NYMEX Natural Gas Future April 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	4.370	4.460	0.090	2.1%	4.800
High	4.457	4.507	0.050	1.1%	4.800
Low	4.364	4.345	-0.019	-0.4%	4.272
Close	4.445	4.357	-0.088	-2.0%	4.340
Range	0.093	0.162	0.069	74.2%	0.528
ATR	0.143	0.144	0.001	1.0%	0.000
Volume	44,996	46,072	1,076	2.4%	202,735

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.889	4.785	4.446
R3	4.727	4.623	4.402
R2	4.565	4.565	4.387
R1	4.461	4.461	4.372	4.432
PP	4.403	4.403	4.403	4.389
S1	4.299	4.299	4.342	4.270
S2	4.241	4.241	4.327
S3	4.079	4.137	4.312
S4	3.917	3.975	4.268

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	4.507	4.272	0.235	5.4%	0.126	2.9%	36%	True	False	40,176
10	4.800	4.272	0.528	12.1%	0.147	3.4%	16%	False	False	42,358
20	4.800	4.272	0.528	12.1%	0.142	3.3%	16%	False	False	40,140
40	4.800	3.980	0.820	18.8%	0.146	3.4%	46%	False	False	32,153
60	4.800	3.879	0.921	21.1%	0.145	3.3%	52%	False	False	27,897
80	4.800	3.848	0.952	21.8%	0.137	3.2%	53%	False	False	24,132
100	4.800	3.848	0.952	21.8%	0.128	2.9%	53%	False	False	20,974
120	4.800	3.848	0.952	21.8%	0.121	2.8%	53%	False	False	18,425

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	0.029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.196
2.618	4.931
1.618	4.769
1.000	4.669
0.618	4.607
HIGH	4.507
0.618	4.445
0.500	4.426
0.382	4.407
LOW	4.345
0.618	4.245
1.000	4.183
1.618	4.083
2.618	3.921
4.250	3.657

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	4.426	4.424
PP	4.403	4.401
S1	4.380	4.379

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

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