NYMEX Natural Gas Future May 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	4.065	4.122	0.057	1.4%	3.968
High	4.171	4.123	-0.048	-1.2%	4.106
Low	4.025	3.941	-0.084	-2.1%	3.894
Close	4.110	3.950	-0.160	-3.9%	4.073
Range	0.146	0.182	0.036	24.7%	0.212
ATR	0.128	0.132	0.004	3.0%	0.000
Volume	43,013	48,395	5,382	12.5%	112,181

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.551	4.432	4.050
R3	4.369	4.250	4.000
R2	4.187	4.187	3.983
R1	4.068	4.068	3.967	4.037
PP	4.005	4.005	4.005	3.989
S1	3.886	3.886	3.933	3.855
S2	3.823	3.823	3.917
S3	3.641	3.704	3.900
S4	3.459	3.522	3.850

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.660	4.579	4.190
R3	4.448	4.367	4.131
R2	4.236	4.236	4.112
R1	4.155	4.155	4.092	4.196
PP	4.024	4.024	4.024	4.045
S1	3.943	3.943	4.054	3.984
S2	3.812	3.812	4.034
S3	3.600	3.731	4.015
S4	3.388	3.519	3.956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.171	3.894	0.277	7.0%	0.155	3.9%	20%	False	False	34,887
10	4.171	3.894	0.277	7.0%	0.130	3.3%	20%	False	False	33,438
20	4.543	3.894	0.649	16.4%	0.119	3.0%	9%	False	False	45,774
40	4.822	3.894	0.928	23.5%	0.129	3.3%	6%	False	False	33,166
60	4.822	3.894	0.928	23.5%	0.130	3.3%	6%	False	False	24,898
80	4.822	3.894	0.928	23.5%	0.130	3.3%	6%	False	False	20,149
100	4.822	3.882	0.940	23.8%	0.124	3.1%	7%	False	False	16,732
120	4.822	3.882	0.940	23.8%	0.116	2.9%	7%	False	False	14,301

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	4.897
2.618	4.599
1.618	4.417
1.000	4.305
0.618	4.235
HIGH	4.123
0.618	4.053
0.500	4.032
0.382	4.011
LOW	3.941
0.618	3.829
1.000	3.759
1.618	3.647
2.618	3.465
4.250	3.168

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	4.032	4.035
PP	4.005	4.006
S1	3.977	3.978

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

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