NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 20-Jan-2011

Day Change Summary
	Previous	Current
	19-Jan-2011	20-Jan-2011	Change	Change %	Previous Week
Open	4.662	4.738	0.076	1.6%	4.600
High	4.732	4.830	0.098	2.1%	4.706
Low	4.660	4.699	0.039	0.8%	4.493
Close	4.730	4.816	0.086	1.8%	4.670
Range	0.072	0.131	0.059	81.9%	0.213
ATR	0.121	0.121	0.001	0.6%	0.000
Volume	3,530	4,559	1,029	29.2%	23,084

Daily Pivots for day following 20-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.175	5.126	4.888
R3	5.044	4.995	4.852
R2	4.913	4.913	4.840
R1	4.864	4.864	4.828	4.889
PP	4.782	4.782	4.782	4.794
S1	4.733	4.733	4.804	4.758
S2	4.651	4.651	4.792
S3	4.520	4.602	4.780
S4	4.389	4.471	4.744

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	4.830	4.579	0.251	5.2%	0.100	2.1%	94%	True	False	4,198
10	4.830	4.460	0.370	7.7%	0.115	2.4%	96%	True	False	4,037
20	4.830	4.242	0.588	12.2%	0.110	2.3%	98%	True	False	2,868
40	4.830	4.194	0.636	13.2%	0.112	2.3%	98%	True	False	2,489

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.387
2.618	5.173
1.618	5.042
1.000	4.961
0.618	4.911
HIGH	4.830
0.618	4.780
0.500	4.765
0.382	4.749
LOW	4.699
0.618	4.618
1.000	4.568
1.618	4.487
2.618	4.356
4.250	4.142

Fisher Pivots for day following 20-Jan-2011
Pivot	1 day	3 day
R1	4.799	4.781
PP	4.782	4.747
S1	4.765	4.712

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

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