NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 06-Apr-2011

Day Change Summary
	Previous	Current
	05-Apr-2011	06-Apr-2011	Change	Change %	Previous Week
Open	4.356	4.295	-0.061	-1.4%	4.582
High	4.394	4.318	-0.076	-1.7%	4.627
Low	4.297	4.200	-0.097	-2.3%	4.279
Close	4.304	4.220	-0.084	-2.0%	4.437
Range	0.097	0.118	0.021	21.6%	0.348
ATR	0.140	0.139	-0.002	-1.1%	0.000
Volume	29,552	25,492	-4,060	-13.7%	169,709

Daily Pivots for day following 06-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.600	4.528	4.285
R3	4.482	4.410	4.252
R2	4.364	4.364	4.242
R1	4.292	4.292	4.231	4.269
PP	4.246	4.246	4.246	4.235
S1	4.174	4.174	4.209	4.151
S2	4.128	4.128	4.198
S3	4.010	4.056	4.188
S4	3.892	3.938	4.155

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	4.509	4.200	0.309	7.3%	0.141	3.3%	6%	False	True	32,351
10	4.627	4.200	0.427	10.1%	0.155	3.7%	5%	False	True	32,053
20	4.627	3.923	0.704	16.7%	0.145	3.4%	42%	False	False	27,944
40	4.627	3.877	0.750	17.8%	0.130	3.1%	46%	False	False	24,362
60	4.850	3.877	0.973	23.1%	0.129	3.1%	35%	False	False	20,068
80	4.850	3.877	0.973	23.1%	0.129	3.1%	35%	False	False	16,365
100	4.850	3.877	0.973	23.1%	0.129	3.1%	35%	False	False	13,763
120	4.850	3.877	0.973	23.1%	0.126	3.0%	35%	False	False	11,752

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.820
2.618	4.627
1.618	4.509
1.000	4.436
0.618	4.391
HIGH	4.318
0.618	4.273
0.500	4.259
0.382	4.245
LOW	4.200
0.618	4.127
1.000	4.082
1.618	4.009
2.618	3.891
4.250	3.699

Fisher Pivots for day following 06-Apr-2011
Pivot	1 day	3 day
R1	4.259	4.317
PP	4.246	4.285
S1	4.233	4.252

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

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