NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	3.976	4.003	0.027	0.7%	4.294
High	4.009	4.049	0.040	1.0%	4.309
Low	3.928	3.949	0.021	0.5%	3.962
Close	3.991	4.030	0.039	1.0%	3.977
Range	0.081	0.100	0.019	23.5%	0.347
ATR	0.132	0.130	-0.002	-1.7%	0.000
Volume	111,476	87,098	-24,378	-21.9%	503,461

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.309	4.270	4.085
R3	4.209	4.170	4.058
R2	4.109	4.109	4.048
R1	4.070	4.070	4.039	4.090
PP	4.009	4.009	4.009	4.019
S1	3.970	3.970	4.021	3.990
S2	3.909	3.909	4.012
S3	3.809	3.870	4.003
S4	3.709	3.770	3.975

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.124	4.897	4.168
R3	4.777	4.550	4.072
R2	4.430	4.430	4.041
R1	4.203	4.203	4.009	4.143
PP	4.083	4.083	4.083	4.053
S1	3.856	3.856	3.945	3.796
S2	3.736	3.736	3.913
S3	3.389	3.509	3.882
S4	3.042	3.162	3.786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.180	3.928	0.252	6.3%	0.106	2.6%	40%	False	False	106,887
10	4.507	3.928	0.579	14.4%	0.114	2.8%	18%	False	False	84,381
20	4.800	3.928	0.872	21.6%	0.132	3.3%	12%	False	False	61,862
40	4.800	3.928	0.872	21.6%	0.136	3.4%	12%	False	False	45,029
60	4.800	3.928	0.872	21.6%	0.140	3.5%	12%	False	False	38,110
80	4.800	3.848	0.952	23.6%	0.140	3.5%	19%	False	False	32,546
100	4.800	3.848	0.952	23.6%	0.128	3.2%	19%	False	False	27,871
120	4.800	3.848	0.952	23.6%	0.123	3.1%	19%	False	False	24,402

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.474
2.618	4.311
1.618	4.211
1.000	4.149
0.618	4.111
HIGH	4.049
0.618	4.011
0.500	3.999
0.382	3.987
LOW	3.949
0.618	3.887
1.000	3.849
1.618	3.787
2.618	3.687
4.250	3.524

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	4.020	4.016
PP	4.009	4.002
S1	3.999	3.989

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

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