NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	4.466	4.520	0.054	1.2%	4.638
High	4.542	4.565	0.023	0.5%	4.745
Low	4.426	4.459	0.033	0.7%	4.426
Close	4.540	4.538	-0.002	0.0%	4.540
Range	0.116	0.106	-0.010	-8.6%	0.319
ATR	0.132	0.130	-0.002	-1.4%	0.000
Volume	8,168	10,754	2,586	31.7%	29,304

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.839	4.794	4.596
R3	4.733	4.688	4.567
R2	4.627	4.627	4.557
R1	4.582	4.582	4.548	4.605
PP	4.521	4.521	4.521	4.532
S1	4.476	4.476	4.528	4.499
S2	4.415	4.415	4.519
S3	4.309	4.370	4.509
S4	4.203	4.264	4.480

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%	0.134	2.9%	35%	False	False	7,540
10	4.745	4.290	0.455	10.0%	0.120	2.6%	55%	False	False	4,982
20	4.745	4.147	0.598	13.2%	0.121	2.7%	65%	False	False	3,961
40	4.745	4.043	0.702	15.5%	0.121	2.7%	71%	False	False	3,092

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	5.016
2.618	4.843
1.618	4.737
1.000	4.671
0.618	4.631
HIGH	4.565
0.618	4.525
0.500	4.512
0.382	4.499
LOW	4.459
0.618	4.393
1.000	4.353
1.618	4.287
2.618	4.181
4.250	4.009

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	4.529	4.538
PP	4.521	4.538
S1	4.512	4.538

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

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