NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	4.254	4.100	-0.154	-3.6%	4.158
High	4.280	4.121	-0.159	-3.7%	4.247
Low	4.125	4.058	-0.067	-1.6%	4.067
Close	4.128	4.084	-0.044	-1.1%	4.234
Range	0.155	0.063	-0.092	-59.4%	0.180
ATR	0.116	0.112	-0.003	-2.8%	0.000
Volume	7,194	7,551	357	5.0%	17,014

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.277	4.243	4.119
R3	4.214	4.180	4.101
R2	4.151	4.151	4.096
R1	4.117	4.117	4.090	4.103
PP	4.088	4.088	4.088	4.080
S1	4.054	4.054	4.078	4.040
S2	4.025	4.025	4.072
S3	3.962	3.991	4.067
S4	3.899	3.928	4.049

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.723	4.658	4.333
R3	4.543	4.478	4.284
R2	4.363	4.363	4.267
R1	4.298	4.298	4.251	4.331
PP	4.183	4.183	4.183	4.199
S1	4.118	4.118	4.218	4.151
S2	4.003	4.003	4.201
S3	3.823	3.938	4.185
S4	3.643	3.758	4.135

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.330	4.058	0.272	6.7%	0.131	3.2%	10%	False	True	6,605
10	4.330	4.058	0.272	6.7%	0.112	2.7%	10%	False	True	5,604
20	4.663	4.058	0.605	14.8%	0.102	2.5%	4%	False	True	5,342
40	4.888	4.058	0.830	20.3%	0.107	2.6%	3%	False	True	4,234

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.019
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.389
2.618	4.286
1.618	4.223
1.000	4.184
0.618	4.160
HIGH	4.121
0.618	4.097
0.500	4.090
0.382	4.082
LOW	4.058
0.618	4.019
1.000	3.995
1.618	3.956
2.618	3.893
4.250	3.790

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	4.090	4.194
PP	4.088	4.157
S1	4.086	4.121

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

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