NYMEX Natural Gas Future August 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	4.520	4.600	0.080	1.8%	4.675
High	4.576	4.600	0.024	0.5%	4.775
Low	4.460	4.493	0.033	0.7%	4.460
Close	4.573	4.571	-0.002	0.0%	4.573
Range	0.116	0.107	-0.009	-7.8%	0.315
ATR	0.129	0.128	-0.002	-1.2%	0.000
Volume	3,699	5,431	1,732	46.8%	13,721

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.876	4.830	4.630
R3	4.769	4.723	4.600
R2	4.662	4.662	4.591
R1	4.616	4.616	4.581	4.586
PP	4.555	4.555	4.555	4.539
S1	4.509	4.509	4.561	4.479
S2	4.448	4.448	4.551
S3	4.341	4.402	4.542
S4	4.234	4.295	4.512

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.548	5.375	4.746
R3	5.233	5.060	4.660
R2	4.918	4.918	4.631
R1	4.745	4.745	4.602	4.674
PP	4.603	4.603	4.603	4.567
S1	4.430	4.430	4.544	4.359
S2	4.288	4.288	4.515
S3	3.973	4.115	4.486
S4	3.658	3.800	4.400

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.775	4.460	0.315	6.9%	0.132	2.9%	35%	False	False	3,572
10	4.775	4.335	0.440	9.6%	0.119	2.6%	54%	False	False	2,353
20	4.775	4.194	0.581	12.7%	0.118	2.6%	65%	False	False	2,224
40	4.775	4.095	0.680	14.9%	0.116	2.5%	70%	False	False	2,032

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	True
Stretch	0.022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.055
2.618	4.880
1.618	4.773
1.000	4.707
0.618	4.666
HIGH	4.600
0.618	4.559
0.500	4.547
0.382	4.534
LOW	4.493
0.618	4.427
1.000	4.386
1.618	4.320
2.618	4.213
4.250	4.038

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	4.563	4.571
PP	4.555	4.571
S1	4.547	4.571

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

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