NYMEX Natural Gas Future June 2011

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

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	3.959	4.058	0.099	2.5%	3.917
High	4.062	4.160	0.098	2.4%	4.081
Low	3.936	3.986	0.050	1.3%	3.877
Close	4.007	4.040	0.033	0.8%	4.007
Range	0.126	0.174	0.048	38.1%	0.204
ATR	0.123	0.126	0.004	3.0%	0.000
Volume	24,631	22,387	-2,244	-9.1%	145,583

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.584	4.486	4.136
R3	4.410	4.312	4.088
R2	4.236	4.236	4.072
R1	4.138	4.138	4.056	4.100
PP	4.062	4.062	4.062	4.043
S1	3.964	3.964	4.024	3.926
S2	3.888	3.888	4.008
S3	3.714	3.790	3.992
S4	3.540	3.616	3.944

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.600	4.508	4.119
R3	4.396	4.304	4.063
R2	4.192	4.192	4.044
R1	4.100	4.100	4.026	4.146
PP	3.988	3.988	3.988	4.012
S1	3.896	3.896	3.988	3.942
S2	3.784	3.784	3.970
S3	3.580	3.692	3.951
S4	3.376	3.488	3.895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.160	3.923	0.237	5.9%	0.130	3.2%	49%	True	False	29,204
10	4.182	3.877	0.305	7.5%	0.128	3.2%	53%	False	False	26,640
20	4.234	3.877	0.357	8.8%	0.121	3.0%	46%	False	False	20,729
40	4.850	3.877	0.973	24.1%	0.123	3.0%	17%	False	False	17,190
60	4.850	3.877	0.973	24.1%	0.125	3.1%	17%	False	False	13,403
80	4.850	3.877	0.973	24.1%	0.126	3.1%	17%	False	False	11,027
100	4.850	3.877	0.973	24.1%	0.125	3.1%	17%	False	False	9,176
120	4.850	3.877	0.973	24.1%	0.116	2.9%	17%	False	False	7,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.900
2.618	4.616
1.618	4.442
1.000	4.334
0.618	4.268
HIGH	4.160
0.618	4.094
0.500	4.073
0.382	4.052
LOW	3.986
0.618	3.878
1.000	3.812
1.618	3.704
2.618	3.530
4.250	3.247

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	4.073	4.042
PP	4.062	4.041
S1	4.051	4.041

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

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