NYMEX Natural Gas Future May 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	3.988	4.013	0.025	0.6%	3.881
High	4.067	4.085	0.018	0.4%	4.021
Low	3.865	3.979	0.114	2.9%	3.805
Close	4.012	4.010	-0.002	0.0%	3.945
Range	0.202	0.106	-0.096	-47.5%	0.216
ATR	0.136	0.134	-0.002	-1.6%	0.000
Volume	54,500	103,604	49,104	90.1%	322,930

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.343	4.282	4.068
R3	4.237	4.176	4.039
R2	4.131	4.131	4.029
R1	4.070	4.070	4.020	4.048
PP	4.025	4.025	4.025	4.013
S1	3.964	3.964	4.000	3.942
S2	3.919	3.919	3.991
S3	3.813	3.858	3.981
S4	3.707	3.752	3.952

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	3.7%	62%	False	False	72,934
10	4.105	3.805	0.300	7.5%	0.136	3.4%	68%	False	False	62,447
20	4.171	3.805	0.366	9.1%	0.132	3.3%	56%	False	False	48,922
40	4.822	3.805	1.017	25.4%	0.129	3.2%	20%	False	False	44,283
60	4.822	3.805	1.017	25.4%	0.130	3.2%	20%	False	False	34,279
80	4.822	3.805	1.017	25.4%	0.130	3.2%	20%	False	False	27,792
100	4.822	3.805	1.017	25.4%	0.131	3.3%	20%	False	False	23,175
120	4.822	3.805	1.017	25.4%	0.121	3.0%	20%	False	False	19,745

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	0.040
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.536
2.618	4.363
1.618	4.257
1.000	4.191
0.618	4.151
HIGH	4.085
0.618	4.045
0.500	4.032
0.382	4.019
LOW	3.979
0.618	3.913
1.000	3.873
1.618	3.807
2.618	3.701
4.250	3.529

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	4.032	4.002
PP	4.025	3.993
S1	4.017	3.985

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

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