NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 28-Mar-2011

Day Change Summary
	Previous	Current
	25-Mar-2011	28-Mar-2011	Change	Change %	Previous Week
Open	4.562	4.743	0.181	4.0%	4.510
High	4.730	4.770	0.040	0.8%	4.730
Low	4.540	4.643	0.103	2.3%	4.450
Close	4.722	4.677	-0.045	-1.0%	4.722
Range	0.190	0.127	-0.063	-33.2%	0.280
ATR	0.124	0.124	0.000	0.2%	0.000
Volume	25,398	22,371	-3,027	-11.9%	101,064

Daily Pivots for day following 28-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.078	5.004	4.747
R3	4.951	4.877	4.712
R2	4.824	4.824	4.700
R1	4.750	4.750	4.689	4.724
PP	4.697	4.697	4.697	4.683
S1	4.623	4.623	4.665	4.597
S2	4.570	4.570	4.654
S3	4.443	4.496	4.642
S4	4.316	4.369	4.607

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.474	5.378	4.876
R3	5.194	5.098	4.799
R2	4.914	4.914	4.773
R1	4.818	4.818	4.748	4.866
PP	4.634	4.634	4.634	4.658
S1	4.538	4.538	4.696	4.586
S2	4.354	4.354	4.671
S3	4.074	4.258	4.645
S4	3.794	3.978	4.568

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.770	4.476	0.294	6.3%	0.127	2.7%	68%	True	False	21,736
10	4.770	4.140	0.630	13.5%	0.132	2.8%	85%	True	False	19,213
20	4.770	4.051	0.719	15.4%	0.123	2.6%	87%	True	False	17,719
40	4.770	4.051	0.719	15.4%	0.113	2.4%	87%	True	False	16,136

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.310
2.618	5.102
1.618	4.975
1.000	4.897
0.618	4.848
HIGH	4.770
0.618	4.721
0.500	4.707
0.382	4.692
LOW	4.643
0.618	4.565
1.000	4.516
1.618	4.438
2.618	4.311
4.250	4.103

Fisher Pivots for day following 28-Mar-2011
Pivot	1 day	3 day
R1	4.707	4.667
PP	4.697	4.656
S1	4.687	4.646

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

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