NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	4.639	4.501	-0.138	-3.0%	4.585
High	4.663	4.553	-0.110	-2.4%	4.663
Low	4.527	4.501	-0.026	-0.6%	4.476
Close	4.541	4.535	-0.006	-0.1%	4.535
Range	0.136	0.052	-0.084	-61.8%	0.187
ATR	0.120	0.115	-0.005	-4.1%	0.000
Volume	4,189	4,635	446	10.6%	19,457

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.686	4.662	4.564
R3	4.634	4.610	4.549
R2	4.582	4.582	4.545
R1	4.558	4.558	4.540	4.570
PP	4.530	4.530	4.530	4.536
S1	4.506	4.506	4.530	4.518
S2	4.478	4.478	4.525
S3	4.426	4.454	4.521
S4	4.374	4.402	4.506

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.119	5.014	4.638
R3	4.932	4.827	4.586
R2	4.745	4.745	4.569
R1	4.640	4.640	4.552	4.599
PP	4.558	4.558	4.558	4.538
S1	4.453	4.453	4.518	4.412
S2	4.371	4.371	4.501
S3	4.184	4.266	4.484
S4	3.997	4.079	4.432

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.663	4.476	0.187	4.1%	0.098	2.2%	32%	False	False	3,891
10	4.896	4.445	0.451	9.9%	0.109	2.4%	20%	False	False	4,532
20	4.896	4.445	0.451	9.9%	0.107	2.4%	20%	False	False	4,433
40	4.896	4.194	0.702	15.5%	0.113	2.5%	49%	False	False	3,288

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	4.774
2.618	4.689
1.618	4.637
1.000	4.605
0.618	4.585
HIGH	4.553
0.618	4.533
0.500	4.527
0.382	4.521
LOW	4.501
0.618	4.469
1.000	4.449
1.618	4.417
2.618	4.365
4.250	4.280

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	4.532	4.582
PP	4.530	4.566
S1	4.527	4.551

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

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