NYMEX Natural Gas Future September 2011

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

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	4.361	4.256	-0.105	-2.4%	4.570
High	4.365	4.344	-0.021	-0.5%	4.663
Low	4.286	4.255	-0.031	-0.7%	4.484
Close	4.302	4.314	0.012	0.3%	4.539
Range	0.079	0.089	0.010	12.7%	0.179
ATR	0.116	0.114	-0.002	-1.7%	0.000
Volume	5,566	6,117	551	9.9%	14,730

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.571	4.532	4.363
R3	4.482	4.443	4.338
R2	4.393	4.393	4.330
R1	4.354	4.354	4.322	4.374
PP	4.304	4.304	4.304	4.314
S1	4.265	4.265	4.306	4.285
S2	4.215	4.215	4.298
S3	4.126	4.176	4.290
S4	4.037	4.087	4.265

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	4.255	0.408	9.5%	0.098	2.3%	14%	False	True	4,831
10	4.663	4.255	0.408	9.5%	0.097	2.2%	14%	False	True	3,932
20	4.888	4.255	0.633	14.7%	0.100	2.3%	9%	False	True	3,641
40	4.888	4.209	0.679	15.7%	0.109	2.5%	15%	False	False	2,746

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.722
2.618	4.577
1.618	4.488
1.000	4.433
0.618	4.399
HIGH	4.344
0.618	4.310
0.500	4.300
0.382	4.289
LOW	4.255
0.618	4.200
1.000	4.166
1.618	4.111
2.618	4.022
4.250	3.877

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	4.309	4.378
PP	4.304	4.356
S1	4.300	4.335

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

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