NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 07-Apr-2011

Day Change Summary
	Previous	Current
	06-Apr-2011	07-Apr-2011	Change	Change %	Previous Week
Open	4.226	4.145	-0.081	-1.9%	4.523
High	4.245	4.160	-0.085	-2.0%	4.559
Low	4.129	4.033	-0.096	-2.3%	4.205
Close	4.146	4.057	-0.089	-2.1%	4.334
Range	0.116	0.127	0.011	9.5%	0.354
ATR	0.144	0.143	-0.001	-0.8%	0.000
Volume	115,104	181,809	66,705	58.0%	619,638

Daily Pivots for day following 07-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.464	4.388	4.127
R3	4.337	4.261	4.092
R2	4.210	4.210	4.080
R1	4.134	4.134	4.069	4.109
PP	4.083	4.083	4.083	4.071
S1	4.007	4.007	4.045	3.982
S2	3.956	3.956	4.034
S3	3.829	3.880	4.022
S4	3.702	3.753	3.987

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	4.428	4.033	0.395	9.7%	0.123	3.0%	6%	False	True	119,877
10	4.559	4.033	0.526	13.0%	0.154	3.8%	5%	False	True	121,906
20	4.559	3.865	0.694	17.1%	0.149	3.7%	28%	False	False	101,790
40	4.559	3.805	0.754	18.6%	0.136	3.4%	33%	False	False	75,044
60	4.822	3.805	1.017	25.1%	0.133	3.3%	25%	False	False	60,144
80	4.822	3.805	1.017	25.1%	0.133	3.3%	25%	False	False	47,937
100	4.822	3.805	1.017	25.1%	0.134	3.3%	25%	False	False	39,863
120	4.822	3.805	1.017	25.1%	0.131	3.2%	25%	False	False	33,909

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	0.028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.700
2.618	4.492
1.618	4.365
1.000	4.287
0.618	4.238
HIGH	4.160
0.618	4.111
0.500	4.097
0.382	4.082
LOW	4.033
0.618	3.955
1.000	3.906
1.618	3.828
2.618	3.701
4.250	3.493

Fisher Pivots for day following 07-Apr-2011
Pivot	1 day	3 day
R1	4.097	4.178
PP	4.083	4.137
S1	4.070	4.097

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

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