NYMEX Natural Gas Future May 2011

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

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	4.003	3.952	-0.051	-1.3%	3.968
High	4.025	4.106	0.081	2.0%	4.106
Low	3.894	3.898	0.004	0.1%	3.894
Close	3.940	4.073	0.133	3.4%	4.073
Range	0.131	0.208	0.077	58.8%	0.212
ATR	0.120	0.126	0.006	5.2%	0.000
Volume	22,089	34,010	11,921	54.0%	112,181

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.650	4.569	4.187
R3	4.442	4.361	4.130
R2	4.234	4.234	4.111
R1	4.153	4.153	4.092	4.194
PP	4.026	4.026	4.026	4.046
S1	3.945	3.945	4.054	3.986
S2	3.818	3.818	4.035
S3	3.610	3.737	4.016
S4	3.402	3.529	3.959

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.660	4.579	4.190
R3	4.448	4.367	4.131
R2	4.236	4.236	4.112
R1	4.155	4.155	4.092	4.196
PP	4.024	4.024	4.024	4.045
S1	3.943	3.943	4.054	3.984
S2	3.812	3.812	4.034
S3	3.600	3.731	4.015
S4	3.388	3.519	3.956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.106	3.894	0.212	5.2%	0.132	3.2%	84%	True	False	29,093
10	4.118	3.894	0.224	5.5%	0.112	2.7%	80%	False	False	40,724
20	4.543	3.894	0.649	15.9%	0.116	2.9%	28%	False	False	42,902
40	4.822	3.894	0.928	22.8%	0.126	3.1%	19%	False	False	31,202
60	4.822	3.894	0.928	22.8%	0.128	3.2%	19%	False	False	23,609
80	4.822	3.894	0.928	22.8%	0.129	3.2%	19%	False	False	19,090
100	4.822	3.882	0.940	23.1%	0.122	3.0%	20%	False	False	15,879
120	4.822	3.882	0.940	23.1%	0.115	2.8%	20%	False	False	13,576

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	4.990
2.618	4.651
1.618	4.443
1.000	4.314
0.618	4.235
HIGH	4.106
0.618	4.027
0.500	4.002
0.382	3.977
LOW	3.898
0.618	3.769
1.000	3.690
1.618	3.561
2.618	3.353
4.250	3.014

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	4.049	4.049
PP	4.026	4.024
S1	4.002	4.000

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

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