NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	4.066	4.020	-0.046	-1.1%	4.042
High	4.082	4.158	0.076	1.9%	4.158
Low	3.960	3.961	0.001	0.0%	3.960
Close	4.007	4.133	0.126	3.1%	4.133
Range	0.122	0.197	0.075	61.5%	0.198
ATR	0.115	0.121	0.006	5.1%	0.000
Volume	9,210	17,391	8,181	88.8%	51,185

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.675	4.601	4.241
R3	4.478	4.404	4.187
R2	4.281	4.281	4.169
R1	4.207	4.207	4.151	4.244
PP	4.084	4.084	4.084	4.103
S1	4.010	4.010	4.115	4.047
S2	3.887	3.887	4.097
S3	3.690	3.813	4.079
S4	3.493	3.616	4.025

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.678	4.603	4.242
R3	4.480	4.405	4.187
R2	4.282	4.282	4.169
R1	4.207	4.207	4.151	4.245
PP	4.084	4.084	4.084	4.102
S1	4.009	4.009	4.115	4.047
S2	3.886	3.886	4.097
S3	3.688	3.811	4.079
S4	3.490	3.613	4.024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.158	3.960	0.198	4.8%	0.127	3.1%	87%	True	False	13,202
10	4.172	3.960	0.212	5.1%	0.106	2.6%	82%	False	False	15,622
20	4.596	3.960	0.636	15.4%	0.112	2.7%	27%	False	False	16,182
40	4.850	3.960	0.890	21.5%	0.122	2.9%	19%	False	False	11,989
60	4.850	3.960	0.890	21.5%	0.123	3.0%	19%	False	False	9,523
80	4.850	3.960	0.890	21.5%	0.124	3.0%	19%	False	False	7,689
100	4.850	3.942	0.908	22.0%	0.118	2.9%	21%	False	False	6,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	4.995
2.618	4.674
1.618	4.477
1.000	4.355
0.618	4.280
HIGH	4.158
0.618	4.083
0.500	4.060
0.382	4.036
LOW	3.961
0.618	3.839
1.000	3.764
1.618	3.642
2.618	3.445
4.250	3.124

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	4.109	4.108
PP	4.084	4.084
S1	4.060	4.059

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

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