NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	4.158	4.104	-0.054	-1.3%	4.207
High	4.239	4.198	-0.041	-1.0%	4.268
Low	4.102	4.099	-0.003	-0.1%	4.097
Close	4.139	4.172	0.033	0.8%	4.135
Range	0.137	0.099	-0.038	-27.7%	0.171
ATR	0.105	0.104	0.000	-0.4%	0.000
Volume	3,332	3,233	-99	-3.0%	29,343

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.453	4.412	4.226
R3	4.354	4.313	4.199
R2	4.255	4.255	4.190
R1	4.214	4.214	4.181	4.235
PP	4.156	4.156	4.156	4.167
S1	4.115	4.115	4.163	4.136
S2	4.057	4.057	4.154
S3	3.958	4.016	4.145
S4	3.859	3.917	4.118

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	4.258	4.097	0.161	3.9%	0.093	2.2%	47%	False	False	4,603
10	4.400	4.097	0.303	7.3%	0.092	2.2%	25%	False	False	5,302
20	4.670	4.097	0.573	13.7%	0.095	2.3%	13%	False	False	4,475
40	4.888	4.097	0.791	19.0%	0.104	2.5%	9%	False	False	3,549

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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.619
2.618	4.457
1.618	4.358
1.000	4.297
0.618	4.259
HIGH	4.198
0.618	4.160
0.500	4.149
0.382	4.137
LOW	4.099
0.618	4.038
1.000	4.000
1.618	3.939
2.618	3.840
4.250	3.678

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	4.164	4.171
PP	4.156	4.170
S1	4.149	4.169

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

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