NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 11-Apr-2011

Day Change Summary
	Previous	Current
	08-Apr-2011	11-Apr-2011	Change	Change %	Previous Week
Open	4.330	4.292	-0.038	-0.9%	4.566
High	4.330	4.403	0.073	1.7%	4.610
Low	4.280	4.256	-0.024	-0.6%	4.280
Close	4.308	4.373	0.065	1.5%	4.308
Range	0.050	0.147	0.097	194.0%	0.330
ATR	0.120	0.122	0.002	1.6%	0.000
Volume	31,076	16,752	-14,324	-46.1%	101,863

Daily Pivots for day following 11-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.785	4.726	4.454
R3	4.638	4.579	4.413
R2	4.491	4.491	4.400
R1	4.432	4.432	4.386	4.462
PP	4.344	4.344	4.344	4.359
S1	4.285	4.285	4.360	4.315
S2	4.197	4.197	4.346
S3	4.050	4.138	4.333
S4	3.903	3.991	4.292

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.389	5.179	4.490
R3	5.059	4.849	4.399
R2	4.729	4.729	4.369
R1	4.519	4.519	4.338	4.459
PP	4.399	4.399	4.399	4.370
S1	4.189	4.189	4.278	4.129
S2	4.069	4.069	4.248
S3	3.739	3.859	4.217
S4	3.409	3.529	4.127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.575	4.256	0.319	7.3%	0.101	2.3%	37%	False	True	19,598
10	4.689	4.256	0.433	9.9%	0.124	2.8%	27%	False	True	21,834
20	4.770	4.140	0.630	14.4%	0.128	2.9%	37%	False	False	20,523
40	4.770	4.051	0.719	16.4%	0.119	2.7%	45%	False	False	17,752

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	0.027
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.028
2.618	4.788
1.618	4.641
1.000	4.550
0.618	4.494
HIGH	4.403
0.618	4.347
0.500	4.330
0.382	4.312
LOW	4.256
0.618	4.165
1.000	4.109
1.618	4.018
2.618	3.871
4.250	3.631

Fisher Pivots for day following 11-Apr-2011
Pivot	1 day	3 day
R1	4.359	4.362
PP	4.344	4.351
S1	4.330	4.340

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

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