NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	4.356	4.420	0.064	1.5%	4.800
High	4.470	4.440	-0.030	-0.7%	4.800
Low	4.305	4.340	0.035	0.8%	4.272
Close	4.431	4.366	-0.065	-1.5%	4.340
Range	0.165	0.100	-0.065	-39.4%	0.528
ATR	0.150	0.146	-0.004	-2.4%	0.000
Volume	28,665	41,082	12,417	43.3%	202,735

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.682	4.624	4.421
R3	4.582	4.524	4.394
R2	4.482	4.482	4.384
R1	4.424	4.424	4.375	4.403
PP	4.382	4.382	4.382	4.372
S1	4.324	4.324	4.357	4.303
S2	4.282	4.282	4.348
S3	4.182	4.224	4.339
S4	4.082	4.124	4.311

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	6.055	5.725	4.630
R3	5.527	5.197	4.485
R2	4.999	4.999	4.437
R1	4.669	4.669	4.388	4.570
PP	4.471	4.471	4.471	4.421
S1	4.141	4.141	4.292	4.042
S2	3.943	3.943	4.243
S3	3.415	3.613	4.195
S4	2.887	3.085	4.050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.539	4.272	0.267	6.1%	0.136	3.1%	35%	False	False	37,105
10	4.800	4.272	0.528	12.1%	0.151	3.5%	18%	False	False	39,343
20	4.800	4.272	0.528	12.1%	0.145	3.3%	18%	False	False	39,817
40	4.800	3.980	0.820	18.8%	0.146	3.3%	47%	False	False	31,155
60	4.800	3.879	0.921	21.1%	0.144	3.3%	53%	False	False	27,018
80	4.800	3.848	0.952	21.8%	0.136	3.1%	54%	False	False	23,261
100	4.800	3.848	0.952	21.8%	0.128	2.9%	54%	False	False	20,184
120	4.800	3.848	0.952	21.8%	0.120	2.7%	54%	False	False	17,776

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	4.865
2.618	4.702
1.618	4.602
1.000	4.540
0.618	4.502
HIGH	4.440
0.618	4.402
0.500	4.390
0.382	4.378
LOW	4.340
0.618	4.278
1.000	4.240
1.618	4.178
2.618	4.078
4.250	3.915

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	4.390	4.371
PP	4.382	4.369
S1	4.374	4.368

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

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