NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 05-Apr-2011

Day Change Summary
	Previous	Current
	04-Apr-2011	05-Apr-2011	Change	Change %	Previous Week
Open	4.334	4.282	-0.052	-1.2%	4.523
High	4.364	4.322	-0.042	-1.0%	4.559
Low	4.233	4.221	-0.012	-0.3%	4.205
Close	4.289	4.231	-0.058	-1.4%	4.334
Range	0.131	0.101	-0.030	-22.9%	0.354
ATR	0.149	0.146	-0.003	-2.3%	0.000
Volume	113,750	80,168	-33,582	-29.5%	619,638

Daily Pivots for day following 05-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.561	4.497	4.287
R3	4.460	4.396	4.259
R2	4.359	4.359	4.250
R1	4.295	4.295	4.240	4.277
PP	4.258	4.258	4.258	4.249
S1	4.194	4.194	4.222	4.176
S2	4.157	4.157	4.212
S3	4.056	4.093	4.203
S4	3.955	3.992	4.175

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.428	5.235	4.529
R3	5.074	4.881	4.431
R2	4.720	4.720	4.399
R1	4.527	4.527	4.366	4.447
PP	4.366	4.366	4.366	4.326
S1	4.173	4.173	4.302	4.093
S2	4.012	4.012	4.269
S3	3.658	3.819	4.237
S4	3.304	3.465	4.139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.442	4.205	0.237	5.6%	0.149	3.5%	11%	False	False	119,714
10	4.559	4.205	0.354	8.4%	0.158	3.7%	7%	False	False	107,316
20	4.559	3.855	0.704	16.6%	0.149	3.5%	53%	False	False	93,707
40	4.559	3.805	0.754	17.8%	0.135	3.2%	56%	False	False	71,953
60	4.822	3.805	1.017	24.0%	0.134	3.2%	42%	False	False	56,022
80	4.822	3.805	1.017	24.0%	0.134	3.2%	42%	False	False	44,493
100	4.822	3.805	1.017	24.0%	0.134	3.2%	42%	False	False	37,037
120	4.822	3.805	1.017	24.0%	0.130	3.1%	42%	False	False	31,495

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.031
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4.751
2.618	4.586
1.618	4.485
1.000	4.423
0.618	4.384
HIGH	4.322
0.618	4.283
0.500	4.272
0.382	4.260
LOW	4.221
0.618	4.159
1.000	4.120
1.618	4.058
2.618	3.957
4.250	3.792

Fisher Pivots for day following 05-Apr-2011
Pivot	1 day	3 day
R1	4.272	4.325
PP	4.258	4.293
S1	4.245	4.262

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

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