NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 12-Jan-2011

Day Change Summary
	Previous	Current
	11-Jan-2011	12-Jan-2011	Change	Change %	Previous Week
Open	4.534	4.644	0.110	2.4%	4.638
High	4.645	4.679	0.034	0.7%	4.745
Low	4.486	4.589	0.103	2.3%	4.426
Close	4.626	4.676	0.050	1.1%	4.540
Range	0.159	0.090	-0.069	-43.4%	0.319
ATR	0.132	0.129	-0.003	-2.3%	0.000
Volume	10,551	10,413	-138	-1.3%	29,304

Daily Pivots for day following 12-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.918	4.887	4.726
R3	4.828	4.797	4.701
R2	4.738	4.738	4.693
R1	4.707	4.707	4.684	4.723
PP	4.648	4.648	4.648	4.656
S1	4.617	4.617	4.668	4.633
S2	4.558	4.558	4.660
S3	4.468	4.527	4.651
S4	4.378	4.437	4.627

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	4.679	4.426	0.253	5.4%	0.132	2.8%	99%	True	False	8,866
10	4.745	4.380	0.365	7.8%	0.122	2.6%	81%	False	False	6,595
20	4.745	4.147	0.598	12.8%	0.120	2.6%	88%	False	False	4,773
40	4.745	4.100	0.645	13.8%	0.121	2.6%	89%	False	False	3,544

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.035
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.062
2.618	4.915
1.618	4.825
1.000	4.769
0.618	4.735
HIGH	4.679
0.618	4.645
0.500	4.634
0.382	4.623
LOW	4.589
0.618	4.533
1.000	4.499
1.618	4.443
2.618	4.353
4.250	4.207

Fisher Pivots for day following 12-Jan-2011
Pivot	1 day	3 day
R1	4.662	4.640
PP	4.648	4.605
S1	4.634	4.569

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

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