NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 07-Mar-2011

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	3.944	3.917	-0.027	-0.7%	4.128
High	3.973	4.055	0.082	2.1%	4.234
Low	3.884	3.877	-0.007	-0.2%	3.884
Close	3.957	4.042	0.085	2.1%	3.957
Range	0.089	0.178	0.089	100.0%	0.350
ATR	0.119	0.123	0.004	3.5%	0.000
Volume	29,505	21,949	-7,556	-25.6%	120,126

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.525	4.462	4.140
R3	4.347	4.284	4.091
R2	4.169	4.169	4.075
R1	4.106	4.106	4.058	4.138
PP	3.991	3.991	3.991	4.007
S1	3.928	3.928	4.026	3.960
S2	3.813	3.813	4.009
S3	3.635	3.750	3.993
S4	3.457	3.572	3.944

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.075	4.866	4.150
R3	4.725	4.516	4.053
R2	4.375	4.375	4.021
R1	4.166	4.166	3.989	4.096
PP	4.025	4.025	4.025	3.990
S1	3.816	3.816	3.925	3.746
S2	3.675	3.675	3.893
S3	3.325	3.466	3.861
S4	2.975	3.116	3.765

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.182	3.877	0.305	7.5%	0.125	3.1%	54%	False	True	24,076
10	4.234	3.877	0.357	8.8%	0.135	3.3%	46%	False	True	19,326
20	4.449	3.877	0.572	14.2%	0.118	2.9%	29%	False	True	19,370
40	4.850	3.877	0.973	24.1%	0.121	3.0%	17%	False	True	14,659
60	4.850	3.877	0.973	24.1%	0.124	3.1%	17%	False	True	11,462
80	4.850	3.877	0.973	24.1%	0.126	3.1%	17%	False	True	9,325
100	4.850	3.877	0.973	24.1%	0.121	3.0%	17%	False	True	7,797
120	4.850	3.877	0.973	24.1%	0.115	2.8%	17%	False	True	6,728

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.812
2.618	4.521
1.618	4.343
1.000	4.233
0.618	4.165
HIGH	4.055
0.618	3.987
0.500	3.966
0.382	3.945
LOW	3.877
0.618	3.767
1.000	3.699
1.618	3.589
2.618	3.411
4.250	3.121

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	4.017	4.017
PP	3.991	3.991
S1	3.966	3.966

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

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