NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 25-Mar-2011

Day Change Summary
	Previous	Current
	24-Mar-2011	25-Mar-2011	Change	Change %	Previous Week
Open	4.485	4.394	-0.091	-2.0%	4.335
High	4.545	4.580	0.035	0.8%	4.580
Low	4.362	4.380	0.018	0.4%	4.276
Close	4.397	4.563	0.166	3.8%	4.563
Range	0.183	0.200	0.017	9.3%	0.304
ATR	0.131	0.136	0.005	3.8%	0.000
Volume	31,336	35,566	4,230	13.5%	141,120

Daily Pivots for day following 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.108	5.035	4.673
R3	4.908	4.835	4.618
R2	4.708	4.708	4.600
R1	4.635	4.635	4.581	4.672
PP	4.508	4.508	4.508	4.526
S1	4.435	4.435	4.545	4.472
S2	4.308	4.308	4.526
S3	4.108	4.235	4.508
S4	3.908	4.035	4.453

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.385	5.278	4.730
R3	5.081	4.974	4.647
R2	4.777	4.777	4.619
R1	4.670	4.670	4.591	4.724
PP	4.473	4.473	4.473	4.500
S1	4.366	4.366	4.535	4.420
S2	4.169	4.169	4.507
S3	3.865	4.062	4.479
S4	3.561	3.758	4.396

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.580	4.276	0.304	6.7%	0.137	3.0%	94%	True	False	28,224
10	4.580	3.936	0.644	14.1%	0.149	3.3%	97%	True	False	25,673
20	4.580	3.877	0.703	15.4%	0.137	3.0%	98%	True	False	26,122
40	4.596	3.877	0.719	15.8%	0.124	2.7%	95%	False	False	21,152
60	4.850	3.877	0.973	21.3%	0.127	2.8%	71%	False	False	16,700
80	4.850	3.877	0.973	21.3%	0.126	2.8%	71%	False	False	13,672
100	4.850	3.877	0.973	21.3%	0.127	2.8%	71%	False	False	11,375
120	4.850	3.877	0.973	21.3%	0.121	2.7%	71%	False	False	9,746

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.430
2.618	5.104
1.618	4.904
1.000	4.780
0.618	4.704
HIGH	4.580
0.618	4.504
0.500	4.480
0.382	4.456
LOW	4.380
0.618	4.256
1.000	4.180
1.618	4.056
2.618	3.856
4.250	3.530

Fisher Pivots for day following 25-Mar-2011
Pivot	1 day	3 day
R1	4.535	4.532
PP	4.508	4.502
S1	4.480	4.471

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These figures are updated between 7pm and 10pm EST after a trading day.

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