NYMEX Natural Gas Future December 2010

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Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary Previous Current 01-Mar-2010 02-Mar-2010 Change Change % Previous Week Open 5.883 5.838 -0.045 -0.8% 5.966 High 5.953 5.840 -0.113 -1.9% 5.966 Low 5.796 5.778 -0.018 -0.3% 5.824 Close 5.807 5.795 -0.012 -0.2% 5.910 Range 0.157 0.062 -0.095 -60.5% 0.142 ATR 0.131 0.126 -0.005 -3.8% 0.000 Volume 1,556 3,431 1,875 120.5% 10,075
Daily Pivots for day following 02-Mar-2010 Classic Woodie Camarilla DeMark R4 5.990 5.955 5.829 R3 5.928 5.893 5.812 R2 5.866 5.866 5.806 R1 5.831 5.831 5.801 5.818 PP 5.804 5.804 5.804 5.798 S1 5.769 5.769 5.789 5.756 S2 5.742 5.742 5.784 S3 5.680 5.707 5.778 S4 5.618 5.645 5.761	Weekly Pivots for week ending 26-Feb-2010 Classic Woodie Camarilla DeMark R4 6.326 6.260 5.988 R3 6.184 6.118 5.949 R2 6.042 6.042 5.936 R1 5.976 5.976 5.923 5.938 PP 5.900 5.900 5.900 5.881 S1 5.834 5.834 5.897 5.796 S2 5.758 5.758 5.884 S3 5.616 5.692 5.871 S4 5.474 5.550 5.832
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 5.953 5.778 0.175 3.0% 0.096 1.7% 10% False True 2,104 10 6.339 5.778 0.561 9.7% 0.103 1.8% 3% False True 2,176 20 6.573 5.778 0.795 13.7% 0.122 2.1% 2% False True 1,875
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 0.011 Narrowest range in 9 trading days	Fibonacci Retracements and Extensions 4.250 6.104 2.618 6.002 1.618 5.940 1.000 5.902 0.618 5.878 HIGH 5.840 0.618 5.816 0.500 5.809 0.382 5.802 LOW 5.778 0.618 5.740 1.000 5.716 1.618 5.678 2.618 5.616 4.250 5.515
Fisher Pivots for day following 02-Mar-2010 Pivot 1 day 3 day R1 5.809 5.866 PP 5.804 5.842 S1 5.800 5.819

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