NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	4.646	4.750	0.104	2.2%	4.454
High	4.718	4.788	0.070	1.5%	4.679
Low	4.643	4.720	0.077	1.7%	4.345
Close	4.717	4.781	0.064	1.4%	4.667
Range	0.075	0.068	-0.007	-9.3%	0.334
ATR	0.103	0.101	-0.002	-2.2%	0.000
Volume	3,843	5,473	1,630	42.4%	20,015

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.967	4.942	4.818
R3	4.899	4.874	4.800
R2	4.831	4.831	4.793
R1	4.806	4.806	4.787	4.819
PP	4.763	4.763	4.763	4.769
S1	4.738	4.738	4.775	4.751
S2	4.695	4.695	4.769
S3	4.627	4.670	4.762
S4	4.559	4.602	4.744

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.566	5.450	4.851
R3	5.232	5.116	4.759
R2	4.898	4.898	4.728
R1	4.782	4.782	4.698	4.840
PP	4.564	4.564	4.564	4.593
S1	4.448	4.448	4.636	4.506
S2	4.230	4.230	4.606
S3	3.896	4.114	4.575
S4	3.562	3.780	4.483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.788	4.486	0.302	6.3%	0.095	2.0%	98%	True	False	4,871
10	4.788	4.307	0.481	10.1%	0.104	2.2%	99%	True	False	4,187
20	4.788	4.243	0.545	11.4%	0.104	2.2%	99%	True	False	4,856
40	4.867	4.243	0.624	13.1%	0.091	1.9%	86%	False	False	4,005

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	5.077
2.618	4.966
1.618	4.898
1.000	4.856
0.618	4.830
HIGH	4.788
0.618	4.762
0.500	4.754
0.382	4.746
LOW	4.720
0.618	4.678
1.000	4.652
1.618	4.610
2.618	4.542
4.250	4.431

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	4.772	4.757
PP	4.763	4.732
S1	4.754	4.708

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

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