NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 18-Apr-2011

Day Change Summary
	Previous	Current
	15-Apr-2011	18-Apr-2011	Change	Change %	Previous Week
Open	4.280	4.285	0.005	0.1%	4.091
High	4.298	4.323	0.025	0.6%	4.318
Low	4.226	4.144	-0.082	-1.9%	4.056
Close	4.264	4.190	-0.074	-1.7%	4.264
Range	0.072	0.179	0.107	148.6%	0.262
ATR	0.129	0.132	0.004	2.8%	0.000
Volume	79,262	54,851	-24,411	-30.8%	361,156

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.756	4.652	4.288
R3	4.577	4.473	4.239
R2	4.398	4.398	4.223
R1	4.294	4.294	4.206	4.257
PP	4.219	4.219	4.219	4.200
S1	4.115	4.115	4.174	4.078
S2	4.040	4.040	4.157
S3	3.861	3.936	4.141
S4	3.682	3.757	4.092

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.999	4.893	4.408
R3	4.737	4.631	4.336
R2	4.475	4.475	4.312
R1	4.369	4.369	4.288	4.422
PP	4.213	4.213	4.213	4.239
S1	4.107	4.107	4.240	4.160
S2	3.951	3.951	4.216
S3	3.689	3.845	4.192
S4	3.427	3.583	4.120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.323	4.127	0.196	4.7%	0.127	3.0%	32%	True	False	69,478
10	4.394	4.056	0.338	8.1%	0.119	2.8%	40%	False	False	59,282
20	4.627	4.056	0.571	13.6%	0.136	3.2%	23%	False	False	45,470
40	4.627	3.877	0.750	17.9%	0.136	3.3%	42%	False	False	34,126
60	4.850	3.877	0.973	23.2%	0.130	3.1%	32%	False	False	27,944
80	4.850	3.877	0.973	23.2%	0.127	3.0%	32%	False	False	22,572
100	4.850	3.877	0.973	23.2%	0.128	3.1%	32%	False	False	18,943
120	4.850	3.877	0.973	23.2%	0.129	3.1%	32%	False	False	16,147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.084
2.618	4.792
1.618	4.613
1.000	4.502
0.618	4.434
HIGH	4.323
0.618	4.255
0.500	4.234
0.382	4.212
LOW	4.144
0.618	4.033
1.000	3.965
1.618	3.854
2.618	3.675
4.250	3.383

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	4.234	4.226
PP	4.219	4.214
S1	4.205	4.202

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

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