NYMEX Natural Gas Future November 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Feb-2011 | 22-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 4.444 | 4.433 | -0.011 | -0.2% | 4.447 |  
                        | High | 4.444 | 4.460 | 0.016 | 0.4% | 4.496 |  
                        | Low | 4.360 | 4.349 | -0.011 | -0.3% | 4.343 |  
                        | Close | 4.376 | 4.382 | 0.006 | 0.1% | 4.376 |  
                        | Range | 0.084 | 0.111 | 0.027 | 32.1% | 0.153 |  
                        | ATR | 0.086 | 0.088 | 0.002 | 2.1% | 0.000 |  
                        | Volume | 4,281 | 1,345 | -2,936 | -68.6% | 15,156 |  | 
    
| 
        
            | Daily Pivots for day following 22-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.730 | 4.667 | 4.443 |  |  
                | R3 | 4.619 | 4.556 | 4.413 |  |  
                | R2 | 4.508 | 4.508 | 4.402 |  |  
                | R1 | 4.445 | 4.445 | 4.392 | 4.421 |  
                | PP | 4.397 | 4.397 | 4.397 | 4.385 |  
                | S1 | 4.334 | 4.334 | 4.372 | 4.310 |  
                | S2 | 4.286 | 4.286 | 4.362 |  |  
                | S3 | 4.175 | 4.223 | 4.351 |  |  
                | S4 | 4.064 | 4.112 | 4.321 |  |  | 
        
            | Weekly Pivots for week ending 18-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.864 | 4.773 | 4.460 |  |  
                | R3 | 4.711 | 4.620 | 4.418 |  |  
                | R2 | 4.558 | 4.558 | 4.404 |  |  
                | R1 | 4.467 | 4.467 | 4.390 | 4.436 |  
                | PP | 4.405 | 4.405 | 4.405 | 4.390 |  
                | S1 | 4.314 | 4.314 | 4.362 | 4.283 |  
                | S2 | 4.252 | 4.252 | 4.348 |  |  
                | S3 | 4.099 | 4.161 | 4.334 |  |  
                | S4 | 3.946 | 4.008 | 4.292 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.932 |  
            | 2.618 | 4.751 |  
            | 1.618 | 4.640 |  
            | 1.000 | 4.571 |  
            | 0.618 | 4.529 |  
            | HIGH | 4.460 |  
            | 0.618 | 4.418 |  
            | 0.500 | 4.405 |  
            | 0.382 | 4.391 |  
            | LOW | 4.349 |  
            | 0.618 | 4.280 |  
            | 1.000 | 4.238 |  
            | 1.618 | 4.169 |  
            | 2.618 | 4.058 |  
            | 4.250 | 3.877 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.405 | 4.402 |  
                                | PP | 4.397 | 4.395 |  
                                | S1 | 4.390 | 4.389 |  |