NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	4.725	4.653	-0.072	-1.5%	4.275
High	4.745	4.657	-0.088	-1.9%	4.560
Low	4.618	4.524	-0.094	-2.0%	4.234
Close	4.712	4.540	-0.172	-3.7%	4.541
Range	0.127	0.133	0.006	4.7%	0.326
ATR	0.125	0.129	0.005	3.6%	0.000
Volume	4,966	9,371	4,405	88.7%	11,821

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.973	4.889	4.613
R3	4.840	4.756	4.577
R2	4.707	4.707	4.564
R1	4.623	4.623	4.552	4.599
PP	4.574	4.574	4.574	4.561
S1	4.490	4.490	4.528	4.466
S2	4.441	4.441	4.516
S3	4.308	4.357	4.503
S4	4.175	4.224	4.467

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	4.380	0.365	8.0%	0.112	2.5%	44%	False	False	4,324
10	4.745	4.197	0.548	12.1%	0.109	2.4%	63%	False	False	3,464
20	4.745	4.147	0.598	13.2%	0.122	2.7%	66%	False	False	3,394
40	4.745	4.043	0.702	15.5%	0.121	2.7%	71%	False	False	2,604

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.222
2.618	5.005
1.618	4.872
1.000	4.790
0.618	4.739
HIGH	4.657
0.618	4.606
0.500	4.591
0.382	4.575
LOW	4.524
0.618	4.442
1.000	4.391
1.618	4.309
2.618	4.176
4.250	3.959

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	4.591	4.635
PP	4.574	4.603
S1	4.557	4.572

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

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