NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 23-Dec-2010

Day Change Summary
	Previous	Current
	22-Dec-2010	23-Dec-2010	Change	Change %	Previous Week
Open	4.271	4.283	0.012	0.3%	4.595
High	4.346	4.331	-0.015	-0.3%	4.598
Low	4.197	4.268	0.071	1.7%	4.147
Close	4.347	4.317	-0.030	-0.7%	4.258
Range	0.149	0.063	-0.086	-57.7%	0.451
ATR	0.132	0.128	-0.004	-2.9%	0.000
Volume	3,833	2,299	-1,534	-40.0%	14,130

Daily Pivots for day following 23-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.494	4.469	4.352
R3	4.431	4.406	4.334
R2	4.368	4.368	4.329
R1	4.343	4.343	4.323	4.356
PP	4.305	4.305	4.305	4.312
S1	4.280	4.280	4.311	4.293
S2	4.242	4.242	4.305
S3	4.179	4.217	4.300
S4	4.116	4.154	4.282

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.687	5.424	4.506
R3	5.236	4.973	4.382
R2	4.785	4.785	4.341
R1	4.522	4.522	4.299	4.428
PP	4.334	4.334	4.334	4.288
S1	4.071	4.071	4.217	3.977
S2	3.883	3.883	4.175
S3	3.432	3.620	4.134
S4	2.981	3.169	4.010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.421	4.147	0.274	6.3%	0.135	3.1%	62%	False	False	3,364
10	4.598	4.147	0.451	10.4%	0.122	2.8%	38%	False	False	3,120
20	4.657	4.147	0.510	11.8%	0.122	2.8%	33%	False	False	2,770
40	4.657	4.043	0.614	14.2%	0.124	2.9%	45%	False	False	2,185

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.599
2.618	4.496
1.618	4.433
1.000	4.394
0.618	4.370
HIGH	4.331
0.618	4.307
0.500	4.300
0.382	4.292
LOW	4.268
0.618	4.229
1.000	4.205
1.618	4.166
2.618	4.103
4.250	4.000

Fisher Pivots for day following 23-Dec-2010
Pivot	1 day	3 day
R1	4.311	4.309
PP	4.305	4.301
S1	4.300	4.293

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

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