NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	4.899	4.825	-0.074	-1.5%	4.673
High	4.910	4.825	-0.085	-1.7%	4.877
Low	4.801	4.660	-0.141	-2.9%	4.628
Close	4.831	4.666	-0.165	-3.4%	4.872
Range	0.109	0.165	0.056	51.4%	0.249
ATR	0.108	0.112	0.005	4.2%	0.000
Volume	8,436	11,214	2,778	32.9%	35,111

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.212	5.104	4.757
R3	5.047	4.939	4.711
R2	4.882	4.882	4.696
R1	4.774	4.774	4.681	4.746
PP	4.717	4.717	4.717	4.703
S1	4.609	4.609	4.651	4.581
S2	4.552	4.552	4.636
S3	4.387	4.444	4.621
S4	4.222	4.279	4.575

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	4.660	0.250	5.4%	0.128	2.7%	2%	False	True	8,975
10	4.910	4.461	0.449	9.6%	0.114	2.4%	46%	False	False	6,829
20	4.910	4.243	0.667	14.3%	0.108	2.3%	63%	False	False	5,845
40	4.910	4.243	0.667	14.3%	0.095	2.0%	63%	False	False	4,581

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.526
2.618	5.257
1.618	5.092
1.000	4.990
0.618	4.927
HIGH	4.825
0.618	4.762
0.500	4.743
0.382	4.723
LOW	4.660
0.618	4.558
1.000	4.495
1.618	4.393
2.618	4.228
4.250	3.959

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	4.743	4.785
PP	4.717	4.745
S1	4.692	4.706

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

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