NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 04-Apr-2011

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	4.491	4.390	-0.101	-2.2%	4.582
High	4.495	4.434	-0.061	-1.4%	4.627
Low	4.361	4.310	-0.051	-1.2%	4.279
Close	4.437	4.363	-0.074	-1.7%	4.437
Range	0.134	0.124	-0.010	-7.5%	0.348
ATR	0.145	0.144	-0.001	-0.9%	0.000
Volume	42,547	28,884	-13,663	-32.1%	169,709

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.741	4.676	4.431
R3	4.617	4.552	4.397
R2	4.493	4.493	4.386
R1	4.428	4.428	4.374	4.399
PP	4.369	4.369	4.369	4.354
S1	4.304	4.304	4.352	4.275
S2	4.245	4.245	4.340
S3	4.121	4.180	4.329
S4	3.997	4.056	4.295

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.492	5.312	4.628
R3	5.144	4.964	4.533
R2	4.796	4.796	4.501
R1	4.616	4.616	4.469	4.532
PP	4.448	4.448	4.448	4.406
S1	4.268	4.268	4.405	4.184
S2	4.100	4.100	4.373
S3	3.752	3.920	4.341
S4	3.404	3.572	4.246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.527	4.279	0.248	5.7%	0.161	3.7%	34%	False	False	33,607
10	4.627	4.279	0.348	8.0%	0.153	3.5%	24%	False	False	31,658
20	4.627	3.923	0.704	16.1%	0.146	3.3%	63%	False	False	28,947
40	4.627	3.877	0.750	17.2%	0.132	3.0%	65%	False	False	24,159
60	4.850	3.877	0.973	22.3%	0.129	3.0%	50%	False	False	19,422
80	4.850	3.877	0.973	22.3%	0.130	3.0%	50%	False	False	15,833
100	4.850	3.877	0.973	22.3%	0.130	3.0%	50%	False	False	13,249
120	4.850	3.877	0.973	22.3%	0.126	2.9%	50%	False	False	11,322

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.961
2.618	4.759
1.618	4.635
1.000	4.558
0.618	4.511
HIGH	4.434
0.618	4.387
0.500	4.372
0.382	4.357
LOW	4.310
0.618	4.233
1.000	4.186
1.618	4.109
2.618	3.985
4.250	3.783

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	4.372	4.394
PP	4.369	4.384
S1	4.366	4.373

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

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