NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	4.496	4.346	-0.150	-3.3%	4.335
High	4.527	4.450	-0.077	-1.7%	4.580
Low	4.330	4.328	-0.002	0.0%	4.276
Close	4.335	4.426	0.091	2.1%	4.563
Range	0.197	0.122	-0.075	-38.1%	0.304
ATR	0.141	0.139	-0.001	-1.0%	0.000
Volume	32,500	28,828	-3,672	-11.3%	141,120

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.767	4.719	4.493
R3	4.645	4.597	4.460
R2	4.523	4.523	4.448
R1	4.475	4.475	4.437	4.499
PP	4.401	4.401	4.401	4.414
S1	4.353	4.353	4.415	4.377
S2	4.279	4.279	4.404
S3	4.157	4.231	4.392
S4	4.035	4.109	4.359

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.385	5.278	4.730
R3	5.081	4.974	4.647
R2	4.777	4.777	4.619
R1	4.670	4.670	4.591	4.724
PP	4.473	4.473	4.473	4.500
S1	4.366	4.366	4.535	4.420
S2	4.169	4.169	4.507
S3	3.865	4.062	4.479
S4	3.561	3.758	4.396

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.627	4.328	0.299	6.8%	0.169	3.8%	33%	False	True	31,756
10	4.627	4.069	0.558	12.6%	0.148	3.3%	64%	False	False	28,552
20	4.627	3.877	0.750	16.9%	0.140	3.2%	73%	False	False	27,550
40	4.627	3.877	0.750	16.9%	0.127	2.9%	73%	False	False	22,760
60	4.850	3.877	0.973	22.0%	0.129	2.9%	56%	False	False	18,070
80	4.850	3.877	0.973	22.0%	0.129	2.9%	56%	False	False	14,672
100	4.850	3.877	0.973	22.0%	0.128	2.9%	56%	False	False	12,256
120	4.850	3.877	0.973	22.0%	0.123	2.8%	56%	False	False	10,476

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	0.027
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.969
2.618	4.769
1.618	4.647
1.000	4.572
0.618	4.525
HIGH	4.450
0.618	4.403
0.500	4.389
0.382	4.375
LOW	4.328
0.618	4.253
1.000	4.206
1.618	4.131
2.618	4.009
4.250	3.810

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	4.414	4.478
PP	4.401	4.460
S1	4.389	4.443

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

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