NYMEX Natural Gas Future December 2011

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Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary Previous Current 04-Mar-2011 07-Mar-2011 Change Change % Previous Week Open 4.559 4.550 -0.009 -0.2% 4.729 High 4.596 4.641 0.045 1.0% 4.813 Low 4.511 4.520 0.009 0.2% 4.511 Close 4.580 4.638 0.058 1.3% 4.580 Range 0.085 0.121 0.036 42.4% 0.302 ATR 0.091 0.093 0.002 2.3% 0.000 Volume 2,661 2,838 177 6.7% 16,259
Daily Pivots for day following 07-Mar-2011 Classic Woodie Camarilla DeMark R4 4.963 4.921 4.705 R3 4.842 4.800 4.671 R2 4.721 4.721 4.660 R1 4.679 4.679 4.649 4.700 PP 4.600 4.600 4.600 4.610 S1 4.558 4.558 4.627 4.579 S2 4.479 4.479 4.616 S3 4.358 4.437 4.605 S4 4.237 4.316 4.571	Weekly Pivots for week ending 04-Mar-2011 Classic Woodie Camarilla DeMark R4 5.541 5.362 4.746 R3 5.239 5.060 4.663 R2 4.937 4.937 4.635 R1 4.758 4.758 4.608 4.697 PP 4.635 4.635 4.635 4.604 S1 4.456 4.456 4.552 4.395 S2 4.333 4.333 4.525 S3 4.031 4.154 4.497 S4 3.729 3.852 4.414
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.786 4.511 0.275 5.9% 0.099 2.1% 46% False False 3,422 10 4.813 4.511 0.302 6.5% 0.107 2.3% 42% False False 2,617 20 4.948 4.511 0.437 9.4% 0.089 1.9% 29% False False 2,582
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 0.026 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 5.155 2.618 4.958 1.618 4.837 1.000 4.762 0.618 4.716 HIGH 4.641 0.618 4.595 0.500 4.581 0.382 4.566 LOW 4.520 0.618 4.445 1.000 4.399 1.618 4.324 2.618 4.203 4.250 4.006
Fisher Pivots for day following 07-Mar-2011 Pivot 1 day 3 day R1 4.619 4.617 PP 4.600 4.597 S1 4.581 4.576

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