NYMEX Natural Gas Future April 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	4.420	4.370	-0.050	-1.1%	4.800
High	4.440	4.457	0.017	0.4%	4.800
Low	4.340	4.364	0.024	0.6%	4.272
Close	4.366	4.445	0.079	1.8%	4.340
Range	0.100	0.093	-0.007	-7.0%	0.528
ATR	0.146	0.143	-0.004	-2.6%	0.000
Volume	41,082	44,996	3,914	9.5%	202,735

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.701	4.666	4.496
R3	4.608	4.573	4.471
R2	4.515	4.515	4.462
R1	4.480	4.480	4.454	4.498
PP	4.422	4.422	4.422	4.431
S1	4.387	4.387	4.436	4.405
S2	4.329	4.329	4.428
S3	4.236	4.294	4.419
S4	4.143	4.201	4.394

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	4.505	4.272	0.233	5.2%	0.128	2.9%	74%	False	False	38,889
10	4.800	4.272	0.528	11.9%	0.146	3.3%	33%	False	False	40,912
20	4.800	4.272	0.528	11.9%	0.143	3.2%	33%	False	False	39,901
40	4.800	3.980	0.820	18.4%	0.146	3.3%	57%	False	False	31,818
60	4.800	3.879	0.921	20.7%	0.145	3.3%	61%	False	False	27,449
80	4.800	3.848	0.952	21.4%	0.136	3.1%	63%	False	False	23,682
100	4.800	3.848	0.952	21.4%	0.128	2.9%	63%	False	False	20,572
120	4.800	3.848	0.952	21.4%	0.120	2.7%	63%	False	False	18,085

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	4.852
2.618	4.700
1.618	4.607
1.000	4.550
0.618	4.514
HIGH	4.457
0.618	4.421
0.500	4.411
0.382	4.400
LOW	4.364
0.618	4.307
1.000	4.271
1.618	4.214
2.618	4.121
4.250	3.969

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	4.434	4.426
PP	4.422	4.407
S1	4.411	4.388

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

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