NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	3.923	3.911	-0.012	-0.3%	3.792
High	4.053	4.004	-0.049	-1.2%	3.964
Low	3.891	3.800	-0.091	-2.3%	3.731
Close	3.906	3.941	0.035	0.9%	3.889
Range	0.162	0.204	0.042	25.9%	0.233
ATR	0.136	0.141	0.005	3.6%	0.000
Volume	124,828	183,162	58,334	46.7%	638,632

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.527	4.438	4.053
R3	4.323	4.234	3.997
R2	4.119	4.119	3.978
R1	4.030	4.030	3.960	4.075
PP	3.915	3.915	3.915	3.937
S1	3.826	3.826	3.922	3.871
S2	3.711	3.711	3.904
S3	3.507	3.622	3.885
S4	3.303	3.418	3.829

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.560	4.458	4.017
R3	4.327	4.225	3.953
R2	4.094	4.094	3.932
R1	3.992	3.992	3.910	4.043
PP	3.861	3.861	3.861	3.887
S1	3.759	3.759	3.868	3.810
S2	3.628	3.628	3.846
S3	3.395	3.526	3.825
S4	3.162	3.293	3.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.053	3.795	0.258	6.5%	0.152	3.9%	57%	False	False	133,736
10	4.053	3.731	0.322	8.2%	0.139	3.5%	65%	False	False	120,722
20	4.100	3.731	0.369	9.4%	0.136	3.5%	57%	False	False	102,655
40	4.800	3.731	1.069	27.1%	0.135	3.4%	20%	False	False	80,767
60	4.800	3.731	1.069	27.1%	0.137	3.5%	20%	False	False	63,264
80	4.800	3.731	1.069	27.1%	0.140	3.5%	20%	False	False	53,400
100	4.800	3.731	1.069	27.1%	0.140	3.5%	20%	False	False	45,779
120	4.800	3.731	1.069	27.1%	0.130	3.3%	20%	False	False	39,643

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	0.042
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.871
2.618	4.538
1.618	4.334
1.000	4.208
0.618	4.130
HIGH	4.004
0.618	3.926
0.500	3.902
0.382	3.878
LOW	3.800
0.618	3.674
1.000	3.596
1.618	3.470
2.618	3.266
4.250	2.933

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	3.928	3.936
PP	3.915	3.931
S1	3.902	3.927

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

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