NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	4.043	3.982	-0.061	-1.5%	4.128
High	4.081	4.061	-0.020	-0.5%	4.234
Low	3.963	3.957	-0.006	-0.2%	3.884
Close	3.986	4.046	0.060	1.5%	3.957
Range	0.118	0.104	-0.014	-11.9%	0.350
ATR	0.123	0.122	-0.001	-1.1%	0.000
Volume	41,228	33,890	-7,338	-17.8%	120,126

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.333	4.294	4.103
R3	4.229	4.190	4.075
R2	4.125	4.125	4.065
R1	4.086	4.086	4.056	4.106
PP	4.021	4.021	4.021	4.031
S1	3.982	3.982	4.036	4.002
S2	3.917	3.917	4.027
S3	3.813	3.878	4.017
S4	3.709	3.774	3.989

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	4.081	3.877	0.204	5.0%	0.117	2.9%	83%	False	False	30,774
10	4.234	3.877	0.357	8.8%	0.131	3.2%	47%	False	False	24,379
20	4.290	3.877	0.413	10.2%	0.115	2.8%	41%	False	False	20,780
40	4.850	3.877	0.973	24.0%	0.121	3.0%	17%	False	False	16,130
60	4.850	3.877	0.973	24.0%	0.124	3.1%	17%	False	False	12,505
80	4.850	3.877	0.973	24.0%	0.125	3.1%	17%	False	False	10,217
100	4.850	3.877	0.973	24.0%	0.122	3.0%	17%	False	False	8,514
120	4.850	3.877	0.973	24.0%	0.115	2.8%	17%	False	False	7,338

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.503
2.618	4.333
1.618	4.229
1.000	4.165
0.618	4.125
HIGH	4.061
0.618	4.021
0.500	4.009
0.382	3.997
LOW	3.957
0.618	3.893
1.000	3.853
1.618	3.789
2.618	3.685
4.250	3.515

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	4.034	4.024
PP	4.021	4.001
S1	4.009	3.979

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

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