NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	4.620	4.510	-0.110	-2.4%	4.890
High	4.634	4.535	-0.099	-2.1%	4.896
Low	4.500	4.445	-0.055	-1.2%	4.445
Close	4.508	4.507	-0.001	0.0%	4.507
Range	0.134	0.090	-0.044	-32.8%	0.451
ATR	0.126	0.123	-0.003	-2.0%	0.000
Volume	9,046	3,360	-5,686	-62.9%	25,865

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.766	4.726	4.557
R3	4.676	4.636	4.532
R2	4.586	4.586	4.524
R1	4.546	4.546	4.515	4.521
PP	4.496	4.496	4.496	4.483
S1	4.456	4.456	4.499	4.431
S2	4.406	4.406	4.491
S3	4.316	4.366	4.482
S4	4.226	4.276	4.458

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.969	5.689	4.755
R3	5.518	5.238	4.631
R2	5.067	5.067	4.590
R1	4.787	4.787	4.548	4.702
PP	4.616	4.616	4.616	4.573
S1	4.336	4.336	4.466	4.251
S2	4.165	4.165	4.424
S3	3.714	3.885	4.383
S4	3.263	3.434	4.259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.896	4.445	0.451	10.0%	0.120	2.7%	14%	False	True	5,173
10	4.896	4.445	0.451	10.0%	0.111	2.5%	14%	False	True	4,590
20	4.896	4.445	0.451	10.0%	0.114	2.5%	14%	False	True	4,015
40	4.896	4.194	0.702	15.6%	0.114	2.5%	45%	False	False	3,039

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	0.018
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.918
2.618	4.771
1.618	4.681
1.000	4.625
0.618	4.591
HIGH	4.535
0.618	4.501
0.500	4.490
0.382	4.479
LOW	4.445
0.618	4.389
1.000	4.355
1.618	4.299
2.618	4.209
4.250	4.063

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	4.501	4.556
PP	4.496	4.540
S1	4.490	4.523

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

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