NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 22-Mar-2011

Day Change Summary
	Previous	Current
	21-Mar-2011	22-Mar-2011	Change	Change %	Previous Week
Open	4.254	4.235	-0.019	-0.4%	3.985
High	4.309	4.340	0.031	0.7%	4.272
Low	4.200	4.229	0.029	0.7%	3.865
Close	4.241	4.331	0.090	2.1%	4.246
Range	0.109	0.111	0.002	1.8%	0.407
ATR	0.137	0.135	-0.002	-1.4%	0.000
Volume	90,659	76,378	-14,281	-15.8%	429,149

Daily Pivots for day following 22-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.633	4.593	4.392
R3	4.522	4.482	4.362
R2	4.411	4.411	4.351
R1	4.371	4.371	4.341	4.391
PP	4.300	4.300	4.300	4.310
S1	4.260	4.260	4.321	4.280
S2	4.189	4.189	4.311
S3	4.078	4.149	4.300
S4	3.967	4.038	4.270

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.349	5.204	4.470
R3	4.942	4.797	4.358
R2	4.535	4.535	4.321
R1	4.390	4.390	4.283	4.463
PP	4.128	4.128	4.128	4.164
S1	3.983	3.983	4.209	4.056
S2	3.721	3.721	4.171
S3	3.314	3.576	4.134
S4	2.907	3.169	4.022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.340	3.979	0.361	8.3%	0.135	3.1%	98%	True	False	95,172
10	4.340	3.855	0.485	11.2%	0.141	3.2%	98%	True	False	80,097
20	4.340	3.805	0.535	12.4%	0.140	3.2%	98%	True	False	61,100
40	4.660	3.805	0.855	19.7%	0.129	3.0%	62%	False	False	51,452
60	4.822	3.805	1.017	23.5%	0.129	3.0%	52%	False	False	40,018
80	4.822	3.805	1.017	23.5%	0.131	3.0%	52%	False	False	32,213
100	4.822	3.805	1.017	23.5%	0.132	3.1%	52%	False	False	26,787
120	4.822	3.805	1.017	23.5%	0.123	2.8%	52%	False	False	22,790

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.812
2.618	4.631
1.618	4.520
1.000	4.451
0.618	4.409
HIGH	4.340
0.618	4.298
0.500	4.285
0.382	4.271
LOW	4.229
0.618	4.160
1.000	4.118
1.618	4.049
2.618	3.938
4.250	3.757

Fisher Pivots for day following 22-Mar-2011
Pivot	1 day	3 day
R1	4.316	4.306
PP	4.300	4.282
S1	4.285	4.257

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

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