NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 21-Apr-2011

Day Change Summary
	Previous	Current
	20-Apr-2011	21-Apr-2011	Change	Change %	Previous Week
Open	4.281	4.316	0.035	0.8%	4.016
High	4.344	4.428	0.084	1.9%	4.261
Low	4.271	4.271	0.000	0.0%	3.990
Close	4.310	4.412	0.102	2.4%	4.204
Range	0.073	0.157	0.084	115.1%	0.271
ATR	0.134	0.136	0.002	1.2%	0.000
Volume	96,968	130,150	33,182	34.2%	668,608

Daily Pivots for day following 21-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.841	4.784	4.498
R3	4.684	4.627	4.455
R2	4.527	4.527	4.441
R1	4.470	4.470	4.426	4.499
PP	4.370	4.370	4.370	4.385
S1	4.313	4.313	4.398	4.342
S2	4.213	4.213	4.383
S3	4.056	4.156	4.369
S4	3.899	3.999	4.326

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	4.428	4.087	0.341	7.7%	0.129	2.9%	95%	True	False	111,546
10	4.428	3.990	0.438	9.9%	0.126	2.9%	96%	True	False	126,728
20	4.559	3.990	0.569	12.9%	0.140	3.2%	74%	False	False	124,317
40	4.559	3.805	0.754	17.1%	0.141	3.2%	81%	False	False	95,258
60	4.559	3.805	0.754	17.1%	0.132	3.0%	81%	False	False	77,617
80	4.822	3.805	1.017	23.1%	0.132	3.0%	60%	False	False	62,879
100	4.822	3.805	1.017	23.1%	0.132	3.0%	60%	False	False	52,016
120	4.822	3.805	1.017	23.1%	0.133	3.0%	60%	False	False	44,256

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.095
2.618	4.839
1.618	4.682
1.000	4.585
0.618	4.525
HIGH	4.428
0.618	4.368
0.500	4.350
0.382	4.331
LOW	4.271
0.618	4.174
1.000	4.114
1.618	4.017
2.618	3.860
4.250	3.604

Fisher Pivots for day following 21-Apr-2011
Pivot	1 day	3 day
R1	4.391	4.368
PP	4.370	4.323
S1	4.350	4.279

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

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