NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 24-Mar-2011

Day Change Summary
	Previous	Current
	23-Mar-2011	24-Mar-2011	Change	Change %	Previous Week
Open	4.560	4.643	0.083	1.8%	4.245
High	4.633	4.689	0.056	1.2%	4.508
Low	4.560	4.522	-0.038	-0.8%	4.140
Close	4.628	4.551	-0.077	-1.7%	4.492
Range	0.073	0.167	0.094	128.8%	0.368
ATR	0.115	0.119	0.004	3.2%	0.000
Volume	17,620	25,731	8,111	46.0%	81,886

Daily Pivots for day following 24-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.088	4.987	4.643
R3	4.921	4.820	4.597
R2	4.754	4.754	4.582
R1	4.653	4.653	4.566	4.620
PP	4.587	4.587	4.587	4.571
S1	4.486	4.486	4.536	4.453
S2	4.420	4.420	4.520
S3	4.253	4.319	4.505
S4	4.086	4.152	4.459

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.484	5.356	4.694
R3	5.116	4.988	4.593
R2	4.748	4.748	4.559
R1	4.620	4.620	4.526	4.684
PP	4.380	4.380	4.380	4.412
S1	4.252	4.252	4.458	4.316
S2	4.012	4.012	4.425
S3	3.644	3.884	4.391
S4	3.276	3.516	4.290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.689	4.422	0.267	5.9%	0.101	2.2%	48%	True	False	19,749
10	4.689	4.130	0.559	12.3%	0.124	2.7%	75%	True	False	17,535
20	4.689	4.051	0.638	14.0%	0.123	2.7%	78%	True	False	17,020
40	4.704	4.051	0.653	14.3%	0.110	2.4%	77%	False	False	15,724

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.399
2.618	5.126
1.618	4.959
1.000	4.856
0.618	4.792
HIGH	4.689
0.618	4.625
0.500	4.606
0.382	4.586
LOW	4.522
0.618	4.419
1.000	4.355
1.618	4.252
2.618	4.085
4.250	3.812

Fisher Pivots for day following 24-Mar-2011
Pivot	1 day	3 day
R1	4.606	4.583
PP	4.587	4.572
S1	4.569	4.562

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

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