NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 06-Apr-2011

Day Change Summary
	Previous	Current
	05-Apr-2011	06-Apr-2011	Change	Change %	Previous Week
Open	4.532	4.488	-0.044	-1.0%	4.743
High	4.575	4.506	-0.069	-1.5%	4.770
Low	4.489	4.400	-0.089	-2.0%	4.448
Close	4.497	4.418	-0.079	-1.8%	4.612
Range	0.086	0.106	0.020	23.3%	0.322
ATR	0.128	0.126	-0.002	-1.2%	0.000
Volume	19,792	16,545	-3,247	-16.4%	122,100

Daily Pivots for day following 06-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.759	4.695	4.476
R3	4.653	4.589	4.447
R2	4.547	4.547	4.437
R1	4.483	4.483	4.428	4.462
PP	4.441	4.441	4.441	4.431
S1	4.377	4.377	4.408	4.356
S2	4.335	4.335	4.399
S3	4.229	4.271	4.389
S4	4.123	4.165	4.360

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.576	5.416	4.789
R3	5.254	5.094	4.701
R2	4.932	4.932	4.671
R1	4.772	4.772	4.642	4.691
PP	4.610	4.610	4.610	4.570
S1	4.450	4.450	4.582	4.369
S2	4.288	4.288	4.553
S3	3.966	4.128	4.523
S4	3.644	3.806	4.435

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.659	4.400	0.259	5.9%	0.127	2.9%	7%	False	True	21,867
10	4.770	4.400	0.370	8.4%	0.141	3.2%	5%	False	True	23,019
20	4.770	4.116	0.654	14.8%	0.131	3.0%	46%	False	False	19,612
40	4.770	4.051	0.719	16.3%	0.119	2.7%	51%	False	False	17,577

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.957
2.618	4.784
1.618	4.678
1.000	4.612
0.618	4.572
HIGH	4.506
0.618	4.466
0.500	4.453
0.382	4.440
LOW	4.400
0.618	4.334
1.000	4.294
1.618	4.228
2.618	4.122
4.250	3.950

Fisher Pivots for day following 06-Apr-2011
Pivot	1 day	3 day
R1	4.453	4.505
PP	4.441	4.476
S1	4.430	4.447

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

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