NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 31-Mar-2011

Day Change Summary
	Previous	Current
	30-Mar-2011	31-Mar-2011	Change	Change %	Previous Week
Open	4.504	4.605	0.101	2.2%	4.510
High	4.607	4.659	0.052	1.1%	4.730
Low	4.499	4.448	-0.051	-1.1%	4.450
Close	4.590	4.617	0.027	0.6%	4.722
Range	0.108	0.211	0.103	95.4%	0.280
ATR	0.127	0.133	0.006	4.7%	0.000
Volume	22,925	20,482	-2,443	-10.7%	101,064

Daily Pivots for day following 31-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.208	5.123	4.733
R3	4.997	4.912	4.675
R2	4.786	4.786	4.656
R1	4.701	4.701	4.636	4.744
PP	4.575	4.575	4.575	4.596
S1	4.490	4.490	4.598	4.533
S2	4.364	4.364	4.578
S3	4.153	4.279	4.559
S4	3.942	4.068	4.501

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	4.448	0.322	7.0%	0.165	3.6%	52%	False	True	23,120
10	4.770	4.422	0.348	7.5%	0.133	2.9%	56%	False	False	21,434
20	4.770	4.051	0.719	15.6%	0.133	2.9%	79%	False	False	18,334
40	4.770	4.051	0.719	15.6%	0.119	2.6%	79%	False	False	16,931

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	5.556
2.618	5.211
1.618	5.000
1.000	4.870
0.618	4.789
HIGH	4.659
0.618	4.578
0.500	4.554
0.382	4.529
LOW	4.448
0.618	4.318
1.000	4.237
1.618	4.107
2.618	3.896
4.250	3.551

Fisher Pivots for day following 31-Mar-2011
Pivot	1 day	3 day
R1	4.596	4.601
PP	4.575	4.585
S1	4.554	4.569

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

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