NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	4.058	4.025	-0.033	-0.8%	3.917
High	4.160	4.125	-0.035	-0.8%	4.081
Low	3.986	3.936	-0.050	-1.3%	3.877
Close	4.040	4.080	0.040	1.0%	4.007
Range	0.174	0.189	0.015	8.6%	0.204
ATR	0.126	0.131	0.004	3.6%	0.000
Volume	22,387	19,506	-2,881	-12.9%	145,583

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.614	4.536	4.184
R3	4.425	4.347	4.132
R2	4.236	4.236	4.115
R1	4.158	4.158	4.097	4.197
PP	4.047	4.047	4.047	4.067
S1	3.969	3.969	4.063	4.008
S2	3.858	3.858	4.045
S3	3.669	3.780	4.028
S4	3.480	3.591	3.976

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	5.8%	0.145	3.5%	66%	False	False	24,859
10	4.160	3.877	0.283	6.9%	0.129	3.2%	72%	False	False	26,427
20	4.234	3.877	0.357	8.8%	0.127	3.1%	57%	False	False	20,735
40	4.850	3.877	0.973	23.8%	0.125	3.1%	21%	False	False	17,422
60	4.850	3.877	0.973	23.8%	0.125	3.1%	21%	False	False	13,673
80	4.850	3.877	0.973	23.8%	0.126	3.1%	21%	False	False	11,223
100	4.850	3.877	0.973	23.8%	0.126	3.1%	21%	False	False	9,364
120	4.850	3.877	0.973	23.8%	0.117	2.9%	21%	False	False	8,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.928
2.618	4.620
1.618	4.431
1.000	4.314
0.618	4.242
HIGH	4.125
0.618	4.053
0.500	4.031
0.382	4.008
LOW	3.936
0.618	3.819
1.000	3.747
1.618	3.630
2.618	3.441
4.250	3.133

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	4.064	4.069
PP	4.047	4.059
S1	4.031	4.048

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

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