NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	4.020	3.955	-0.065	-1.6%	4.032
High	4.050	3.995	-0.055	-1.4%	4.118
Low	3.934	3.941	0.007	0.2%	3.934
Close	3.968	3.976	0.008	0.2%	3.976
Range	0.116	0.054	-0.062	-53.4%	0.184
ATR	0.122	0.117	-0.005	-4.0%	0.000
Volume	30,419	33,287	2,868	9.4%	203,971

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.133	4.108	4.006
R3	4.079	4.054	3.991
R2	4.025	4.025	3.986
R1	4.000	4.000	3.981	4.013
PP	3.971	3.971	3.971	3.977
S1	3.946	3.946	3.971	3.959
S2	3.917	3.917	3.966
S3	3.863	3.892	3.961
S4	3.809	3.838	3.946

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.561	4.453	4.077
R3	4.377	4.269	4.027
R2	4.193	4.193	4.010
R1	4.085	4.085	3.993	4.047
PP	4.009	4.009	4.009	3.991
S1	3.901	3.901	3.959	3.863
S2	3.825	3.825	3.942
S3	3.641	3.717	3.925
S4	3.457	3.533	3.875

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%	0.088	2.2%	23%	False	False	40,794
10	4.364	3.934	0.430	10.8%	0.104	2.6%	10%	False	False	60,287
20	4.822	3.934	0.888	22.3%	0.121	3.0%	5%	False	False	41,712
40	4.822	3.934	0.888	22.3%	0.122	3.1%	5%	False	False	28,933
60	4.822	3.934	0.888	22.3%	0.128	3.2%	5%	False	False	22,192
80	4.822	3.919	0.903	22.7%	0.129	3.3%	6%	False	False	17,884
100	4.822	3.882	0.940	23.6%	0.119	3.0%	10%	False	False	14,848
120	4.822	3.882	0.940	23.6%	0.113	2.8%	10%	False	False	12,739

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Narrowest range in 85 trading days

Fibonacci Retracements and Extensions
4.250	4.225
2.618	4.136
1.618	4.082
1.000	4.049
0.618	4.028
HIGH	3.995
0.618	3.974
0.500	3.968
0.382	3.962
LOW	3.941
0.618	3.908
1.000	3.887
1.618	3.854
2.618	3.800
4.250	3.712

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	3.973	4.026
PP	3.971	4.009
S1	3.968	3.993

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

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