NYMEX Natural Gas Future July 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	4.342	4.345	0.003	0.1%	4.184
High	4.368	4.393	0.025	0.6%	4.388
Low	4.294	4.220	-0.074	-1.7%	4.141
Close	4.338	4.262	-0.076	-1.8%	4.338
Range	0.074	0.173	0.099	133.8%	0.247
ATR	0.124	0.127	0.004	2.8%	0.000
Volume	40,359	37,193	-3,166	-7.8%	326,039

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.811	4.709	4.357
R3	4.638	4.536	4.310
R2	4.465	4.465	4.294
R1	4.363	4.363	4.278	4.328
PP	4.292	4.292	4.292	4.274
S1	4.190	4.190	4.246	4.155
S2	4.119	4.119	4.230
S3	3.946	4.017	4.214
S4	3.773	3.844	4.167

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	4.393	4.204	0.189	4.4%	0.124	2.9%	31%	True	False	57,029
10	4.471	4.141	0.330	7.7%	0.115	2.7%	37%	False	False	61,023
20	4.690	4.141	0.549	12.9%	0.130	3.0%	22%	False	False	43,534
40	4.690	3.955	0.735	17.2%	0.130	3.1%	42%	False	False	30,368
60	4.930	3.955	0.975	22.9%	0.123	2.9%	31%	False	False	23,676
80	4.930	3.955	0.975	22.9%	0.120	2.8%	31%	False	False	19,363
100	4.930	3.955	0.975	22.9%	0.121	2.8%	31%	False	False	16,039
120	4.930	3.955	0.975	22.9%	0.122	2.9%	31%	False	False	13,635

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	0.029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.128
2.618	4.846
1.618	4.673
1.000	4.566
0.618	4.500
HIGH	4.393
0.618	4.327
0.500	4.307
0.382	4.286
LOW	4.220
0.618	4.113
1.000	4.047
1.618	3.940
2.618	3.767
4.250	3.485

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	4.307	4.299
PP	4.292	4.286
S1	4.277	4.274

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

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