NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 08-Apr-2011

Day Change Summary
	Previous	Current
	07-Apr-2011	08-Apr-2011	Change	Change %	Previous Week
Open	4.145	4.061	-0.084	-2.0%	4.334
High	4.160	4.079	-0.081	-1.9%	4.364
Low	4.033	4.014	-0.019	-0.5%	4.014
Close	4.057	4.041	-0.016	-0.4%	4.041
Range	0.127	0.065	-0.062	-48.8%	0.350
ATR	0.143	0.137	-0.006	-3.9%	0.000
Volume	181,809	130,606	-51,203	-28.2%	621,437

Daily Pivots for day following 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.240	4.205	4.077
R3	4.175	4.140	4.059
R2	4.110	4.110	4.053
R1	4.075	4.075	4.047	4.060
PP	4.045	4.045	4.045	4.037
S1	4.010	4.010	4.035	3.995
S2	3.980	3.980	4.029
S3	3.915	3.945	4.023
S4	3.850	3.880	4.005

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.190	4.965	4.234
R3	4.840	4.615	4.137
R2	4.490	4.490	4.105
R1	4.265	4.265	4.073	4.203
PP	4.140	4.140	4.140	4.108
S1	3.915	3.915	4.009	3.853
S2	3.790	3.790	3.977
S3	3.440	3.565	3.945
S4	3.090	3.215	3.849

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.364	4.014	0.350	8.7%	0.108	2.7%	8%	False	True	124,287
10	4.559	4.014	0.545	13.5%	0.140	3.5%	5%	False	True	124,107
20	4.559	3.865	0.694	17.2%	0.146	3.6%	25%	False	False	104,843
40	4.559	3.805	0.754	18.7%	0.134	3.3%	31%	False	False	76,172
60	4.822	3.805	1.017	25.2%	0.132	3.3%	23%	False	False	61,951
80	4.822	3.805	1.017	25.2%	0.133	3.3%	23%	False	False	49,428
100	4.822	3.805	1.017	25.2%	0.133	3.3%	23%	False	False	41,121
120	4.822	3.805	1.017	25.2%	0.131	3.2%	23%	False	False	34,970

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	0.029
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	4.355
2.618	4.249
1.618	4.184
1.000	4.144
0.618	4.119
HIGH	4.079
0.618	4.054
0.500	4.047
0.382	4.039
LOW	4.014
0.618	3.974
1.000	3.949
1.618	3.909
2.618	3.844
4.250	3.738

Fisher Pivots for day following 08-Apr-2011
Pivot	1 day	3 day
R1	4.047	4.130
PP	4.045	4.100
S1	4.043	4.071

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

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