NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	4.700	4.654	-0.046	-1.0%	4.700
High	4.700	4.667	-0.033	-0.7%	4.880
Low	4.600	4.566	-0.034	-0.7%	4.594
Close	4.655	4.662	0.007	0.2%	4.856
Range	0.100	0.101	0.001	1.0%	0.286
ATR	0.125	0.123	-0.002	-1.4%	0.000
Volume	2,883	4,961	2,078	72.1%	16,558

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.935	4.899	4.718
R3	4.834	4.798	4.690
R2	4.733	4.733	4.681
R1	4.697	4.697	4.671	4.715
PP	4.632	4.632	4.632	4.641
S1	4.596	4.596	4.653	4.614
S2	4.531	4.531	4.643
S3	4.430	4.495	4.634
S4	4.329	4.394	4.606

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	4.566	0.330	7.1%	0.121	2.6%	29%	False	True	4,637
10	4.896	4.566	0.330	7.1%	0.106	2.3%	29%	False	True	4,370
20	4.896	4.400	0.496	10.6%	0.113	2.4%	53%	False	False	3,531
40	4.896	4.194	0.702	15.1%	0.113	2.4%	67%	False	False	2,804

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.096
2.618	4.931
1.618	4.830
1.000	4.768
0.618	4.729
HIGH	4.667
0.618	4.628
0.500	4.617
0.382	4.605
LOW	4.566
0.618	4.504
1.000	4.465
1.618	4.403
2.618	4.302
4.250	4.137

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	4.647	4.731
PP	4.632	4.708
S1	4.617	4.685

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

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