NYMEX Natural Gas Future October 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 | 4.329 | 4.170 | -0.159 | -3.7% | 4.207 |  
                        | High | 4.329 | 4.173 | -0.156 | -3.6% | 4.300 |  
                        | Low | 4.170 | 4.104 | -0.066 | -1.6% | 4.118 |  
                        | Close | 4.176 | 4.130 | -0.046 | -1.1% | 4.282 |  
                        | Range | 0.159 | 0.069 | -0.090 | -56.6% | 0.182 |  
                        | ATR | 0.116 | 0.112 | -0.003 | -2.7% | 0.000 |  
                        | Volume | 17,181 | 19,733 | 2,552 | 14.9% | 52,840 |  | 
    
| 
        
            | Daily Pivots for day following 02-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.343 | 4.305 | 4.168 |  |  
                | R3 | 4.274 | 4.236 | 4.149 |  |  
                | R2 | 4.205 | 4.205 | 4.143 |  |  
                | R1 | 4.167 | 4.167 | 4.136 | 4.152 |  
                | PP | 4.136 | 4.136 | 4.136 | 4.128 |  
                | S1 | 4.098 | 4.098 | 4.124 | 4.083 |  
                | S2 | 4.067 | 4.067 | 4.117 |  |  
                | S3 | 3.998 | 4.029 | 4.111 |  |  
                | S4 | 3.929 | 3.960 | 4.092 |  |  | 
        
            | Weekly Pivots for week ending 25-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.779 | 4.713 | 4.382 |  |  
                | R3 | 4.597 | 4.531 | 4.332 |  |  
                | R2 | 4.415 | 4.415 | 4.315 |  |  
                | R1 | 4.349 | 4.349 | 4.299 | 4.382 |  
                | PP | 4.233 | 4.233 | 4.233 | 4.250 |  
                | S1 | 4.167 | 4.167 | 4.265 | 4.200 |  
                | S2 | 4.051 | 4.051 | 4.249 |  |  
                | S3 | 3.869 | 3.985 | 4.232 |  |  
                | S4 | 3.687 | 3.803 | 4.182 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.466 |  
            | 2.618 | 4.354 |  
            | 1.618 | 4.285 |  
            | 1.000 | 4.242 |  
            | 0.618 | 4.216 |  
            | HIGH | 4.173 |  
            | 0.618 | 4.147 |  
            | 0.500 | 4.139 |  
            | 0.382 | 4.130 |  
            | LOW | 4.104 |  
            | 0.618 | 4.061 |  
            | 1.000 | 4.035 |  
            | 1.618 | 3.992 |  
            | 2.618 | 3.923 |  
            | 4.250 | 3.811 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.139 | 4.242 |  
                                | PP | 4.136 | 4.205 |  
                                | S1 | 4.133 | 4.167 |  |