NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	4.431	4.359	-0.072	-1.6%	4.323
High	4.496	4.369	-0.127	-2.8%	4.496
Low	4.326	4.287	-0.039	-0.9%	4.287
Close	4.356	4.310	-0.046	-1.1%	4.310
Range	0.170	0.082	-0.088	-51.8%	0.209
ATR	0.153	0.148	-0.005	-3.3%	0.000
Volume	138,648	94,808	-43,840	-31.6%	573,400

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.568	4.521	4.355
R3	4.486	4.439	4.333
R2	4.404	4.404	4.325
R1	4.357	4.357	4.318	4.340
PP	4.322	4.322	4.322	4.313
S1	4.275	4.275	4.302	4.258
S2	4.240	4.240	4.295
S3	4.158	4.193	4.287
S4	4.076	4.111	4.265

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.991	4.860	4.425
R3	4.782	4.651	4.367
R2	4.573	4.573	4.348
R1	4.442	4.442	4.329	4.403
PP	4.364	4.364	4.364	4.345
S1	4.233	4.233	4.291	4.194
S2	4.155	4.155	4.272
S3	3.946	4.024	4.253
S4	3.737	3.815	4.195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.496	4.287	0.209	4.8%	0.126	2.9%	11%	False	True	114,680
10	4.823	4.252	0.571	13.2%	0.153	3.6%	10%	False	False	106,026
20	4.823	4.252	0.571	13.2%	0.144	3.3%	10%	False	False	94,297
40	4.823	3.980	0.843	19.6%	0.151	3.5%	39%	False	False	67,695
60	4.823	3.890	0.933	21.6%	0.153	3.5%	45%	False	False	53,648
80	4.823	3.854	0.969	22.5%	0.145	3.4%	47%	False	False	44,352
100	4.823	3.854	0.969	22.5%	0.136	3.2%	47%	False	False	37,561
120	4.850	3.854	0.996	23.1%	0.130	3.0%	46%	False	False	32,469

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	4.718
2.618	4.584
1.618	4.502
1.000	4.451
0.618	4.420
HIGH	4.369
0.618	4.338
0.500	4.328
0.382	4.318
LOW	4.287
0.618	4.236
1.000	4.205
1.618	4.154
2.618	4.072
4.250	3.939

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	4.328	4.392
PP	4.322	4.364
S1	4.316	4.337

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

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