NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	4.644	4.504	-0.140	-3.0%	4.510
High	4.689	4.607	-0.082	-1.7%	4.730
Low	4.500	4.499	-0.001	0.0%	4.450
Close	4.503	4.590	0.087	1.9%	4.722
Range	0.189	0.108	-0.081	-42.9%	0.280
ATR	0.129	0.127	-0.001	-1.2%	0.000
Volume	24,428	22,925	-1,503	-6.2%	101,064

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.889	4.848	4.649
R3	4.781	4.740	4.620
R2	4.673	4.673	4.610
R1	4.632	4.632	4.600	4.653
PP	4.565	4.565	4.565	4.576
S1	4.524	4.524	4.580	4.545
S2	4.457	4.457	4.570
S3	4.349	4.416	4.560
S4	4.241	4.308	4.531

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	4.499	0.271	5.9%	0.156	3.4%	34%	False	True	24,170
10	4.770	4.256	0.514	11.2%	0.135	2.9%	65%	False	False	20,846
20	4.770	4.051	0.719	15.7%	0.127	2.8%	75%	False	False	18,241
40	4.770	4.051	0.719	15.7%	0.115	2.5%	75%	False	False	16,720

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	0.026
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.066
2.618	4.890
1.618	4.782
1.000	4.715
0.618	4.674
HIGH	4.607
0.618	4.566
0.500	4.553
0.382	4.540
LOW	4.499
0.618	4.432
1.000	4.391
1.618	4.324
2.618	4.216
4.250	4.040

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	4.578	4.635
PP	4.565	4.620
S1	4.553	4.605

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

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