NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	3.955	3.968	0.013	0.3%	4.032
High	3.995	4.093	0.098	2.5%	4.118
Low	3.941	3.935	-0.006	-0.2%	3.934
Close	3.976	3.976	0.000	0.0%	3.976
Range	0.054	0.158	0.104	192.6%	0.184
ATR	0.117	0.120	0.003	2.5%	0.000
Volume	33,287	29,150	-4,137	-12.4%	203,971

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.475	4.384	4.063
R3	4.317	4.226	4.019
R2	4.159	4.159	4.005
R1	4.068	4.068	3.990	4.114
PP	4.001	4.001	4.001	4.024
S1	3.910	3.910	3.962	3.956
S2	3.843	3.843	3.947
S3	3.685	3.752	3.933
S4	3.527	3.594	3.889

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%	0.105	2.6%	23%	False	False	31,989
10	4.249	3.934	0.315	7.9%	0.103	2.6%	13%	False	False	58,297
20	4.660	3.934	0.726	18.3%	0.118	3.0%	6%	False	False	41,804
40	4.822	3.934	0.888	22.3%	0.124	3.1%	5%	False	False	29,477
60	4.822	3.934	0.888	22.3%	0.128	3.2%	5%	False	False	22,583
80	4.822	3.919	0.903	22.7%	0.130	3.3%	6%	False	False	18,209
100	4.822	3.882	0.940	23.6%	0.120	3.0%	10%	False	False	15,127
120	4.822	3.882	0.940	23.6%	0.114	2.9%	10%	False	False	12,967

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.765
2.618	4.507
1.618	4.349
1.000	4.251
0.618	4.191
HIGH	4.093
0.618	4.033
0.500	4.014
0.382	3.995
LOW	3.935
0.618	3.837
1.000	3.777
1.618	3.679
2.618	3.521
4.250	3.264

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	4.014	4.014
PP	4.001	4.001
S1	3.989	3.989

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

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