NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 12-Apr-2011

Day Change Summary
	Previous	Current
	11-Apr-2011	12-Apr-2011	Change	Change %	Previous Week
Open	4.292	4.410	0.118	2.7%	4.566
High	4.403	4.410	0.007	0.2%	4.610
Low	4.256	4.330	0.074	1.7%	4.280
Close	4.373	4.375	0.002	0.0%	4.308
Range	0.147	0.080	-0.067	-45.6%	0.330
ATR	0.122	0.119	-0.003	-2.5%	0.000
Volume	16,752	17,571	819	4.9%	101,863

Daily Pivots for day following 12-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.612	4.573	4.419
R3	4.532	4.493	4.397
R2	4.452	4.452	4.390
R1	4.413	4.413	4.382	4.393
PP	4.372	4.372	4.372	4.361
S1	4.333	4.333	4.368	4.313
S2	4.292	4.292	4.360
S3	4.212	4.253	4.353
S4	4.132	4.173	4.331

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	4.506	4.256	0.250	5.7%	0.100	2.3%	48%	False	False	19,154
10	4.659	4.256	0.403	9.2%	0.114	2.6%	30%	False	False	21,148
20	4.770	4.250	0.520	11.9%	0.123	2.8%	24%	False	False	20,726
40	4.770	4.051	0.719	16.4%	0.119	2.7%	45%	False	False	17,714

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	False
Stretch	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.750
2.618	4.619
1.618	4.539
1.000	4.490
0.618	4.459
HIGH	4.410
0.618	4.379
0.500	4.370
0.382	4.361
LOW	4.330
0.618	4.281
1.000	4.250
1.618	4.201
2.618	4.121
4.250	3.990

Fisher Pivots for day following 12-Apr-2011
Pivot	1 day	3 day
R1	4.373	4.361
PP	4.372	4.347
S1	4.370	4.333

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

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