NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	4.122	3.937	-0.185	-4.5%	3.968
High	4.123	3.960	-0.163	-4.0%	4.106
Low	3.941	3.871	-0.070	-1.8%	3.894
Close	3.950	3.894	-0.056	-1.4%	4.073
Range	0.182	0.089	-0.093	-51.1%	0.212
ATR	0.132	0.129	-0.003	-2.3%	0.000
Volume	48,395	50,843	2,448	5.1%	112,181

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.175	4.124	3.943
R3	4.086	4.035	3.918
R2	3.997	3.997	3.910
R1	3.946	3.946	3.902	3.927
PP	3.908	3.908	3.908	3.899
S1	3.857	3.857	3.886	3.838
S2	3.819	3.819	3.878
S3	3.730	3.768	3.870
S4	3.641	3.679	3.845

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	3.871	0.300	7.7%	0.151	3.9%	8%	False	True	39,670
10	4.171	3.871	0.300	7.7%	0.129	3.3%	8%	False	True	35,396
20	4.543	3.871	0.672	17.3%	0.119	3.1%	3%	False	True	47,308
40	4.822	3.871	0.951	24.4%	0.128	3.3%	2%	False	True	34,301
60	4.822	3.871	0.951	24.4%	0.130	3.3%	2%	False	True	25,591
80	4.822	3.871	0.951	24.4%	0.130	3.3%	2%	False	True	20,758
100	4.822	3.871	0.951	24.4%	0.124	3.2%	2%	False	True	17,205
120	4.822	3.871	0.951	24.4%	0.117	3.0%	2%	False	True	14,712

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.028
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.338
2.618	4.193
1.618	4.104
1.000	4.049
0.618	4.015
HIGH	3.960
0.618	3.926
0.500	3.916
0.382	3.905
LOW	3.871
0.618	3.816
1.000	3.782
1.618	3.727
2.618	3.638
4.250	3.493

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	3.916	4.021
PP	3.908	3.979
S1	3.901	3.936

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

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