NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	4.575	4.466	-0.109	-2.4%	4.638
High	4.649	4.542	-0.107	-2.3%	4.745
Low	4.462	4.426	-0.036	-0.8%	4.426
Close	4.513	4.540	0.027	0.6%	4.540
Range	0.187	0.116	-0.071	-38.0%	0.319
ATR	0.134	0.132	-0.001	-0.9%	0.000
Volume	4,444	8,168	3,724	83.8%	29,304

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.851	4.811	4.604
R3	4.735	4.695	4.572
R2	4.619	4.619	4.561
R1	4.579	4.579	4.551	4.599
PP	4.503	4.503	4.503	4.513
S1	4.463	4.463	4.529	4.483
S2	4.387	4.387	4.519
S3	4.271	4.347	4.508
S4	4.155	4.231	4.476

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.527	5.353	4.715
R3	5.208	5.034	4.628
R2	4.889	4.889	4.598
R1	4.715	4.715	4.569	4.643
PP	4.570	4.570	4.570	4.534
S1	4.396	4.396	4.511	4.324
S2	4.251	4.251	4.482
S3	3.932	4.077	4.452
S4	3.613	3.758	4.365

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.745	4.426	0.319	7.0%	0.130	2.9%	36%	False	True	5,860
10	4.745	4.234	0.511	11.3%	0.118	2.6%	60%	False	False	4,112
20	4.745	4.147	0.598	13.2%	0.120	2.6%	66%	False	False	3,616
40	4.745	4.043	0.702	15.5%	0.122	2.7%	71%	False	False	2,859

Crabel Price Patterns
NR	True
NR4	True
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	0.030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.035
2.618	4.846
1.618	4.730
1.000	4.658
0.618	4.614
HIGH	4.542
0.618	4.498
0.500	4.484
0.382	4.470
LOW	4.426
0.618	4.354
1.000	4.310
1.618	4.238
2.618	4.122
4.250	3.933

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	4.521	4.542
PP	4.503	4.541
S1	4.484	4.541

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

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