NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 15-Apr-2011

Day Change Summary
	Previous	Current
	14-Apr-2011	15-Apr-2011	Change	Change %	Previous Week
Open	4.275	4.342	0.067	1.6%	4.184
High	4.388	4.368	-0.020	-0.5%	4.388
Low	4.204	4.294	0.090	2.1%	4.141
Close	4.342	4.338	-0.004	-0.1%	4.338
Range	0.184	0.074	-0.110	-59.8%	0.247
ATR	0.128	0.124	-0.004	-3.0%	0.000
Volume	77,614	40,359	-37,255	-48.0%	326,039

Daily Pivots for day following 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.555	4.521	4.379
R3	4.481	4.447	4.358
R2	4.407	4.407	4.352
R1	4.373	4.373	4.345	4.353
PP	4.333	4.333	4.333	4.324
S1	4.299	4.299	4.331	4.279
S2	4.259	4.259	4.324
S3	4.185	4.225	4.318
S4	4.111	4.151	4.297

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.030	4.931	4.474
R3	4.783	4.684	4.406
R2	4.536	4.536	4.383
R1	4.437	4.437	4.361	4.487
PP	4.289	4.289	4.289	4.314
S1	4.190	4.190	4.315	4.240
S2	4.042	4.042	4.293
S3	3.795	3.943	4.270
S4	3.548	3.696	4.202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.388	4.141	0.247	5.7%	0.120	2.8%	80%	False	False	65,207
10	4.507	4.141	0.366	8.4%	0.109	2.5%	54%	False	False	59,984
20	4.690	4.141	0.549	12.7%	0.126	2.9%	36%	False	False	42,575
40	4.690	3.955	0.735	16.9%	0.127	2.9%	52%	False	False	29,734
60	4.930	3.955	0.975	22.5%	0.122	2.8%	39%	False	False	23,229
80	4.930	3.955	0.975	22.5%	0.120	2.8%	39%	False	False	18,946
100	4.930	3.955	0.975	22.5%	0.121	2.8%	39%	False	False	15,686
120	4.930	3.955	0.975	22.5%	0.121	2.8%	39%	False	False	13,335

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.683
2.618	4.562
1.618	4.488
1.000	4.442
0.618	4.414
HIGH	4.368
0.618	4.340
0.500	4.331
0.382	4.322
LOW	4.294
0.618	4.248
1.000	4.220
1.618	4.174
2.618	4.100
4.250	3.980

Fisher Pivots for day following 15-Apr-2011
Pivot	1 day	3 day
R1	4.336	4.324
PP	4.333	4.310
S1	4.331	4.296

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

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