NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 12-Apr-2011

Day Change Summary
	Previous	Current
	11-Apr-2011	12-Apr-2011	Change	Change %	Previous Week
Open	4.016	4.110	0.094	2.3%	4.334
High	4.152	4.145	-0.007	-0.2%	4.364
Low	3.990	4.058	0.068	1.7%	4.014
Close	4.108	4.098	-0.010	-0.2%	4.041
Range	0.162	0.087	-0.075	-46.3%	0.350
ATR	0.139	0.135	-0.004	-2.7%	0.000
Volume	140,628	121,673	-18,955	-13.5%	621,437

Daily Pivots for day following 12-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.361	4.317	4.146
R3	4.274	4.230	4.122
R2	4.187	4.187	4.114
R1	4.143	4.143	4.106	4.122
PP	4.100	4.100	4.100	4.090
S1	4.056	4.056	4.090	4.035
S2	4.013	4.013	4.082
S3	3.926	3.969	4.074
S4	3.839	3.882	4.050

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	4.245	3.990	0.255	6.2%	0.111	2.7%	42%	False	False	137,964
10	4.442	3.990	0.452	11.0%	0.130	3.2%	24%	False	False	128,839
20	4.559	3.979	0.580	14.2%	0.141	3.4%	21%	False	False	111,942
40	4.559	3.805	0.754	18.4%	0.136	3.3%	39%	False	False	78,623
60	4.822	3.805	1.017	24.8%	0.133	3.2%	29%	False	False	65,304
80	4.822	3.805	1.017	24.8%	0.133	3.2%	29%	False	False	52,500
100	4.822	3.805	1.017	24.8%	0.133	3.2%	29%	False	False	43,651
120	4.822	3.805	1.017	24.8%	0.132	3.2%	29%	False	False	37,115

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

Fibonacci Retracements and Extensions
4.250	4.515
2.618	4.373
1.618	4.286
1.000	4.232
0.618	4.199
HIGH	4.145
0.618	4.112
0.500	4.102
0.382	4.091
LOW	4.058
0.618	4.004
1.000	3.971
1.618	3.917
2.618	3.830
4.250	3.688

Fisher Pivots for day following 12-Apr-2011
Pivot	1 day	3 day
R1	4.102	4.089
PP	4.100	4.080
S1	4.099	4.071

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

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