NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 04-Jan-2011

Day Change Summary
	Previous	Current
	03-Jan-2011	04-Jan-2011	Change	Change %	Previous Week
Open	4.638	4.725	0.087	1.9%	4.275
High	4.710	4.745	0.035	0.7%	4.560
Low	4.621	4.618	-0.003	-0.1%	4.234
Close	4.697	4.712	0.015	0.3%	4.541
Range	0.089	0.127	0.038	42.7%	0.326
ATR	0.125	0.125	0.000	0.1%	0.000
Volume	2,355	4,966	2,611	110.9%	11,821

Daily Pivots for day following 04-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.073	5.019	4.782
R3	4.946	4.892	4.747
R2	4.819	4.819	4.735
R1	4.765	4.765	4.724	4.729
PP	4.692	4.692	4.692	4.673
S1	4.638	4.638	4.700	4.602
S2	4.565	4.565	4.689
S3	4.438	4.511	4.677
S4	4.311	4.384	4.642

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	4.745	4.363	0.382	8.1%	0.102	2.2%	91%	True	False	3,151
10	4.745	4.197	0.548	11.6%	0.108	2.3%	94%	True	False	2,844
20	4.745	4.147	0.598	12.7%	0.122	2.6%	94%	True	False	3,096
40	4.745	4.043	0.702	14.9%	0.119	2.5%	95%	True	False	2,408

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.285
2.618	5.077
1.618	4.950
1.000	4.872
0.618	4.823
HIGH	4.745
0.618	4.696
0.500	4.682
0.382	4.667
LOW	4.618
0.618	4.540
1.000	4.491
1.618	4.413
2.618	4.286
4.250	4.078

Fisher Pivots for day following 04-Jan-2011
Pivot	1 day	3 day
R1	4.702	4.676
PP	4.692	4.639
S1	4.682	4.603

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

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