NYMEX Natural Gas Future December 2011

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Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary Previous Current 02-Mar-2011 03-Mar-2011 Change Change % Previous Week Open 4.643 4.610 -0.033 -0.7% 4.630 High 4.644 4.619 -0.025 -0.5% 4.722 Low 4.575 4.546 -0.029 -0.6% 4.565 Close 4.587 4.561 -0.026 -0.6% 4.716 Range 0.069 0.073 0.004 5.8% 0.157 ATR 0.093 0.092 -0.001 -1.5% 0.000 Volume 5,560 2,991 -2,569 -46.2% 7,080
Daily Pivots for day following 03-Mar-2011 Classic Woodie Camarilla DeMark R4 4.794 4.751 4.601 R3 4.721 4.678 4.581 R2 4.648 4.648 4.574 R1 4.605 4.605 4.568 4.590 PP 4.575 4.575 4.575 4.568 S1 4.532 4.532 4.554 4.517 S2 4.502 4.502 4.548 S3 4.429 4.459 4.541 S4 4.356 4.386 4.521	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 4.546 0.267 5.9% 0.113 2.5% 6% False True 3,162 10 4.813 4.546 0.267 5.9% 0.097 2.1% 6% False True 2,520 20 5.048 4.546 0.502 11.0% 0.086 1.9% 3% False True 2,524
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4.929 2.618 4.810 1.618 4.737 1.000 4.692 0.618 4.664 HIGH 4.619 0.618 4.591 0.500 4.583 0.382 4.574 LOW 4.546 0.618 4.501 1.000 4.473 1.618 4.428 2.618 4.355 4.250 4.236
Fisher Pivots for day following 03-Mar-2011 Pivot 1 day 3 day R1 4.583 4.666 PP 4.575 4.631 S1 4.568 4.596

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