NYMEX Natural Gas Future October 2011

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Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary Previous Current 10-Mar-2011 11-Mar-2011 Change Change % Previous Week Open 4.210 4.130 -0.080 -1.9% 4.095 High 4.243 4.240 -0.003 -0.1% 4.249 Low 4.116 4.130 0.014 0.3% 4.053 Close 4.147 4.202 0.055 1.3% 4.202 Range 0.127 0.110 -0.017 -13.4% 0.196 ATR 0.113 0.113 0.000 -0.2% 0.000 Volume 12,437 17,802 5,365 43.1% 78,102
Daily Pivots for day following 11-Mar-2011 Classic Woodie Camarilla DeMark R4 4.521 4.471 4.263 R3 4.411 4.361 4.232 R2 4.301 4.301 4.222 R1 4.251 4.251 4.212 4.276 PP 4.191 4.191 4.191 4.203 S1 4.141 4.141 4.192 4.166 S2 4.081 4.081 4.182 S3 3.971 4.031 4.172 S4 3.861 3.921 4.142	Weekly Pivots for week ending 11-Mar-2011 Classic Woodie Camarilla DeMark R4 4.756 4.675 4.310 R3 4.560 4.479 4.256 R2 4.364 4.364 4.238 R1 4.283 4.283 4.220 4.324 PP 4.168 4.168 4.168 4.188 S1 4.087 4.087 4.184 4.128 S2 3.972 3.972 4.166 S3 3.776 3.891 4.148 S4 3.580 3.695 4.094
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.249 4.053 0.196 4.7% 0.123 2.9% 76% False False 15,620 10 4.380 4.051 0.329 7.8% 0.116 2.7% 46% False False 16,500 20 4.380 4.051 0.329 7.8% 0.106 2.5% 46% False False 15,386
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.025 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4.708 2.618 4.528 1.618 4.418 1.000 4.350 0.618 4.308 HIGH 4.240 0.618 4.198 0.500 4.185 0.382 4.172 LOW 4.130 0.618 4.062 1.000 4.020 1.618 3.952 2.618 3.842 4.250 3.663
Fisher Pivots for day following 11-Mar-2011 Pivot 1 day 3 day R1 4.196 4.195 PP 4.191 4.188 S1 4.185 4.181

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