NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 18-Apr-2011

Day Change Summary
	Previous	Current
	15-Apr-2011	18-Apr-2011	Change	Change %	Previous Week
Open	4.218	4.210	-0.008	-0.2%	4.016
High	4.240	4.270	0.030	0.7%	4.261
Low	4.173	4.087	-0.086	-2.1%	3.990
Close	4.204	4.138	-0.066	-1.6%	4.204
Range	0.067	0.183	0.116	173.1%	0.271
ATR	0.133	0.136	0.004	2.7%	0.000
Volume	89,662	125,447	35,785	39.9%	668,608

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.714	4.609	4.239
R3	4.531	4.426	4.188
R2	4.348	4.348	4.172
R1	4.243	4.243	4.155	4.204
PP	4.165	4.165	4.165	4.146
S1	4.060	4.060	4.121	4.021
S2	3.982	3.982	4.104
S3	3.799	3.877	4.088
S4	3.616	3.694	4.037

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.965	4.855	4.353
R3	4.694	4.584	4.279
R2	4.423	4.423	4.254
R1	4.313	4.313	4.229	4.368
PP	4.152	4.152	4.152	4.179
S1	4.042	4.042	4.179	4.097
S2	3.881	3.881	4.154
S3	3.610	3.771	4.129
S4	3.339	3.500	4.055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.270	4.058	0.212	5.1%	0.128	3.1%	38%	True	False	130,685
10	4.322	3.990	0.332	8.0%	0.121	2.9%	45%	False	False	130,174
20	4.559	3.990	0.569	13.8%	0.140	3.4%	26%	False	False	118,555
40	4.559	3.805	0.754	18.2%	0.141	3.4%	44%	False	False	88,647
60	4.822	3.805	1.017	24.6%	0.134	3.2%	33%	False	False	73,002
80	4.822	3.805	1.017	24.6%	0.131	3.2%	33%	False	False	58,790
100	4.822	3.805	1.017	24.6%	0.133	3.2%	33%	False	False	48,774
120	4.822	3.805	1.017	24.6%	0.133	3.2%	33%	False	False	41,472

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.048
2.618	4.749
1.618	4.566
1.000	4.453
0.618	4.383
HIGH	4.270
0.618	4.200
0.500	4.179
0.382	4.157
LOW	4.087
0.618	3.974
1.000	3.904
1.618	3.791
2.618	3.608
4.250	3.309

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	4.179	4.167
PP	4.165	4.157
S1	4.152	4.148

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

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