NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	3.912	3.945	0.033	0.8%	3.976
High	3.969	3.954	-0.015	-0.4%	4.051
Low	3.862	3.822	-0.040	-1.0%	3.867
Close	3.936	3.872	-0.064	-1.6%	3.906
Range	0.107	0.132	0.025	23.4%	0.184
ATR	0.123	0.124	0.001	0.5%	0.000
Volume	76,333	103,121	26,788	35.1%	412,020

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.279	4.207	3.945
R3	4.147	4.075	3.908
R2	4.015	4.015	3.896
R1	3.943	3.943	3.884	3.913
PP	3.883	3.883	3.883	3.868
S1	3.811	3.811	3.860	3.781
S2	3.751	3.751	3.848
S3	3.619	3.679	3.836
S4	3.487	3.547	3.799

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.493	4.384	4.007
R3	4.309	4.200	3.957
R2	4.125	4.125	3.940
R1	4.016	4.016	3.923	3.979
PP	3.941	3.941	3.941	3.923
S1	3.832	3.832	3.889	3.795
S2	3.757	3.757	3.872
S3	3.573	3.648	3.855
S4	3.389	3.464	3.805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.030	3.822	0.208	5.4%	0.115	3.0%	24%	False	True	63,829
10	4.180	3.822	0.358	9.2%	0.110	2.8%	14%	False	True	81,556
20	4.507	3.822	0.685	17.7%	0.118	3.0%	7%	False	True	69,308
40	4.800	3.822	0.978	25.3%	0.130	3.3%	5%	False	True	52,406
60	4.800	3.822	0.978	25.3%	0.135	3.5%	5%	False	True	42,951
80	4.800	3.822	0.978	25.3%	0.139	3.6%	5%	False	True	36,567
100	4.800	3.822	0.978	25.3%	0.130	3.4%	5%	False	True	31,331
120	4.800	3.822	0.978	25.3%	0.124	3.2%	5%	False	True	27,336

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.515
2.618	4.300
1.618	4.168
1.000	4.086
0.618	4.036
HIGH	3.954
0.618	3.904
0.500	3.888
0.382	3.872
LOW	3.822
0.618	3.740
1.000	3.690
1.618	3.608
2.618	3.476
4.250	3.261

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	3.888	3.926
PP	3.883	3.908
S1	3.877	3.890

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

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