NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	4.825	4.670	-0.155	-3.2%	4.673
High	4.825	4.754	-0.071	-1.5%	4.877
Low	4.660	4.667	0.007	0.2%	4.628
Close	4.666	4.744	0.078	1.7%	4.872
Range	0.165	0.087	-0.078	-47.3%	0.249
ATR	0.112	0.110	-0.002	-1.5%	0.000
Volume	11,214	7,310	-3,904	-34.8%	35,111

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.983	4.950	4.792
R3	4.896	4.863	4.768
R2	4.809	4.809	4.760
R1	4.776	4.776	4.752	4.793
PP	4.722	4.722	4.722	4.730
S1	4.689	4.689	4.736	4.706
S2	4.635	4.635	4.728
S3	4.548	4.602	4.720
S4	4.461	4.515	4.696

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	5.3%	0.132	2.8%	34%	False	False	9,343
10	4.910	4.486	0.424	8.9%	0.114	2.4%	61%	False	False	7,107
20	4.910	4.243	0.667	14.1%	0.109	2.3%	75%	False	False	5,821
40	4.910	4.243	0.667	14.1%	0.096	2.0%	75%	False	False	4,702

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	0.021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.124
2.618	4.982
1.618	4.895
1.000	4.841
0.618	4.808
HIGH	4.754
0.618	4.721
0.500	4.711
0.382	4.700
LOW	4.667
0.618	4.613
1.000	4.580
1.618	4.526
2.618	4.439
4.250	4.297

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	4.733	4.785
PP	4.722	4.771
S1	4.711	4.758

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

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