NYMEX Natural Gas Future September 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	4.635	4.560	-0.075	-1.6%	4.570
High	4.663	4.560	-0.103	-2.2%	4.663
Low	4.536	4.508	-0.028	-0.6%	4.484
Close	4.545	4.539	-0.006	-0.1%	4.539
Range	0.127	0.052	-0.075	-59.1%	0.179
ATR	0.118	0.114	-0.005	-4.0%	0.000
Volume	3,114	3,698	584	18.8%	14,730

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.692	4.667	4.568
R3	4.640	4.615	4.553
R2	4.588	4.588	4.549
R1	4.563	4.563	4.544	4.550
PP	4.536	4.536	4.536	4.529
S1	4.511	4.511	4.534	4.498
S2	4.484	4.484	4.529
S3	4.432	4.459	4.525
S4	4.380	4.407	4.510

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.099	4.998	4.637
R3	4.920	4.819	4.588
R2	4.741	4.741	4.572
R1	4.640	4.640	4.555	4.601
PP	4.562	4.562	4.562	4.543
S1	4.461	4.461	4.523	4.422
S2	4.383	4.383	4.506
S3	4.204	4.282	4.490
S4	4.025	4.103	4.441

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.663	4.484	0.179	3.9%	0.088	1.9%	31%	False	False	2,946
10	4.888	4.450	0.438	9.6%	0.100	2.2%	20%	False	False	3,378
20	4.888	4.450	0.438	9.6%	0.103	2.3%	20%	False	False	3,196
40	4.888	4.209	0.679	15.0%	0.111	2.4%	49%	False	False	2,511

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.781
2.618	4.696
1.618	4.644
1.000	4.612
0.618	4.592
HIGH	4.560
0.618	4.540
0.500	4.534
0.382	4.528
LOW	4.508
0.618	4.476
1.000	4.456
1.618	4.424
2.618	4.372
4.250	4.287

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	4.537	4.586
PP	4.536	4.570
S1	4.534	4.555

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

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