NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	4.107	4.020	-0.087	-2.1%	4.360
High	4.118	4.050	-0.068	-1.7%	4.364
Low	4.026	3.934	-0.092	-2.3%	4.037
Close	4.030	3.968	-0.062	-1.5%	4.052
Range	0.092	0.116	0.024	26.1%	0.327
ATR	0.122	0.122	0.000	-0.4%	0.000
Volume	35,827	30,419	-5,408	-15.1%	398,908

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.332	4.266	4.032
R3	4.216	4.150	4.000
R2	4.100	4.100	3.989
R1	4.034	4.034	3.979	4.009
PP	3.984	3.984	3.984	3.972
S1	3.918	3.918	3.957	3.893
S2	3.868	3.868	3.947
S3	3.752	3.802	3.936
S4	3.636	3.686	3.904

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	4.118	3.934	0.184	4.6%	0.092	2.3%	18%	False	True	52,356
10	4.434	3.934	0.500	12.6%	0.106	2.7%	7%	False	True	60,360
20	4.822	3.934	0.888	22.4%	0.123	3.1%	4%	False	True	41,356
40	4.822	3.934	0.888	22.4%	0.125	3.1%	4%	False	True	28,250
60	4.822	3.934	0.888	22.4%	0.128	3.2%	4%	False	True	21,715
80	4.822	3.919	0.903	22.8%	0.130	3.3%	5%	False	False	17,500
100	4.822	3.882	0.940	23.7%	0.119	3.0%	9%	False	False	14,545
120	4.822	3.882	0.940	23.7%	0.114	2.9%	9%	False	False	12,478

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.543
2.618	4.354
1.618	4.238
1.000	4.166
0.618	4.122
HIGH	4.050
0.618	4.006
0.500	3.992
0.382	3.978
LOW	3.934
0.618	3.862
1.000	3.818
1.618	3.746
2.618	3.630
4.250	3.441

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	3.992	4.026
PP	3.984	4.007
S1	3.976	3.987

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

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