NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	4.580	4.559	-0.021	-0.5%	4.890
High	4.590	4.612	0.022	0.5%	4.896
Low	4.507	4.542	0.035	0.8%	4.445
Close	4.533	4.609	0.076	1.7%	4.507
Range	0.083	0.070	-0.013	-15.7%	0.451
ATR	0.122	0.119	-0.003	-2.5%	0.000
Volume	4,118	3,543	-575	-14.0%	25,865

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.798	4.773	4.648
R3	4.728	4.703	4.628
R2	4.658	4.658	4.622
R1	4.633	4.633	4.615	4.646
PP	4.588	4.588	4.588	4.594
S1	4.563	4.563	4.603	4.576
S2	4.518	4.518	4.596
S3	4.448	4.493	4.590
S4	4.378	4.423	4.571

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	4.634	4.445	0.189	4.1%	0.105	2.3%	87%	False	False	4,607
10	4.896	4.445	0.451	9.8%	0.113	2.5%	36%	False	False	4,622
20	4.896	4.445	0.451	9.8%	0.114	2.5%	36%	False	False	4,314
40	4.896	4.194	0.702	15.2%	0.115	2.5%	59%	False	False	3,197

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.019
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	4.910
2.618	4.795
1.618	4.725
1.000	4.682
0.618	4.655
HIGH	4.612
0.618	4.585
0.500	4.577
0.382	4.569
LOW	4.542
0.618	4.499
1.000	4.472
1.618	4.429
2.618	4.359
4.250	4.245

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	4.598	4.589
PP	4.588	4.570
S1	4.577	4.550

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

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