NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 11-Apr-2011

Day Change Summary
	Previous	Current
	08-Apr-2011	11-Apr-2011	Change	Change %	Previous Week
Open	4.061	4.016	-0.045	-1.1%	4.334
High	4.079	4.152	0.073	1.8%	4.364
Low	4.014	3.990	-0.024	-0.6%	4.014
Close	4.041	4.108	0.067	1.7%	4.041
Range	0.065	0.162	0.097	149.2%	0.350
ATR	0.137	0.139	0.002	1.3%	0.000
Volume	130,606	140,628	10,022	7.7%	621,437

Daily Pivots for day following 11-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.569	4.501	4.197
R3	4.407	4.339	4.153
R2	4.245	4.245	4.138
R1	4.177	4.177	4.123	4.211
PP	4.083	4.083	4.083	4.101
S1	4.015	4.015	4.093	4.049
S2	3.921	3.921	4.078
S3	3.759	3.853	4.063
S4	3.597	3.691	4.019

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	4.322	3.990	0.332	8.1%	0.114	2.8%	36%	False	True	129,663
10	4.453	3.990	0.463	11.3%	0.141	3.4%	25%	False	True	129,536
20	4.559	3.865	0.694	16.9%	0.146	3.6%	35%	False	False	108,583
40	4.559	3.805	0.754	18.4%	0.136	3.3%	40%	False	False	77,411
60	4.822	3.805	1.017	24.8%	0.133	3.2%	30%	False	False	63,743
80	4.822	3.805	1.017	24.8%	0.134	3.3%	30%	False	False	51,050
100	4.822	3.805	1.017	24.8%	0.134	3.3%	30%	False	False	42,479
120	4.822	3.805	1.017	24.8%	0.132	3.2%	30%	False	False	36,117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.841
2.618	4.576
1.618	4.414
1.000	4.314
0.618	4.252
HIGH	4.152
0.618	4.090
0.500	4.071
0.382	4.052
LOW	3.990
0.618	3.890
1.000	3.828
1.618	3.728
2.618	3.566
4.250	3.302

Fisher Pivots for day following 11-Apr-2011
Pivot	1 day	3 day
R1	4.096	4.097
PP	4.083	4.086
S1	4.071	4.075

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

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