NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	4.450	4.480	0.030	0.7%	4.440
High	4.554	4.517	-0.037	-0.8%	4.554
Low	4.443	4.464	0.021	0.5%	4.400
Close	4.479	4.498	0.019	0.4%	4.498
Range	0.111	0.053	-0.058	-52.3%	0.154
ATR
Volume	2,298	1,908	-390	-17.0%	7,229

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.652	4.628	4.527
R3	4.599	4.575	4.513
R2	4.546	4.546	4.508
R1	4.522	4.522	4.503	4.534
PP	4.493	4.493	4.493	4.499
S1	4.469	4.469	4.493	4.481
S2	4.440	4.440	4.488
S3	4.387	4.416	4.483
S4	4.334	4.363	4.469

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.946	4.876	4.583
R3	4.792	4.722	4.540
R2	4.638	4.638	4.526
R1	4.568	4.568	4.512	4.603
PP	4.484	4.484	4.484	4.502
S1	4.414	4.414	4.484	4.449
S2	4.330	4.330	4.470
S3	4.176	4.260	4.456
S4	4.022	4.106	4.413

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.554	4.292	0.262	5.8%	0.096	2.1%	79%	False	False	1,735
10	4.554	4.095	0.459	10.2%	0.110	2.5%	88%	False	False	1,668

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4.742
2.618	4.656
1.618	4.603
1.000	4.570
0.618	4.550
HIGH	4.517
0.618	4.497
0.500	4.491
0.382	4.484
LOW	4.464
0.618	4.431
1.000	4.411
1.618	4.378
2.618	4.325
4.250	4.239

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	4.496	4.497
PP	4.493	4.496
S1	4.491	4.495

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

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