NYMEX Natural Gas Future July 2011

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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 4.486 4.303 -0.183 -4.1% 4.406 High 4.510 4.331 -0.179 -4.0% 4.515 Low 4.270 4.248 -0.022 -0.5% 4.358 Close 4.317 4.290 -0.027 -0.6% 4.456 Range 0.240 0.083 -0.157 -65.4% 0.157 ATR 0.125 0.122 -0.003 -2.4% 0.000 Volume 388 1,744 1,356 349.5% 7,940
Daily Pivots for day following 30-Nov-2010 Classic Woodie Camarilla DeMark R4 4.539 4.497 4.336 R3 4.456 4.414 4.313 R2 4.373 4.373 4.305 R1 4.331 4.331 4.298 4.311 PP 4.290 4.290 4.290 4.279 S1 4.248 4.248 4.282 4.228 S2 4.207 4.207 4.275 S3 4.124 4.165 4.267 S4 4.041 4.082 4.244	Weekly Pivots for week ending 26-Nov-2010 Classic Woodie Camarilla DeMark R4 4.914 4.842 4.542 R3 4.757 4.685 4.499 R2 4.600 4.600 4.485 R1 4.528 4.528 4.470 4.564 PP 4.443 4.443 4.443 4.461 S1 4.371 4.371 4.442 4.407 S2 4.286 4.286 4.427 S3 4.129 4.214 4.413 S4 3.972 4.057 4.370
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.515 4.248 0.267 6.2% 0.120 2.8% 16% False True 1,597 10 4.515 4.100 0.415 9.7% 0.125 2.9% 46% False False 1,782 20 4.515 4.043 0.472 11.0% 0.117 2.7% 52% False False 1,546
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 0.025 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4.684 2.618 4.548 1.618 4.465 1.000 4.414 0.618 4.382 HIGH 4.331 0.618 4.299 0.500 4.290 0.382 4.280 LOW 4.248 0.618 4.197 1.000 4.165 1.618 4.114 2.618 4.031 4.250 3.895
Fisher Pivots for day following 30-Nov-2010 Pivot 1 day 3 day R1 4.290 4.379 PP 4.290 4.349 S1 4.290 4.320

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