NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	4.322	4.323	0.001	0.0%	4.796
High	4.369	4.460	0.091	2.1%	4.823
Low	4.252	4.290	0.038	0.9%	4.252
Close	4.323	4.420	0.097	2.2%	4.323
Range	0.117	0.170	0.053	45.3%	0.571
ATR	0.158	0.159	0.001	0.5%	0.000
Volume	85,211	130,028	44,817	52.6%	486,863

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.900	4.830	4.514
R3	4.730	4.660	4.467
R2	4.560	4.560	4.451
R1	4.490	4.490	4.436	4.525
PP	4.390	4.390	4.390	4.408
S1	4.320	4.320	4.404	4.355
S2	4.220	4.220	4.389
S3	4.050	4.150	4.373
S4	3.880	3.980	4.327

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	6.179	5.822	4.637
R3	5.608	5.251	4.480
R2	5.037	5.037	4.428
R1	4.680	4.680	4.375	4.573
PP	4.466	4.466	4.466	4.413
S1	4.109	4.109	4.271	4.002
S2	3.895	3.895	4.218
S3	3.324	3.538	4.166
S4	2.753	2.967	4.009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.636	4.252	0.384	8.7%	0.164	3.7%	44%	False	False	107,778
10	4.823	4.252	0.571	12.9%	0.165	3.7%	29%	False	False	98,447
20	4.823	4.252	0.571	12.9%	0.155	3.5%	29%	False	False	82,024
40	4.823	3.980	0.843	19.1%	0.155	3.5%	52%	False	False	60,915
60	4.823	3.890	0.933	21.1%	0.153	3.5%	57%	False	False	47,935
80	4.823	3.854	0.969	21.9%	0.145	3.3%	58%	False	False	39,533
100	4.823	3.854	0.969	21.9%	0.136	3.1%	58%	False	False	33,594
120	4.914	3.854	1.060	24.0%	0.129	2.9%	53%	False	False	28,945

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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.183
2.618	4.905
1.618	4.735
1.000	4.630
0.618	4.565
HIGH	4.460
0.618	4.395
0.500	4.375
0.382	4.355
LOW	4.290
0.618	4.185
1.000	4.120
1.618	4.015
2.618	3.845
4.250	3.568

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	4.405	4.405
PP	4.390	4.390
S1	4.375	4.376

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

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