NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 10-Mar-2011

Day Change Summary
	Previous	Current
	09-Mar-2011	10-Mar-2011	Change	Change %	Previous Week
Open	3.911	3.982	0.071	1.8%	4.065
High	4.002	3.995	-0.007	-0.2%	4.171
Low	3.897	3.855	-0.042	-1.1%	3.809
Close	3.986	3.892	-0.094	-2.4%	3.887
Range	0.105	0.140	0.035	33.3%	0.362
ATR	0.127	0.128	0.001	0.7%	0.000
Volume	64,050	71,195	7,145	11.2%	219,867

Daily Pivots for day following 10-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.334	4.253	3.969
R3	4.194	4.113	3.931
R2	4.054	4.054	3.918
R1	3.973	3.973	3.905	3.944
PP	3.914	3.914	3.914	3.899
S1	3.833	3.833	3.879	3.804
S2	3.774	3.774	3.866
S3	3.634	3.693	3.854
S4	3.494	3.553	3.815

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.042	4.826	4.086
R3	4.680	4.464	3.987
R2	4.318	4.318	3.953
R1	4.102	4.102	3.920	4.029
PP	3.956	3.956	3.956	3.919
S1	3.740	3.740	3.854	3.667
S2	3.594	3.594	3.821
S3	3.232	3.378	3.787
S4	2.870	3.016	3.688

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.021	3.805	0.216	5.5%	0.131	3.4%	40%	False	False	58,524
10	4.171	3.805	0.366	9.4%	0.139	3.6%	24%	False	False	50,725
20	4.249	3.805	0.444	11.4%	0.123	3.2%	20%	False	False	48,298
40	4.822	3.805	1.017	26.1%	0.125	3.2%	9%	False	False	39,321
60	4.822	3.805	1.017	26.1%	0.128	3.3%	9%	False	False	29,985
80	4.822	3.805	1.017	26.1%	0.130	3.3%	9%	False	False	24,381
100	4.822	3.805	1.017	26.1%	0.127	3.3%	9%	False	False	20,332
120	4.822	3.805	1.017	26.1%	0.118	3.0%	9%	False	False	17,386

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	0.035
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.590
2.618	4.362
1.618	4.222
1.000	4.135
0.618	4.082
HIGH	3.995
0.618	3.942
0.500	3.925
0.382	3.908
LOW	3.855
0.618	3.768
1.000	3.715
1.618	3.628
2.618	3.488
4.250	3.260

Fisher Pivots for day following 10-Mar-2011
Pivot	1 day	3 day
R1	3.925	3.938
PP	3.914	3.923
S1	3.903	3.907

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

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