NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	4.117	4.022	-0.095	-2.3%	4.294
High	4.180	4.034	-0.146	-3.5%	4.309
Low	4.010	3.962	-0.048	-1.2%	3.962
Close	4.037	3.977	-0.060	-1.5%	3.977
Range	0.170	0.072	-0.098	-57.6%	0.347
ATR	0.141	0.136	-0.005	-3.3%	0.000
Volume	102,386	121,706	19,320	18.9%	503,461

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.207	4.164	4.017
R3	4.135	4.092	3.997
R2	4.063	4.063	3.990
R1	4.020	4.020	3.984	4.006
PP	3.991	3.991	3.991	3.984
S1	3.948	3.948	3.970	3.934
S2	3.919	3.919	3.964
S3	3.847	3.876	3.957
S4	3.775	3.804	3.937

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.124	4.897	4.168
R3	4.777	4.550	4.072
R2	4.430	4.430	4.041
R1	4.203	4.203	4.009	4.143
PP	4.083	4.083	4.083	4.053
S1	3.856	3.856	3.945	3.796
S2	3.736	3.736	3.913
S3	3.389	3.509	3.882
S4	3.042	3.162	3.786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.309	3.962	0.347	8.7%	0.125	3.1%	4%	False	True	100,692
10	4.507	3.962	0.545	13.7%	0.122	3.1%	3%	False	True	71,498
20	4.800	3.962	0.838	21.1%	0.136	3.4%	2%	False	True	55,435
40	4.800	3.962	0.838	21.1%	0.140	3.5%	2%	False	True	41,355
60	4.800	3.940	0.860	21.6%	0.143	3.6%	4%	False	False	35,314
80	4.800	3.848	0.952	23.9%	0.141	3.5%	14%	False	False	30,261
100	4.800	3.848	0.952	23.9%	0.128	3.2%	14%	False	False	26,010
120	4.800	3.848	0.952	23.9%	0.123	3.1%	14%	False	False	22,846

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	0.023
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	4.340
2.618	4.222
1.618	4.150
1.000	4.106
0.618	4.078
HIGH	4.034
0.618	4.006
0.500	3.998
0.382	3.990
LOW	3.962
0.618	3.918
1.000	3.890
1.618	3.846
2.618	3.774
4.250	3.656

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	3.998	4.071
PP	3.991	4.040
S1	3.984	4.008

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

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