.7%	4.403
Range	0.257	0.096	-0.161	-62.6%	0.172
ATR	0.129	0.127	-0.002	-1.8%	0.000
Volume	650	3,796	3,146	484.0%	9,639

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.516	4.467	4.280
R3	4.420	4.371	4.253
R2	4.324	4.324	4.245
R1	4.275	4.275	4.236	4.252
PP	4.228	4.228	4.228	4.216
S1	4.179	4.179	4.218	4.156
S2	4.132	4.132	4.209
S3	4.036	4.083	4.201
S4	3.940	3.987	4.174

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	4.180	0.290	6.9%	0.141	3.3%	16%	False	True	2,323
10	4.470	4.033	0.437	10.3%	0.138	3.3%	44%	False	False	2,446
20	4.470	3.980	0.490	11.6%	0.128	3.0%	50%	False	False	2,187
40	4.470	3.942	0.528	12.5%	0.111	2.6%	54%	False	False	1,895

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.032
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4.684
2.618	4.527
1.618	4.431
1.000	4.372
0.618	4.335
HIGH	4.276
0.618	4.239
0.500	4.228
0.382	4.217
LOW	4.180
0.618	4.121
1.000	4.084
1.618	4.025
2.618	3.929
4.250	3.772

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	4.228	4.325
PP	4.228	4.292
S1	4.227	4.260

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

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