NYMEX Natural Gas Future August 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	4.750	4.681	-0.069	-1.5%	4.300
High	4.775	4.681	-0.094	-2.0%	4.600
Low	4.652	4.558	-0.094	-2.0%	4.285
Close	4.744	4.572	-0.172	-3.6%	4.579
Range	0.123	0.123	0.000	0.0%	0.315
ATR	0.121	0.126	0.005	3.8%	0.000
Volume	2,274	4,255	1,981	87.1%	5,526

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.973	4.895	4.640
R3	4.850	4.772	4.606
R2	4.727	4.727	4.595
R1	4.649	4.649	4.583	4.627
PP	4.604	4.604	4.604	4.592
S1	4.526	4.526	4.561	4.504
S2	4.481	4.481	4.549
S3	4.358	4.403	4.538
S4	4.235	4.280	4.504

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.433	5.321	4.752
R3	5.118	5.006	4.666
R2	4.803	4.803	4.637
R1	4.691	4.691	4.608	4.747
PP	4.488	4.488	4.488	4.516
S1	4.376	4.376	4.550	4.432
S2	4.173	4.173	4.521
S3	3.858	4.061	4.492
S4	3.543	3.746	4.406

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.775	4.421	0.354	7.7%	0.108	2.4%	43%	False	False	1,940
10	4.775	4.242	0.533	11.7%	0.106	2.3%	62%	False	False	1,699
20	4.775	4.194	0.581	12.7%	0.118	2.6%	65%	False	False	2,135

Crabel Price Patterns
NR	False
NR4	False
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	0.018

Fibonacci Retracements and Extensions
4.250	5.204
2.618	5.003
1.618	4.880
1.000	4.804
0.618	4.757
HIGH	4.681
0.618	4.634
0.500	4.620
0.382	4.605
LOW	4.558
0.618	4.482
1.000	4.435
1.618	4.359
2.618	4.236
4.250	4.035

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	4.620	4.667
PP	4.604	4.635
S1	4.588	4.604

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

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