NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 03-Jan-2011

Day Change Summary
	Previous	Current
	31-Dec-2010	03-Jan-2011	Change	Change %	Previous Week
Open	4.488	4.638	0.150	3.3%	4.275
High	4.560	4.710	0.150	3.3%	4.560
Low	4.461	4.621	0.160	3.6%	4.234
Close	4.541	4.697	0.156	3.4%	4.541
Range	0.099	0.089	-0.010	-10.1%	0.326
ATR	0.121	0.125	0.003	2.8%	0.000
Volume	2,987	2,355	-632	-21.2%	11,821

Daily Pivots for day following 03-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.943	4.909	4.746
R3	4.854	4.820	4.721
R2	4.765	4.765	4.713
R1	4.731	4.731	4.705	4.748
PP	4.676	4.676	4.676	4.685
S1	4.642	4.642	4.689	4.659
S2	4.587	4.587	4.681
S3	4.498	4.553	4.673
S4	4.409	4.464	4.648

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.423	5.308	4.720
R3	5.097	4.982	4.631
R2	4.771	4.771	4.601
R1	4.656	4.656	4.571	4.714
PP	4.445	4.445	4.445	4.474
S1	4.330	4.330	4.511	4.388
S2	4.119	4.119	4.481
S3	3.793	4.004	4.451
S4	3.467	3.678	4.362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.710	4.290	0.420	8.9%	0.106	2.3%	97%	True	False	2,424
10	4.710	4.197	0.513	10.9%	0.115	2.5%	97%	True	False	2,740
20	4.710	4.147	0.563	12.0%	0.120	2.6%	98%	True	False	2,939
40	4.710	4.043	0.667	14.2%	0.118	2.5%	98%	True	False	2,323

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	0.026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.088
2.618	4.943
1.618	4.854
1.000	4.799
0.618	4.765
HIGH	4.710
0.618	4.676
0.500	4.666
0.382	4.655
LOW	4.621
0.618	4.566
1.000	4.532
1.618	4.477
2.618	4.388
4.250	4.243

Fisher Pivots for day following 03-Jan-2011
Pivot	1 day	3 day
R1	4.687	4.646
PP	4.676	4.596
S1	4.666	4.545

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

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