NYMEX Natural Gas Future July 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	4.545	4.522	-0.023	-0.5%	4.345
High	4.573	4.550	-0.023	-0.5%	4.544
Low	4.477	4.464	-0.013	-0.3%	4.220
Close	4.522	4.512	-0.010	-0.2%	4.535
Range	0.096	0.086	-0.010	-10.4%	0.324
ATR	0.125	0.122	-0.003	-2.2%	0.000
Volume	34,049	21,223	-12,826	-37.7%	127,049

Daily Pivots for day following 26-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.767	4.725	4.559
R3	4.681	4.639	4.536
R2	4.595	4.595	4.528
R1	4.553	4.553	4.520	4.531
PP	4.509	4.509	4.509	4.498
S1	4.467	4.467	4.504	4.445
S2	4.423	4.423	4.496
S3	4.337	4.381	4.488
S4	4.251	4.295	4.465

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.405	5.294	4.713
R3	5.081	4.970	4.624
R2	4.757	4.757	4.594
R1	4.646	4.646	4.565	4.702
PP	4.433	4.433	4.433	4.461
S1	4.322	4.322	4.505	4.378
S2	4.109	4.109	4.476
S3	3.785	3.998	4.446
S4	3.461	3.674	4.357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.573	4.253	0.320	7.1%	0.110	2.4%	81%	False	False	29,025
10	4.573	4.204	0.369	8.2%	0.117	2.6%	83%	False	False	43,027
20	4.601	4.141	0.460	10.2%	0.124	2.7%	81%	False	False	44,521
40	4.690	3.955	0.735	16.3%	0.126	2.8%	76%	False	False	32,864
60	4.690	3.955	0.735	16.3%	0.120	2.7%	76%	False	False	25,365
80	4.930	3.955	0.975	21.6%	0.121	2.7%	57%	False	False	21,038
100	4.930	3.955	0.975	21.6%	0.121	2.7%	57%	False	False	17,409
120	4.930	3.955	0.975	21.6%	0.120	2.7%	57%	False	False	14,770

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	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.916
2.618	4.775
1.618	4.689
1.000	4.636
0.618	4.603
HIGH	4.550
0.618	4.517
0.500	4.507
0.382	4.497
LOW	4.464
0.618	4.411
1.000	4.378
1.618	4.325
2.618	4.239
4.250	4.099

Fisher Pivots for day following 26-Apr-2011
Pivot	1 day	3 day
R1	4.510	4.502
PP	4.509	4.492
S1	4.507	4.482

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

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