NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	4.250	4.200	-0.050	-1.2%	4.495
High	4.258	4.200	-0.058	-1.4%	4.500
Low	4.181	4.097	-0.084	-2.0%	4.210
Close	4.187	4.130	-0.057	-1.4%	4.227
Range	0.077	0.103	0.026	33.8%	0.290
ATR	0.107	0.106	0.000	-0.3%	0.000
Volume	6,918	5,093	-1,825	-26.4%	28,340

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.451	4.394	4.187
R3	4.348	4.291	4.158
R2	4.245	4.245	4.149
R1	4.188	4.188	4.139	4.165
PP	4.142	4.142	4.142	4.131
S1	4.085	4.085	4.121	4.062
S2	4.039	4.039	4.111
S3	3.936	3.982	4.102
S4	3.833	3.879	4.073

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	4.268	4.097	0.171	4.1%	0.077	1.9%	19%	False	True	6,296
10	4.560	4.097	0.463	11.2%	0.090	2.2%	7%	False	True	5,694
20	4.888	4.097	0.791	19.2%	0.098	2.4%	4%	False	True	4,563
40	4.888	4.097	0.791	19.2%	0.104	2.5%	4%	False	True	3,361

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.638
2.618	4.470
1.618	4.367
1.000	4.303
0.618	4.264
HIGH	4.200
0.618	4.161
0.500	4.149
0.382	4.136
LOW	4.097
0.618	4.033
1.000	3.994
1.618	3.930
2.618	3.827
4.250	3.659

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	4.149	4.183
PP	4.142	4.165
S1	4.136	4.148

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

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