NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 14-Apr-2011

Day Change Summary
	Previous	Current
	13-Apr-2011	14-Apr-2011	Change	Change %	Previous Week
Open	4.090	4.140	0.050	1.2%	4.334
High	4.182	4.261	0.079	1.9%	4.364
Low	4.075	4.063	-0.012	-0.3%	4.014
Close	4.141	4.212	0.071	1.7%	4.041
Range	0.107	0.198	0.091	85.0%	0.350
ATR	0.133	0.138	0.005	3.5%	0.000
Volume	141,696	174,949	33,253	23.5%	621,437

Daily Pivots for day following 14-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.773	4.690	4.321
R3	4.575	4.492	4.266
R2	4.377	4.377	4.248
R1	4.294	4.294	4.230	4.336
PP	4.179	4.179	4.179	4.199
S1	4.096	4.096	4.194	4.138
S2	3.981	3.981	4.176
S3	3.783	3.898	4.158
S4	3.585	3.700	4.103

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	4.261	3.990	0.271	6.4%	0.124	2.9%	82%	True	False	141,910
10	4.428	3.990	0.438	10.4%	0.124	2.9%	51%	False	False	130,894
20	4.559	3.990	0.569	13.5%	0.138	3.3%	39%	False	False	118,207
40	4.559	3.805	0.754	17.9%	0.139	3.3%	54%	False	False	84,862
60	4.822	3.805	1.017	24.1%	0.134	3.2%	40%	False	False	70,128
80	4.822	3.805	1.017	24.1%	0.132	3.1%	40%	False	False	56,260
100	4.822	3.805	1.017	24.1%	0.133	3.2%	40%	False	False	46,715
120	4.822	3.805	1.017	24.1%	0.133	3.2%	40%	False	False	39,723

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	0.030
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	5.103
2.618	4.779
1.618	4.581
1.000	4.459
0.618	4.383
HIGH	4.261
0.618	4.185
0.500	4.162
0.382	4.139
LOW	4.063
0.618	3.941
1.000	3.865
1.618	3.743
2.618	3.545
4.250	3.222

Fisher Pivots for day following 14-Apr-2011
Pivot	1 day	3 day
R1	4.195	4.195
PP	4.179	4.177
S1	4.162	4.160

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

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