NYMEX Natural Gas Future July 2011

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

Day Change Summary
	Previous	Current
	28-Dec-2010	29-Dec-2010	Change	Change %	Previous Week
Open	4.310	4.375	0.065	1.5%	4.221
High	4.440	4.446	0.006	0.1%	4.421
Low	4.290	4.363	0.073	1.7%	4.197
Close	4.413	4.431	0.018	0.4%	4.317
Range	0.150	0.083	-0.067	-44.7%	0.224
ATR	0.127	0.124	-0.003	-2.5%	0.000
Volume	1,334	3,503	2,169	162.6%	13,225

Daily Pivots for day following 29-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.662	4.630	4.477
R3	4.579	4.547	4.454
R2	4.496	4.496	4.446
R1	4.464	4.464	4.439	4.480
PP	4.413	4.413	4.413	4.422
S1	4.381	4.381	4.423	4.397
S2	4.330	4.330	4.416
S3	4.247	4.298	4.408
S4	4.164	4.215	4.385

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.984	4.874	4.440
R3	4.760	4.650	4.379
R2	4.536	4.536	4.358
R1	4.426	4.426	4.338	4.481
PP	4.312	4.312	4.312	4.339
S1	4.202	4.202	4.296	4.257
S2	4.088	4.088	4.276
S3	3.864	3.978	4.255
S4	3.640	3.754	4.194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.446	4.197	0.249	5.6%	0.106	2.4%	94%	True	False	2,604
10	4.446	4.147	0.299	6.7%	0.117	2.6%	95%	True	False	2,952
20	4.657	4.147	0.510	11.5%	0.119	2.7%	56%	False	False	2,899
40	4.657	4.043	0.614	13.9%	0.118	2.7%	63%	False	False	2,223

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	0.027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.799
2.618	4.663
1.618	4.580
1.000	4.529
0.618	4.497
HIGH	4.446
0.618	4.414
0.500	4.405
0.382	4.395
LOW	4.363
0.618	4.312
1.000	4.280
1.618	4.229
2.618	4.146
4.250	4.010

Fisher Pivots for day following 29-Dec-2010
Pivot	1 day	3 day
R1	4.422	4.401
PP	4.413	4.370
S1	4.405	4.340

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

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