NYMEX Natural Gas Future May 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	3.985	3.988	0.003	0.1%	3.881
High	4.105	4.067	-0.038	-0.9%	4.021
Low	3.956	3.865	-0.091	-2.3%	3.805
Close	3.976	4.012	0.036	0.9%	3.945
Range	0.149	0.202	0.053	35.6%	0.216
ATR	0.131	0.136	0.005	3.9%	0.000
Volume	65,826	54,500	-11,326	-17.2%	322,930

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.587	4.502	4.123
R3	4.385	4.300	4.068
R2	4.183	4.183	4.049
R1	4.098	4.098	4.031	4.141
PP	3.981	3.981	3.981	4.003
S1	3.896	3.896	3.993	3.939
S2	3.779	3.779	3.975
S3	3.577	3.694	3.956
S4	3.375	3.492	3.901

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	6.2%	0.146	3.6%	63%	False	False	65,023
10	4.105	3.805	0.300	7.5%	0.134	3.3%	69%	False	False	57,171
20	4.171	3.805	0.366	9.1%	0.132	3.3%	57%	False	False	45,304
40	4.822	3.805	1.017	25.3%	0.129	3.2%	20%	False	False	41,985
60	4.822	3.805	1.017	25.3%	0.130	3.2%	20%	False	False	32,686
80	4.822	3.805	1.017	25.3%	0.131	3.3%	20%	False	False	26,578
100	4.822	3.805	1.017	25.3%	0.131	3.3%	20%	False	False	22,150
120	4.822	3.805	1.017	25.3%	0.120	3.0%	20%	False	False	18,896

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.926
2.618	4.596
1.618	4.394
1.000	4.269
0.618	4.192
HIGH	4.067
0.618	3.990
0.500	3.966
0.382	3.942
LOW	3.865
0.618	3.740
1.000	3.663
1.618	3.538
2.618	3.336
4.250	3.007

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	3.997	4.003
PP	3.981	3.994
S1	3.966	3.985

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

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