NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	4.200	4.250	0.050	1.2%	4.495
High	4.268	4.258	-0.010	-0.2%	4.500
Low	4.178	4.181	0.003	0.1%	4.210
Close	4.253	4.187	-0.066	-1.6%	4.227
Range	0.090	0.077	-0.013	-14.4%	0.290
ATR	0.109	0.107	-0.002	-2.1%	0.000
Volume	6,033	6,918	885	14.7%	28,340

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.440	4.390	4.229
R3	4.363	4.313	4.208
R2	4.286	4.286	4.201
R1	4.236	4.236	4.194	4.223
PP	4.209	4.209	4.209	4.202
S1	4.159	4.159	4.180	4.146
S2	4.132	4.132	4.173
S3	4.055	4.082	4.166
S4	3.978	4.005	4.145

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.182	4.995	4.387
R3	4.892	4.705	4.307
R2	4.602	4.602	4.280
R1	4.415	4.415	4.254	4.364
PP	4.312	4.312	4.312	4.287
S1	4.125	4.125	4.200	4.074
S2	4.022	4.022	4.174
S3	3.732	3.835	4.147
S4	3.442	3.545	4.068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.400	4.165	0.235	5.6%	0.087	2.1%	9%	False	False	6,161
10	4.663	4.165	0.498	11.9%	0.093	2.2%	4%	False	False	5,496
20	4.888	4.165	0.723	17.3%	0.099	2.4%	3%	False	False	4,459
40	4.888	4.165	0.723	17.3%	0.105	2.5%	3%	False	False	3,303

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.585
2.618	4.460
1.618	4.383
1.000	4.335
0.618	4.306
HIGH	4.258
0.618	4.229
0.500	4.220
0.382	4.210
LOW	4.181
0.618	4.133
1.000	4.104
1.618	4.056
2.618	3.979
4.250	3.854

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	4.220	4.217
PP	4.209	4.207
S1	4.198	4.197

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

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