NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	4.478	4.560	0.082	1.8%	4.245
High	4.555	4.633	0.078	1.7%	4.508
Low	4.476	4.560	0.084	1.9%	4.140
Close	4.553	4.628	0.075	1.6%	4.492
Range	0.079	0.073	-0.006	-7.6%	0.368
ATR	0.118	0.115	-0.003	-2.3%	0.000
Volume	17,564	17,620	56	0.3%	81,886

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.826	4.800	4.668
R3	4.753	4.727	4.648
R2	4.680	4.680	4.641
R1	4.654	4.654	4.635	4.667
PP	4.607	4.607	4.607	4.614
S1	4.581	4.581	4.621	4.594
S2	4.534	4.534	4.615
S3	4.461	4.508	4.608
S4	4.388	4.435	4.588

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.484	5.356	4.694
R3	5.116	4.988	4.593
R2	4.748	4.748	4.559
R1	4.620	4.620	4.526	4.684
PP	4.380	4.380	4.380	4.412
S1	4.252	4.252	4.458	4.316
S2	4.012	4.012	4.425
S3	3.644	3.884	4.391
S4	3.276	3.516	4.290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.633	4.256	0.377	8.1%	0.113	2.4%	99%	True	False	17,521
10	4.633	4.116	0.517	11.2%	0.120	2.6%	99%	True	False	16,206
20	4.633	4.051	0.582	12.6%	0.121	2.6%	99%	True	False	16,680
40	4.714	4.051	0.663	14.3%	0.109	2.3%	87%	False	False	15,478

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	4.943
2.618	4.824
1.618	4.751
1.000	4.706
0.618	4.678
HIGH	4.633
0.618	4.605
0.500	4.597
0.382	4.588
LOW	4.560
0.618	4.515
1.000	4.487
1.618	4.442
2.618	4.369
4.250	4.250

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	4.618	4.599
PP	4.607	4.570
S1	4.597	4.542

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

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