NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 14-Mar-2011

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	3.889	3.985	0.096	2.5%	3.881
High	4.002	4.105	0.103	2.6%	4.021
Low	3.867	3.956	0.089	2.3%	3.805
Close	3.945	3.976	0.031	0.8%	3.945
Range	0.135	0.149	0.014	10.4%	0.216
ATR	0.129	0.131	0.002	1.7%	0.000
Volume	69,548	65,826	-3,722	-5.4%	322,930

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.459	4.367	4.058
R3	4.310	4.218	4.017
R2	4.161	4.161	4.003
R1	4.069	4.069	3.990	4.041
PP	4.012	4.012	4.012	3.998
S1	3.920	3.920	3.962	3.892
S2	3.863	3.863	3.949
S3	3.714	3.771	3.935
S4	3.565	3.622	3.894

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.572	4.474	4.064
R3	4.356	4.258	4.004
R2	4.140	4.140	3.985
R1	4.042	4.042	3.965	4.091
PP	3.924	3.924	3.924	3.948
S1	3.826	3.826	3.925	3.875
S2	3.708	3.708	3.905
S3	3.492	3.610	3.886
S4	3.276	3.394	3.826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.105	3.855	0.250	6.3%	0.132	3.3%	48%	True	False	71,280
10	4.123	3.805	0.318	8.0%	0.132	3.3%	54%	False	False	56,561
20	4.171	3.805	0.366	9.2%	0.126	3.2%	47%	False	False	46,238
40	4.822	3.805	1.017	25.6%	0.127	3.2%	17%	False	False	41,323
60	4.822	3.805	1.017	25.6%	0.130	3.3%	17%	False	False	31,873
80	4.822	3.805	1.017	25.6%	0.131	3.3%	17%	False	False	25,953
100	4.822	3.805	1.017	25.6%	0.129	3.3%	17%	False	False	21,624
120	4.822	3.805	1.017	25.6%	0.119	3.0%	17%	False	False	18,465

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	0.031
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.738
2.618	4.495
1.618	4.346
1.000	4.254
0.618	4.197
HIGH	4.105
0.618	4.048
0.500	4.031
0.382	4.013
LOW	3.956
0.618	3.864
1.000	3.807
1.618	3.715
2.618	3.566
4.250	3.323

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	4.031	3.980
PP	4.012	3.979
S1	3.994	3.977

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

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