NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	4.003	4.048	0.045	1.1%	4.294
High	4.049	4.051	0.002	0.0%	4.309
Low	3.949	3.953	0.004	0.1%	3.962
Close	4.030	3.961	-0.069	-1.7%	3.977
Range	0.100	0.098	-0.002	-2.0%	0.347
ATR	0.130	0.128	-0.002	-1.8%	0.000
Volume	87,098	73,755	-13,343	-15.3%	503,461

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.282	4.220	4.015
R3	4.184	4.122	3.988
R2	4.086	4.086	3.979
R1	4.024	4.024	3.970	4.006
PP	3.988	3.988	3.988	3.980
S1	3.926	3.926	3.952	3.908
S2	3.890	3.890	3.943
S3	3.792	3.828	3.934
S4	3.694	3.730	3.907

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	6.4%	0.104	2.6%	13%	False	False	99,284
10	4.507	3.928	0.579	14.6%	0.114	2.9%	6%	False	False	87,257
20	4.800	3.928	0.872	22.0%	0.130	3.3%	4%	False	False	64,085
40	4.800	3.928	0.872	22.0%	0.133	3.4%	4%	False	False	46,255
60	4.800	3.928	0.872	22.0%	0.139	3.5%	4%	False	False	39,067
80	4.800	3.848	0.952	24.0%	0.140	3.5%	12%	False	False	33,326
100	4.800	3.848	0.952	24.0%	0.128	3.2%	12%	False	False	28,536
120	4.800	3.848	0.952	24.0%	0.124	3.1%	12%	False	False	24,947

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.468
2.618	4.308
1.618	4.210
1.000	4.149
0.618	4.112
HIGH	4.051
0.618	4.014
0.500	4.002
0.382	3.990
LOW	3.953
0.618	3.892
1.000	3.855
1.618	3.794
2.618	3.696
4.250	3.537

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	4.002	3.990
PP	3.988	3.980
S1	3.975	3.971

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

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