NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	4.417	4.351	-0.066	-1.5%	4.796
High	4.425	4.445	0.020	0.5%	4.823
Low	4.321	4.339	0.018	0.4%	4.252
Close	4.347	4.429	0.082	1.9%	4.323
Range	0.104	0.106	0.002	1.9%	0.571
ATR	0.155	0.152	-0.004	-2.3%	0.000
Volume	92,914	117,002	24,088	25.9%	486,863

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.722	4.682	4.487
R3	4.616	4.576	4.458
R2	4.510	4.510	4.448
R1	4.470	4.470	4.439	4.490
PP	4.404	4.404	4.404	4.415
S1	4.364	4.364	4.419	4.384
S2	4.298	4.298	4.410
S3	4.192	4.258	4.400
S4	4.086	4.152	4.371

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	4.499	4.252	0.247	5.6%	0.137	3.1%	72%	False	False	110,460
10	4.823	4.252	0.571	12.9%	0.156	3.5%	31%	False	False	102,842
20	4.823	4.252	0.571	12.9%	0.152	3.4%	31%	False	False	87,414
40	4.823	3.980	0.843	19.0%	0.155	3.5%	53%	False	False	64,818
60	4.823	3.890	0.933	21.1%	0.153	3.5%	58%	False	False	50,699
80	4.823	3.854	0.969	21.9%	0.144	3.3%	59%	False	False	41,760
100	4.823	3.854	0.969	21.9%	0.136	3.1%	59%	False	False	35,428
120	4.914	3.854	1.060	23.9%	0.129	2.9%	54%	False	False	30,587

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.896
2.618	4.723
1.618	4.617
1.000	4.551
0.618	4.511
HIGH	4.445
0.618	4.405
0.500	4.392
0.382	4.379
LOW	4.339
0.618	4.273
1.000	4.233
1.618	4.167
2.618	4.061
4.250	3.889

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	4.417	4.411
PP	4.404	4.393
S1	4.392	4.375

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

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