NYMEX Natural Gas Future December 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 4.785 4.643 -0.142 -3.0% 4.630 High 4.786 4.644 -0.142 -3.0% 4.722 Low 4.637 4.575 -0.062 -1.3% 4.565 Close 4.644 4.587 -0.057 -1.2% 4.716 Range 0.149 0.069 -0.080 -53.7% 0.157 ATR 0.095 0.093 -0.002 -2.0% 0.000 Volume 3,060 5,560 2,500 81.7% 7,080
Daily Pivots for day following 02-Mar-2011 Classic Woodie Camarilla DeMark R4 4.809 4.767 4.625 R3 4.740 4.698 4.606 R2 4.671 4.671 4.600 R1 4.629 4.629 4.593 4.616 PP 4.602 4.602 4.602 4.595 S1 4.560 4.560 4.581 4.547 S2 4.533 4.533 4.574 S3 4.464 4.491 4.568 S4 4.395 4.422 4.549	Weekly Pivots for week ending 25-Feb-2011 Classic Woodie Camarilla DeMark R4 5.139 5.084 4.802 R3 4.982 4.927 4.759 R2 4.825 4.825 4.745 R1 4.770 4.770 4.730 4.798 PP 4.668 4.668 4.668 4.681 S1 4.613 4.613 4.702 4.641 S2 4.511 4.511 4.687 S3 4.354 4.456 4.673 S4 4.197 4.299 4.630
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.813 4.565 0.248 5.4% 0.123 2.7% 9% False False 3,013 10 4.813 4.565 0.248 5.4% 0.096 2.1% 9% False False 2,428 20 5.048 4.565 0.483 10.5% 0.085 1.9% 5% False False 2,448
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 0.020 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 4.937 2.618 4.825 1.618 4.756 1.000 4.713 0.618 4.687 HIGH 4.644 0.618 4.618 0.500 4.610 0.382 4.601 LOW 4.575 0.618 4.532 1.000 4.506 1.618 4.463 2.618 4.394 4.250 4.282
Fisher Pivots for day following 02-Mar-2011 Pivot 1 day 3 day R1 4.610 4.694 PP 4.602 4.658 S1 4.595 4.623

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