NYMEX Natural Gas Future July 2011

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Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary Previous Current 23-Nov-2010 24-Nov-2010 Change Change % Previous Week Open 4.424 4.413 -0.011 -0.2% 4.141 High 4.473 4.515 0.042 0.9% 4.383 Low 4.374 4.391 0.017 0.4% 4.043 Close 4.456 4.435 -0.021 -0.5% 4.371 Range 0.099 0.124 0.025 25.3% 0.340 ATR 0.121 0.121 0.000 0.2% 0.000 Volume 1,886 1,781 -105 -5.6% 9,141
Daily Pivots for day following 24-Nov-2010 Classic Woodie Camarilla DeMark R4 4.819 4.751 4.503 R3 4.695 4.627 4.469 R2 4.571 4.571 4.458 R1 4.503 4.503 4.446 4.537 PP 4.447 4.447 4.447 4.464 S1 4.379 4.379 4.424 4.413 S2 4.323 4.323 4.412 S3 4.199 4.255 4.401 S4 4.075 4.131 4.367	Weekly Pivots for week ending 19-Nov-2010 Classic Woodie Camarilla DeMark R4 5.286 5.168 4.558 R3 4.946 4.828 4.465 R2 4.606 4.606 4.433 R1 4.488 4.488 4.402 4.547 PP 4.266 4.266 4.266 4.295 S1 4.148 4.148 4.340 4.207 S2 3.926 3.926 4.309 S3 3.586 3.808 4.278 S4 3.246 3.468 4.184
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.515 4.186 0.329 7.4% 0.118 2.7% 76% True False 1,946 10 4.515 4.043 0.472 10.6% 0.126 2.8% 83% True False 1,782 20 4.515 4.043 0.472 10.6% 0.126 2.8% 83% True False 1,600
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.025 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 5.042 2.618 4.840 1.618 4.716 1.000 4.639 0.618 4.592 HIGH 4.515 0.618 4.468 0.500 4.453 0.382 4.438 LOW 4.391 0.618 4.314 1.000 4.267 1.618 4.190 2.618 4.066 4.250 3.864
Fisher Pivots for day following 24-Nov-2010 Pivot 1 day 3 day R1 4.453 4.437 PP 4.447 4.436 S1 4.441 4.436

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