NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	4.009	4.050	0.041	1.0%	3.905
High	4.100	4.056	-0.044	-1.1%	4.044
Low	3.954	3.856	-0.098	-2.5%	3.822
Close	4.037	3.862	-0.175	-4.3%	4.005
Range	0.146	0.200	0.054	37.0%	0.222
ATR	0.131	0.136	0.005	3.7%	0.000
Volume	113,619	128,788	15,169	13.4%	302,931

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.525	4.393	3.972
R3	4.325	4.193	3.917
R2	4.125	4.125	3.899
R1	3.993	3.993	3.880	3.959
PP	3.925	3.925	3.925	3.908
S1	3.793	3.793	3.844	3.759
S2	3.725	3.725	3.825
S3	3.525	3.593	3.807
S4	3.325	3.393	3.752

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	7.2%	0.159	4.1%	14%	False	False	109,067
10	4.100	3.822	0.278	7.2%	0.133	3.4%	14%	False	False	84,588
20	4.507	3.822	0.685	17.7%	0.123	3.2%	6%	False	False	82,184
40	4.800	3.822	0.978	25.3%	0.135	3.5%	4%	False	False	60,422
60	4.800	3.822	0.978	25.3%	0.138	3.6%	4%	False	False	47,964
80	4.800	3.822	0.978	25.3%	0.140	3.6%	4%	False	False	40,410
100	4.800	3.822	0.978	25.3%	0.134	3.5%	4%	False	False	34,744
120	4.800	3.822	0.978	25.3%	0.127	3.3%	4%	False	False	30,215

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	4.906
2.618	4.580
1.618	4.380
1.000	4.256
0.618	4.180
HIGH	4.056
0.618	3.980
0.500	3.956
0.382	3.932
LOW	3.856
0.618	3.732
1.000	3.656
1.618	3.532
2.618	3.332
4.250	3.006

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	3.956	3.966
PP	3.925	3.931
S1	3.893	3.897

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

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