NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 26-Apr-2011

Day Change Summary
	Previous	Current
	25-Apr-2011	26-Apr-2011	Change	Change %	Previous Week
Open	4.470	4.441	-0.029	-0.6%	4.285
High	4.505	4.477	-0.028	-0.6%	4.477
Low	4.403	4.392	-0.011	-0.2%	4.144
Close	4.439	4.444	0.005	0.1%	4.468
Range	0.102	0.085	-0.017	-16.7%	0.333
ATR	0.130	0.127	-0.003	-2.5%	0.000
Volume	0	78,639	78,639		251,228

Daily Pivots for day following 26-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.693	4.653	4.491
R3	4.608	4.568	4.467
R2	4.523	4.523	4.460
R1	4.483	4.483	4.452	4.503
PP	4.438	4.438	4.438	4.448
S1	4.398	4.398	4.436	4.418
S2	4.353	4.353	4.428
S3	4.268	4.313	4.421
S4	4.183	4.228	4.397

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.362	5.248	4.651
R3	5.029	4.915	4.560
R2	4.696	4.696	4.529
R1	4.582	4.582	4.499	4.639
PP	4.363	4.363	4.363	4.392
S1	4.249	4.249	4.437	4.306
S2	4.030	4.030	4.407
S3	3.697	3.916	4.376
S4	3.364	3.583	4.285

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.505	4.177	0.328	7.4%	0.116	2.6%	81%	False	False	55,003
10	4.505	4.127	0.378	8.5%	0.121	2.7%	84%	False	False	62,240
20	4.527	4.056	0.471	10.6%	0.129	2.9%	82%	False	False	51,794
40	4.627	3.877	0.750	16.9%	0.133	3.0%	76%	False	False	39,179
60	4.627	3.877	0.750	16.9%	0.126	2.8%	76%	False	False	31,729
80	4.850	3.877	0.973	21.9%	0.128	2.9%	58%	False	False	25,814
100	4.850	3.877	0.973	21.9%	0.127	2.9%	58%	False	False	21,571
120	4.850	3.877	0.973	21.9%	0.127	2.9%	58%	False	False	18,353

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.838
2.618	4.700
1.618	4.615
1.000	4.562
0.618	4.530
HIGH	4.477
0.618	4.445
0.500	4.435
0.382	4.424
LOW	4.392
0.618	4.339
1.000	4.307
1.618	4.254
2.618	4.169
4.250	4.031

Fisher Pivots for day following 26-Apr-2011
Pivot	1 day	3 day
R1	4.441	4.433
PP	4.438	4.422
S1	4.435	4.411

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

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