NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	3.884	4.009	0.125	3.2%	3.905
High	4.044	4.100	0.056	1.4%	4.044
Low	3.832	3.954	0.122	3.2%	3.822
Close	4.005	4.037	0.032	0.8%	4.005
Range	0.212	0.146	-0.066	-31.1%	0.222
ATR	0.130	0.131	0.001	0.9%	0.000
Volume	123,477	113,619	-9,858	-8.0%	302,931

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.468	4.399	4.117
R3	4.322	4.253	4.077
R2	4.176	4.176	4.064
R1	4.107	4.107	4.050	4.142
PP	4.030	4.030	4.030	4.048
S1	3.961	3.961	4.024	3.996
S2	3.884	3.884	4.010
S3	3.738	3.815	3.997
S4	3.592	3.669	3.957

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.623	4.536	4.127
R3	4.401	4.314	4.066
R2	4.179	4.179	4.046
R1	4.092	4.092	4.025	4.136
PP	3.957	3.957	3.957	3.979
S1	3.870	3.870	3.985	3.914
S2	3.735	3.735	3.964
S3	3.513	3.648	3.944
S4	3.291	3.426	3.883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.100	3.822	0.278	6.9%	0.152	3.8%	77%	True	False	83,310
10	4.100	3.822	0.278	6.9%	0.121	3.0%	77%	True	False	82,857
20	4.507	3.822	0.685	17.0%	0.122	3.0%	31%	False	False	77,177
40	4.800	3.822	0.978	24.2%	0.133	3.3%	22%	False	False	57,602
60	4.800	3.822	0.978	24.2%	0.138	3.4%	22%	False	False	46,240
80	4.800	3.822	0.978	24.2%	0.138	3.4%	22%	False	False	38,991
100	4.800	3.822	0.978	24.2%	0.133	3.3%	22%	False	False	33,519
120	4.800	3.822	0.978	24.2%	0.125	3.1%	22%	False	False	29,200

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	0.033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.721
2.618	4.482
1.618	4.336
1.000	4.246
0.618	4.190
HIGH	4.100
0.618	4.044
0.500	4.027
0.382	4.010
LOW	3.954
0.618	3.864
1.000	3.808
1.618	3.718
2.618	3.572
4.250	3.334

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	4.034	4.012
PP	4.030	3.986
S1	4.027	3.961

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

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