NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	4.413	4.260	-0.153	-3.5%	4.254
High	4.453	4.389	-0.064	-1.4%	4.509
Low	4.256	4.255	-0.001	0.0%	4.200
Close	4.263	4.381	0.118	2.8%	4.490
Range	0.197	0.134	-0.063	-32.0%	0.309
ATR	0.146	0.145	-0.001	-0.6%	0.000
Volume	128,650	118,298	-10,352	-8.0%	426,643

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.744	4.696	4.455
R3	4.610	4.562	4.418
R2	4.476	4.476	4.406
R1	4.428	4.428	4.393	4.452
PP	4.342	4.342	4.342	4.354
S1	4.294	4.294	4.369	4.318
S2	4.208	4.208	4.356
S3	4.074	4.160	4.344
S4	3.940	4.026	4.307

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.327	5.217	4.660
R3	5.018	4.908	4.575
R2	4.709	4.709	4.547
R1	4.599	4.599	4.518	4.654
PP	4.400	4.400	4.400	4.427
S1	4.290	4.290	4.462	4.345
S2	4.091	4.091	4.433
S3	3.782	3.981	4.405
S4	3.473	3.672	4.320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.559	4.255	0.304	6.9%	0.175	4.0%	41%	False	True	105,015
10	4.559	3.991	0.568	13.0%	0.154	3.5%	69%	False	False	96,514
20	4.559	3.805	0.754	17.2%	0.145	3.3%	76%	False	False	79,481
40	4.559	3.805	0.754	17.2%	0.132	3.0%	76%	False	False	63,394
60	4.822	3.805	1.017	23.2%	0.134	3.0%	57%	False	False	49,361
80	4.822	3.805	1.017	23.2%	0.134	3.0%	57%	False	False	39,064
100	4.822	3.805	1.017	23.2%	0.133	3.0%	57%	False	False	32,502
120	4.822	3.805	1.017	23.2%	0.127	2.9%	57%	False	False	27,584

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	0.028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.959
2.618	4.740
1.618	4.606
1.000	4.523
0.618	4.472
HIGH	4.389
0.618	4.338
0.500	4.322
0.382	4.306
LOW	4.255
0.618	4.172
1.000	4.121
1.618	4.038
2.618	3.904
4.250	3.686

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	4.361	4.407
PP	4.342	4.398
S1	4.322	4.390

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

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