NYMEX Natural Gas Future June 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	4.087	4.032	-0.055	-1.3%	4.105
High	4.105	4.057	-0.048	-1.2%	4.172
Low	3.995	4.001	0.006	0.2%	3.995
Close	4.030	4.037	0.007	0.2%	4.037
Range	0.110	0.056	-0.054	-49.1%	0.177
ATR	0.116	0.112	-0.004	-3.7%	0.000
Volume	12,191	14,825	2,634	21.6%	75,305

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.200	4.174	4.068
R3	4.144	4.118	4.052
R2	4.088	4.088	4.047
R1	4.062	4.062	4.042	4.075
PP	4.032	4.032	4.032	4.038
S1	4.006	4.006	4.032	4.019
S2	3.976	3.976	4.027
S3	3.920	3.950	4.022
S4	3.864	3.894	4.006

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.599	4.495	4.134
R3	4.422	4.318	4.086
R2	4.245	4.245	4.069
R1	4.141	4.141	4.053	4.105
PP	4.068	4.068	4.068	4.050
S1	3.964	3.964	4.021	3.928
S2	3.891	3.891	4.005
S3	3.714	3.787	3.988
S4	3.537	3.610	3.940

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.172	3.995	0.177	4.4%	0.084	2.1%	24%	False	False	15,061
10	4.449	3.995	0.454	11.2%	0.101	2.5%	9%	False	False	19,415
20	4.850	3.995	0.855	21.2%	0.116	2.9%	5%	False	False	15,581
40	4.850	3.995	0.855	21.2%	0.117	2.9%	5%	False	False	11,019
60	4.850	3.995	0.855	21.2%	0.123	3.0%	5%	False	False	8,822
80	4.850	3.980	0.870	21.6%	0.125	3.1%	7%	False	False	7,158
100	4.850	3.942	0.908	22.5%	0.115	2.9%	10%	False	False	6,007

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	0.025
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	4.295
2.618	4.204
1.618	4.148
1.000	4.113
0.618	4.092
HIGH	4.057
0.618	4.036
0.500	4.029
0.382	4.022
LOW	4.001
0.618	3.966
1.000	3.945
1.618	3.910
2.618	3.854
4.250	3.763

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	4.034	4.081
PP	4.032	4.066
S1	4.029	4.052

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

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