NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 25-Jan-2011

Day Change Summary
	Previous	Current
	24-Jan-2011	25-Jan-2011	Change	Change %	Previous Week
Open	4.890	4.700	-0.190	-3.9%	4.700
High	4.896	4.700	-0.196	-4.0%	4.880
Low	4.723	4.600	-0.123	-2.6%	4.594
Close	4.740	4.655	-0.085	-1.8%	4.856
Range	0.173	0.100	-0.073	-42.2%	0.286
ATR	0.124	0.125	0.001	0.9%	0.000
Volume	5,615	2,883	-2,732	-48.7%	16,558

Daily Pivots for day following 25-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.952	4.903	4.710
R3	4.852	4.803	4.683
R2	4.752	4.752	4.673
R1	4.703	4.703	4.664	4.678
PP	4.652	4.652	4.652	4.639
S1	4.603	4.603	4.646	4.578
S2	4.552	4.552	4.637
S3	4.452	4.503	4.628
S4	4.352	4.403	4.600

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.635	5.531	5.013
R3	5.349	5.245	4.935
R2	5.063	5.063	4.908
R1	4.959	4.959	4.882	5.011
PP	4.777	4.777	4.777	4.803
S1	4.673	4.673	4.830	4.725
S2	4.491	4.491	4.804
S3	4.205	4.387	4.777
S4	3.919	4.101	4.699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.896	4.600	0.296	6.4%	0.115	2.5%	19%	False	True	4,351
10	4.896	4.520	0.376	8.1%	0.111	2.4%	36%	False	False	4,270
20	4.896	4.335	0.561	12.1%	0.115	2.5%	57%	False	False	3,312
40	4.896	4.194	0.702	15.1%	0.116	2.5%	66%	False	False	2,683

Crabel Price Patterns
NR	True
NR4	True
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.125
2.618	4.962
1.618	4.862
1.000	4.800
0.618	4.762
HIGH	4.700
0.618	4.662
0.500	4.650
0.382	4.638
LOW	4.600
0.618	4.538
1.000	4.500
1.618	4.438
2.618	4.338
4.250	4.175

Fisher Pivots for day following 25-Jan-2011
Pivot	1 day	3 day
R1	4.653	4.748
PP	4.652	4.717
S1	4.650	4.686

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

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