NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 15-Apr-2011

Day Change Summary
	Previous	Current
	14-Apr-2011	15-Apr-2011	Change	Change %	Previous Week
Open	4.399	4.440	0.041	0.9%	4.292
High	4.499	4.473	-0.026	-0.6%	4.499
Low	4.320	4.405	0.085	2.0%	4.256
Close	4.455	4.452	-0.003	-0.1%	4.452
Range	0.179	0.068	-0.111	-62.0%	0.243
ATR	0.122	0.118	-0.004	-3.2%	0.000
Volume	24,225	30,549	6,324	26.1%	105,951

Daily Pivots for day following 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.647	4.618	4.489
R3	4.579	4.550	4.471
R2	4.511	4.511	4.464
R1	4.482	4.482	4.458	4.497
PP	4.443	4.443	4.443	4.451
S1	4.414	4.414	4.446	4.429
S2	4.375	4.375	4.440
S3	4.307	4.346	4.433
S4	4.239	4.278	4.415

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.131	5.035	4.586
R3	4.888	4.792	4.519
R2	4.645	4.645	4.497
R1	4.549	4.549	4.474	4.597
PP	4.402	4.402	4.402	4.427
S1	4.306	4.306	4.430	4.354
S2	4.159	4.159	4.407
S3	3.916	4.063	4.385
S4	3.673	3.820	4.318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.499	4.256	0.243	5.5%	0.115	2.6%	81%	False	False	21,190
10	4.610	4.256	0.354	8.0%	0.105	2.3%	55%	False	False	20,781
20	4.770	4.256	0.514	11.5%	0.120	2.7%	38%	False	False	21,548
40	4.770	4.051	0.719	16.2%	0.121	2.7%	56%	False	False	18,606

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.762
2.618	4.651
1.618	4.583
1.000	4.541
0.618	4.515
HIGH	4.473
0.618	4.447
0.500	4.439
0.382	4.431
LOW	4.405
0.618	4.363
1.000	4.337
1.618	4.295
2.618	4.227
4.250	4.116

Fisher Pivots for day following 15-Apr-2011
Pivot	1 day	3 day
R1	4.448	4.438
PP	4.443	4.424
S1	4.439	4.410

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

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