NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	3.911	3.948	0.037	0.9%	3.792
High	4.004	4.015	0.011	0.3%	3.964
Low	3.800	3.902	0.102	2.7%	3.731
Close	3.941	3.938	-0.003	-0.1%	3.889
Range	0.204	0.113	-0.091	-44.6%	0.233
ATR	0.141	0.139	-0.002	-1.4%	0.000
Volume	183,162	111,238	-71,924	-39.3%	638,632

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.291	4.227	4.000
R3	4.178	4.114	3.969
R2	4.065	4.065	3.959
R1	4.001	4.001	3.948	3.977
PP	3.952	3.952	3.952	3.939
S1	3.888	3.888	3.928	3.864
S2	3.839	3.839	3.917
S3	3.726	3.775	3.907
S4	3.613	3.662	3.876

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	6.6%	0.153	3.9%	55%	False	False	131,669
10	4.053	3.731	0.322	8.2%	0.142	3.6%	64%	False	False	122,920
20	4.100	3.731	0.369	9.4%	0.137	3.5%	56%	False	False	103,862
40	4.800	3.731	1.069	27.1%	0.135	3.4%	19%	False	False	82,862
60	4.800	3.731	1.069	27.1%	0.136	3.5%	19%	False	False	64,640
80	4.800	3.731	1.069	27.1%	0.139	3.5%	19%	False	False	54,548
100	4.800	3.731	1.069	27.1%	0.140	3.5%	19%	False	False	46,810
120	4.800	3.731	1.069	27.1%	0.130	3.3%	19%	False	False	40,536

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.043
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.495
2.618	4.311
1.618	4.198
1.000	4.128
0.618	4.085
HIGH	4.015
0.618	3.972
0.500	3.959
0.382	3.945
LOW	3.902
0.618	3.832
1.000	3.789
1.618	3.719
2.618	3.606
4.250	3.422

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	3.959	3.934
PP	3.952	3.930
S1	3.945	3.927

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

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