NYMEX Natural Gas Future May 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	4.056	4.107	0.051	1.3%	4.360
High	4.116	4.118	0.002	0.0%	4.364
Low	4.013	4.026	0.013	0.3%	4.037
Close	4.097	4.030	-0.067	-1.6%	4.052
Range	0.103	0.092	-0.011	-10.7%	0.327
ATR	0.125	0.122	-0.002	-1.9%	0.000
Volume	31,262	35,827	4,565	14.6%	398,908

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.334	4.274	4.081
R3	4.242	4.182	4.055
R2	4.150	4.150	4.047
R1	4.090	4.090	4.038	4.074
PP	4.058	4.058	4.058	4.050
S1	3.998	3.998	4.022	3.982
S2	3.966	3.966	4.013
S3	3.874	3.906	4.005
S4	3.782	3.814	3.979

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.132	4.919	4.232
R3	4.805	4.592	4.142
R2	4.478	4.478	4.112
R1	4.265	4.265	4.082	4.208
PP	4.151	4.151	4.151	4.123
S1	3.938	3.938	4.022	3.881
S2	3.824	3.824	3.992
S3	3.497	3.611	3.962
S4	3.170	3.284	3.872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.249	4.000	0.249	6.2%	0.102	2.5%	12%	False	False	63,365
10	4.543	4.000	0.543	13.5%	0.110	2.7%	6%	False	False	60,896
20	4.822	4.000	0.822	20.4%	0.125	3.1%	4%	False	False	40,660
40	4.822	4.000	0.822	20.4%	0.125	3.1%	4%	False	False	27,657
60	4.822	4.000	0.822	20.4%	0.129	3.2%	4%	False	False	21,284
80	4.822	3.882	0.940	23.3%	0.130	3.2%	16%	False	False	17,153
100	4.822	3.882	0.940	23.3%	0.118	2.9%	16%	False	False	14,254
120	4.822	3.882	0.940	23.3%	0.114	2.8%	16%	False	False	12,242

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	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.509
2.618	4.359
1.618	4.267
1.000	4.210
0.618	4.175
HIGH	4.118
0.618	4.083
0.500	4.072
0.382	4.061
LOW	4.026
0.618	3.969
1.000	3.934
1.618	3.877
2.618	3.785
4.250	3.635

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	4.072	4.059
PP	4.058	4.049
S1	4.044	4.040

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

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