NYMEX Natural Gas Future April 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	4.116	4.117	0.001	0.0%	4.356
High	4.124	4.180	0.056	1.4%	4.507
Low	4.018	4.010	-0.008	-0.2%	4.305
Close	4.083	4.037	-0.046	-1.1%	4.342
Range	0.106	0.170	0.064	60.4%	0.202
ATR	0.139	0.141	0.002	1.6%	0.000
Volume	111,773	102,386	-9,387	-8.4%	211,526

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.586	4.481	4.131
R3	4.416	4.311	4.084
R2	4.246	4.246	4.068
R1	4.141	4.141	4.053	4.109
PP	4.076	4.076	4.076	4.059
S1	3.971	3.971	4.021	3.939
S2	3.906	3.906	4.006
S3	3.736	3.801	3.990
S4	3.566	3.631	3.944

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	4.387	4.010	0.377	9.3%	0.126	3.1%	7%	False	True	86,493
10	4.507	4.010	0.497	12.3%	0.126	3.1%	5%	False	True	63,335
20	4.800	4.010	0.790	19.6%	0.138	3.4%	3%	False	True	51,481
40	4.800	3.980	0.820	20.3%	0.140	3.5%	7%	False	False	38,873
60	4.800	3.938	0.862	21.4%	0.144	3.6%	11%	False	False	33,524
80	4.800	3.848	0.952	23.6%	0.140	3.5%	20%	False	False	28,858
100	4.800	3.848	0.952	23.6%	0.128	3.2%	20%	False	False	24,866
120	4.800	3.848	0.952	23.6%	0.123	3.0%	20%	False	False	21,861

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	0.025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.903
2.618	4.625
1.618	4.455
1.000	4.350
0.618	4.285
HIGH	4.180
0.618	4.115
0.500	4.095
0.382	4.075
LOW	4.010
0.618	3.905
1.000	3.840
1.618	3.735
2.618	3.565
4.250	3.288

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	4.095	4.095
PP	4.076	4.076
S1	4.056	4.056

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

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