NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	4.200	4.120	-0.080	-1.9%	4.207
High	4.200	4.155	-0.045	-1.1%	4.268
Low	4.097	4.105	0.008	0.2%	4.097
Close	4.130	4.135	0.005	0.1%	4.135
Range	0.103	0.050	-0.053	-51.5%	0.171
ATR	0.106	0.102	-0.004	-3.8%	0.000
Volume	5,093	4,441	-652	-12.8%	29,343

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.282	4.258	4.163
R3	4.232	4.208	4.149
R2	4.182	4.182	4.144
R1	4.158	4.158	4.140	4.170
PP	4.132	4.132	4.132	4.138
S1	4.108	4.108	4.130	4.120
S2	4.082	4.082	4.126
S3	4.032	4.058	4.121
S4	3.982	4.008	4.108

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.680	4.578	4.229
R3	4.509	4.407	4.182
R2	4.338	4.338	4.166
R1	4.236	4.236	4.151	4.202
PP	4.167	4.167	4.167	4.149
S1	4.065	4.065	4.119	4.031
S2	3.996	3.996	4.104
S3	3.825	3.894	4.088
S4	3.654	3.723	4.041

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%	0.079	1.9%	22%	False	False	5,868
10	4.500	4.097	0.403	9.7%	0.090	2.2%	9%	False	False	5,768
20	4.888	4.097	0.791	19.1%	0.095	2.3%	5%	False	False	4,573
40	4.888	4.097	0.791	19.1%	0.102	2.5%	5%	False	False	3,439

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.368
2.618	4.286
1.618	4.236
1.000	4.205
0.618	4.186
HIGH	4.155
0.618	4.136
0.500	4.130
0.382	4.124
LOW	4.105
0.618	4.074
1.000	4.055
1.618	4.024
2.618	3.974
4.250	3.893

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	4.133	4.178
PP	4.132	4.163
S1	4.130	4.149

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

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