NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 28-Mar-2011

Day Change Summary
	Previous	Current
	25-Mar-2011	28-Mar-2011	Change	Change %	Previous Week
Open	4.773	4.899	0.126	2.6%	4.673
High	4.877	4.910	0.033	0.7%	4.877
Low	4.720	4.801	0.081	1.7%	4.628
Close	4.872	4.831	-0.041	-0.8%	4.872
Range	0.157	0.109	-0.048	-30.6%	0.249
ATR	0.107	0.108	0.000	0.1%	0.000
Volume	10,449	8,436	-2,013	-19.3%	35,111

Daily Pivots for day following 28-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.174	5.112	4.891
R3	5.065	5.003	4.861
R2	4.956	4.956	4.851
R1	4.894	4.894	4.841	4.871
PP	4.847	4.847	4.847	4.836
S1	4.785	4.785	4.821	4.762
S2	4.738	4.738	4.811
S3	4.629	4.676	4.801
S4	4.520	4.567	4.771

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.539	5.455	5.009
R3	5.290	5.206	4.940
R2	5.041	5.041	4.918
R1	4.957	4.957	4.895	4.999
PP	4.792	4.792	4.792	4.814
S1	4.708	4.708	4.849	4.750
S2	4.543	4.543	4.826
S3	4.294	4.459	4.804
S4	4.045	4.210	4.735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.910	4.643	0.267	5.5%	0.110	2.3%	70%	True	False	7,501
10	4.910	4.345	0.565	11.7%	0.114	2.4%	86%	True	False	6,057
20	4.910	4.243	0.667	13.8%	0.107	2.2%	88%	True	False	5,625
40	4.910	4.243	0.667	13.8%	0.094	1.9%	88%	True	False	4,368

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	True
Stretch	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.373
2.618	5.195
1.618	5.086
1.000	5.019
0.618	4.977
HIGH	4.910
0.618	4.868
0.500	4.856
0.382	4.843
LOW	4.801
0.618	4.734
1.000	4.692
1.618	4.625
2.618	4.516
4.250	4.338

Fisher Pivots for day following 28-Mar-2011
Pivot	1 day	3 day
R1	4.856	4.822
PP	4.847	4.812
S1	4.839	4.803

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

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