NYMEX Natural Gas Future August 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	4.569	4.554	-0.015	-0.3%	4.370
High	4.618	4.597	-0.021	-0.5%	4.589
Low	4.525	4.513	-0.012	-0.3%	4.269
Close	4.566	4.558	-0.008	-0.2%	4.581
Range	0.093	0.084	-0.009	-9.7%	0.320
ATR	0.121	0.119	-0.003	-2.2%	0.000
Volume	16,554	10,882	-5,672	-34.3%	53,917

Daily Pivots for day following 26-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.808	4.767	4.604
R3	4.724	4.683	4.581
R2	4.640	4.640	4.573
R1	4.599	4.599	4.566	4.620
PP	4.556	4.556	4.556	4.566
S1	4.515	4.515	4.550	4.536
S2	4.472	4.472	4.543
S3	4.388	4.431	4.535
S4	4.304	4.347	4.512

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.440	5.330	4.757
R3	5.120	5.010	4.669
R2	4.800	4.800	4.640
R1	4.690	4.690	4.610	4.745
PP	4.480	4.480	4.480	4.507
S1	4.370	4.370	4.552	4.425
S2	4.160	4.160	4.522
S3	3.840	4.050	4.493
S4	3.520	3.730	4.405

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.618	4.298	0.320	7.0%	0.107	2.4%	81%	False	False	13,473
10	4.618	4.252	0.366	8.0%	0.114	2.5%	84%	False	False	15,592
20	4.631	4.193	0.438	9.6%	0.121	2.6%	83%	False	False	17,045
40	4.719	3.994	0.725	15.9%	0.123	2.7%	78%	False	False	13,251
60	4.719	3.994	0.725	15.9%	0.117	2.6%	78%	False	False	10,588
80	4.896	3.994	0.902	19.8%	0.116	2.5%	63%	False	False	8,945
100	4.896	3.994	0.902	19.8%	0.116	2.5%	63%	False	False	7,569

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	0.038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.954
2.618	4.817
1.618	4.733
1.000	4.681
0.618	4.649
HIGH	4.597
0.618	4.565
0.500	4.555
0.382	4.545
LOW	4.513
0.618	4.461
1.000	4.429
1.618	4.377
2.618	4.293
4.250	4.156

Fisher Pivots for day following 26-Apr-2011
Pivot	1 day	3 day
R1	4.557	4.548
PP	4.556	4.539
S1	4.555	4.529

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

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