NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	4.351	4.431	0.080	1.8%	4.796
High	4.445	4.496	0.051	1.1%	4.823
Low	4.339	4.326	-0.013	-0.3%	4.252
Close	4.429	4.356	-0.073	-1.6%	4.323
Range	0.106	0.170	0.064	60.4%	0.571
ATR	0.152	0.153	0.001	0.9%	0.000
Volume	117,002	138,648	21,646	18.5%	486,863

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.903	4.799	4.450
R3	4.733	4.629	4.403
R2	4.563	4.563	4.387
R1	4.459	4.459	4.372	4.426
PP	4.393	4.393	4.393	4.376
S1	4.289	4.289	4.340	4.256
S2	4.223	4.223	4.325
S3	4.053	4.119	4.309
S4	3.883	3.949	4.263

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	4.496	4.252	0.244	5.6%	0.133	3.1%	43%	True	False	112,760
10	4.823	4.252	0.571	13.1%	0.157	3.6%	18%	False	False	105,296
20	4.823	4.252	0.571	13.1%	0.151	3.5%	18%	False	False	91,891
40	4.823	3.980	0.843	19.4%	0.155	3.6%	45%	False	False	67,281
60	4.823	3.890	0.933	21.4%	0.154	3.5%	50%	False	False	52,525
80	4.823	3.854	0.969	22.2%	0.145	3.3%	52%	False	False	43,302
100	4.823	3.854	0.969	22.2%	0.137	3.1%	52%	False	False	36,726
120	4.911	3.854	1.057	24.3%	0.130	3.0%	47%	False	False	31,701

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.219
2.618	4.941
1.618	4.771
1.000	4.666
0.618	4.601
HIGH	4.496
0.618	4.431
0.500	4.411
0.382	4.391
LOW	4.326
0.618	4.221
1.000	4.156
1.618	4.051
2.618	3.881
4.250	3.604

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	4.411	4.409
PP	4.393	4.391
S1	4.374	4.374

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

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