NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	4.294	4.155	-0.139	-3.2%	4.356
High	4.309	4.158	-0.151	-3.5%	4.507
Low	4.136	4.056	-0.080	-1.9%	4.305
Close	4.140	4.072	-0.068	-1.6%	4.342
Range	0.173	0.102	-0.071	-41.0%	0.202
ATR	0.144	0.141	-0.003	-2.1%	0.000
Volume	61,879	105,717	43,838	70.8%	211,526

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.401	4.339	4.128
R3	4.299	4.237	4.100
R2	4.197	4.197	4.091
R1	4.135	4.135	4.081	4.115
PP	4.095	4.095	4.095	4.086
S1	4.033	4.033	4.063	4.013
S2	3.993	3.993	4.053
S3	3.891	3.931	4.044
S4	3.789	3.829	4.016

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.991	4.868	4.453
R3	4.789	4.666	4.398
R2	4.587	4.587	4.379
R1	4.464	4.464	4.361	4.425
PP	4.385	4.385	4.385	4.365
S1	4.262	4.262	4.323	4.223
S2	4.183	4.183	4.305
S3	3.981	4.060	4.286
S4	3.779	3.858	4.231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.507	4.056	0.451	11.1%	0.122	3.0%	4%	False	True	61,875
10	4.539	4.056	0.483	11.9%	0.129	3.2%	3%	False	True	49,490
20	4.800	4.056	0.744	18.3%	0.137	3.4%	2%	False	True	44,294
40	4.800	3.980	0.820	20.1%	0.142	3.5%	11%	False	False	34,754
60	4.800	3.879	0.921	22.6%	0.143	3.5%	21%	False	False	30,514
80	4.800	3.848	0.952	23.4%	0.139	3.4%	24%	False	False	26,475
100	4.800	3.848	0.952	23.4%	0.128	3.1%	24%	False	False	22,930
120	4.800	3.848	0.952	23.4%	0.122	3.0%	24%	False	False	20,142

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.592
2.618	4.425
1.618	4.323
1.000	4.260
0.618	4.221
HIGH	4.158
0.618	4.119
0.500	4.107
0.382	4.095
LOW	4.056
0.618	3.993
1.000	3.954
1.618	3.891
2.618	3.789
4.250	3.623

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	4.107	4.222
PP	4.095	4.172
S1	4.084	4.122

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

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