NYMEX Natural Gas Future November 2011

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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 4.521 4.360 -0.161 -3.6% 4.433 High 4.521 4.367 -0.154 -3.4% 4.471 Low 4.369 4.302 -0.067 -1.5% 4.311 Close 4.376 4.319 -0.057 -1.3% 4.464 Range 0.152 0.065 -0.087 -57.2% 0.160 ATR 0.099 0.098 -0.002 -1.8% 0.000 Volume 6,826 7,789 963 14.1% 11,578
Daily Pivots for day following 02-Mar-2011 Classic Woodie Camarilla DeMark R4 4.524 4.487 4.355 R3 4.459 4.422 4.337 R2 4.394 4.394 4.331 R1 4.357 4.357 4.325 4.343 PP 4.329 4.329 4.329 4.323 S1 4.292 4.292 4.313 4.278 S2 4.264 4.264 4.307 S3 4.199 4.227 4.301 S4 4.134 4.162 4.283	Weekly Pivots for week ending 25-Feb-2011 Classic Woodie Camarilla DeMark R4 4.895 4.840 4.552 R3 4.735 4.680 4.508 R2 4.575 4.575 4.493 R1 4.520 4.520 4.479 4.548 PP 4.415 4.415 4.415 4.429 S1 4.360 4.360 4.449 4.388 S2 4.255 4.255 4.435 S3 4.095 4.200 4.420 S4 3.935 4.040 4.376
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.560 4.302 0.258 6.0% 0.110 2.5% 7% False True 5,484 10 4.560 4.302 0.258 6.0% 0.097 2.3% 7% False True 3,837 20 4.835 4.302 0.533 12.3% 0.084 1.9% 3% False True 3,583
Crabel Price Patterns NR True NR4 True 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 False Bear Hook False Bull Hook False Stretch 0.010 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 4.643 2.618 4.537 1.618 4.472 1.000 4.432 0.618 4.407 HIGH 4.367 0.618 4.342 0.500 4.335 0.382 4.327 LOW 4.302 0.618 4.262 1.000 4.237 1.618 4.197 2.618 4.132 4.250 4.026
Fisher Pivots for day following 02-Mar-2011 Pivot 1 day 3 day R1 4.335 4.431 PP 4.329 4.394 S1 4.324 4.356

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