NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	4.074	4.066	-0.008	-0.2%	4.323
High	4.087	4.130	0.043	1.1%	4.496
Low	3.992	3.965	-0.027	-0.7%	4.287
Close	4.044	3.986	-0.058	-1.4%	4.310
Range	0.095	0.165	0.070	73.7%	0.209
ATR	0.145	0.146	0.001	1.0%	0.000
Volume	126,219	165,647	39,428	31.2%	573,400

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.522	4.419	4.077
R3	4.357	4.254	4.031
R2	4.192	4.192	4.016
R1	4.089	4.089	4.001	4.058
PP	4.027	4.027	4.027	4.012
S1	3.924	3.924	3.971	3.893
S2	3.862	3.862	3.956
S3	3.697	3.759	3.941
S4	3.532	3.594	3.895

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	4.369	3.965	0.404	10.1%	0.123	3.1%	5%	False	True	143,335
10	4.496	3.965	0.531	13.3%	0.128	3.2%	4%	False	True	128,048
20	4.823	3.965	0.858	21.5%	0.145	3.6%	2%	False	True	111,383
40	4.823	3.965	0.858	21.5%	0.147	3.7%	2%	False	True	75,725
60	4.823	3.957	0.866	21.7%	0.151	3.8%	3%	False	False	62,506
80	4.823	3.854	0.969	24.3%	0.148	3.7%	14%	False	False	51,347
100	4.823	3.854	0.969	24.3%	0.137	3.4%	14%	False	False	43,342
120	4.823	3.854	0.969	24.3%	0.131	3.3%	14%	False	False	37,520

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	0.028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.831
2.618	4.562
1.618	4.397
1.000	4.295
0.618	4.232
HIGH	4.130
0.618	4.067
0.500	4.048
0.382	4.028
LOW	3.965
0.618	3.863
1.000	3.800
1.618	3.698
2.618	3.533
4.250	3.264

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	4.048	4.048
PP	4.027	4.027
S1	4.007	4.007

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

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