NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	4.700	4.662	-0.038	-0.8%	4.600
High	4.701	4.732	0.031	0.7%	4.706
Low	4.594	4.660	0.066	1.4%	4.493
Close	4.638	4.730	0.092	2.0%	4.670
Range	0.107	0.072	-0.035	-32.7%	0.213
ATR	0.123	0.121	-0.002	-1.7%	0.000
Volume	3,301	3,530	229	6.9%	23,084

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.923	4.899	4.770
R3	4.851	4.827	4.750
R2	4.779	4.779	4.743
R1	4.755	4.755	4.737	4.767
PP	4.707	4.707	4.707	4.714
S1	4.683	4.683	4.723	4.695
S2	4.635	4.635	4.717
S3	4.563	4.611	4.710
S4	4.491	4.539	4.690

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.262	5.179	4.787
R3	5.049	4.966	4.729
R2	4.836	4.836	4.709
R1	4.753	4.753	4.690	4.795
PP	4.623	4.623	4.623	4.644
S1	4.540	4.540	4.650	4.582
S2	4.410	4.410	4.631
S3	4.197	4.327	4.611
S4	3.984	4.114	4.553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.732	4.579	0.153	3.2%	0.091	1.9%	99%	True	False	4,103
10	4.732	4.460	0.272	5.8%	0.114	2.4%	99%	True	False	4,007
20	4.775	4.242	0.533	11.3%	0.110	2.3%	92%	False	False	2,855
40	4.775	4.194	0.581	12.3%	0.112	2.4%	92%	False	False	2,408

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	0.021
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5.038
2.618	4.920
1.618	4.848
1.000	4.804
0.618	4.776
HIGH	4.732
0.618	4.704
0.500	4.696
0.382	4.688
LOW	4.660
0.618	4.616
1.000	4.588
1.618	4.544
2.618	4.472
4.250	4.354

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	4.719	4.705
PP	4.707	4.680
S1	4.696	4.656

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

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