NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	4.585	4.580	-0.005	-0.1%	4.890
High	4.624	4.590	-0.034	-0.7%	4.896
Low	4.476	4.507	0.031	0.7%	4.445
Close	4.588	4.533	-0.055	-1.2%	4.507
Range	0.148	0.083	-0.065	-43.9%	0.451
ATR	0.125	0.122	-0.003	-2.4%	0.000
Volume	2,972	4,118	1,146	38.6%	25,865

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.792	4.746	4.579
R3	4.709	4.663	4.556
R2	4.626	4.626	4.548
R1	4.580	4.580	4.541	4.562
PP	4.543	4.543	4.543	4.534
S1	4.497	4.497	4.525	4.479
S2	4.460	4.460	4.518
S3	4.377	4.414	4.510
S4	4.294	4.331	4.487

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.969	5.689	4.755
R3	5.518	5.238	4.631
R2	5.067	5.067	4.590
R1	4.787	4.787	4.548	4.702
PP	4.616	4.616	4.616	4.573
S1	4.336	4.336	4.466	4.251
S2	4.165	4.165	4.424
S3	3.714	3.885	4.383
S4	3.263	3.434	4.259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.667	4.445	0.222	4.9%	0.111	2.5%	40%	False	False	4,891
10	4.896	4.445	0.451	9.9%	0.113	2.5%	20%	False	False	4,621
20	4.896	4.445	0.451	9.9%	0.116	2.6%	20%	False	False	4,251
40	4.896	4.194	0.702	15.5%	0.116	2.6%	48%	False	False	3,132

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	0.018
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4.943
2.618	4.807
1.618	4.724
1.000	4.673
0.618	4.641
HIGH	4.590
0.618	4.558
0.500	4.549
0.382	4.539
LOW	4.507
0.618	4.456
1.000	4.424
1.618	4.373
2.618	4.290
4.250	4.154

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	4.549	4.535
PP	4.543	4.534
S1	4.538	4.534

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

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