NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	4.025	4.084	0.059	1.5%	3.917
High	4.125	4.152	0.027	0.7%	4.081
Low	3.936	4.046	0.110	2.8%	3.877
Close	4.080	4.079	-0.001	0.0%	4.007
Range	0.189	0.106	-0.083	-43.9%	0.204
ATR	0.131	0.129	-0.002	-1.3%	0.000
Volume	19,506	21,195	1,689	8.7%	145,583

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.410	4.351	4.137
R3	4.304	4.245	4.108
R2	4.198	4.198	4.098
R1	4.139	4.139	4.089	4.116
PP	4.092	4.092	4.092	4.081
S1	4.033	4.033	4.069	4.010
S2	3.986	3.986	4.060
S3	3.880	3.927	4.050
S4	3.774	3.821	4.021

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	3.6%	66%	False	False	22,320
10	4.160	3.877	0.283	6.9%	0.131	3.2%	71%	False	False	26,547
20	4.234	3.877	0.357	8.8%	0.127	3.1%	57%	False	False	21,209
40	4.850	3.877	0.973	23.9%	0.125	3.1%	21%	False	False	17,857
60	4.850	3.877	0.973	23.9%	0.124	3.0%	21%	False	False	13,937
80	4.850	3.877	0.973	23.9%	0.126	3.1%	21%	False	False	11,456
100	4.850	3.877	0.973	23.9%	0.126	3.1%	21%	False	False	9,571
120	4.850	3.877	0.973	23.9%	0.117	2.9%	21%	False	False	8,203

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.042
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.603
2.618	4.430
1.618	4.324
1.000	4.258
0.618	4.218
HIGH	4.152
0.618	4.112
0.500	4.099
0.382	4.086
LOW	4.046
0.618	3.980
1.000	3.940
1.618	3.874
2.618	3.768
4.250	3.596

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	4.099	4.069
PP	4.092	4.058
S1	4.086	4.048

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

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