NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 01-Apr-2011

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	4.733	4.759	0.026	0.5%	4.899
High	4.807	4.799	-0.008	-0.2%	4.910
Low	4.611	4.699	0.088	1.9%	4.611
Close	4.770	4.777	0.007	0.1%	4.777
Range	0.196	0.100	-0.096	-49.0%	0.299
ATR	0.116	0.115	-0.001	-1.0%	0.000
Volume	6,254	9,526	3,272	52.3%	42,740

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.058	5.018	4.832
R3	4.958	4.918	4.805
R2	4.858	4.858	4.795
R1	4.818	4.818	4.786	4.838
PP	4.758	4.758	4.758	4.769
S1	4.718	4.718	4.768	4.738
S2	4.658	4.658	4.759
S3	4.558	4.618	4.750
S4	4.458	4.518	4.722

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.663	5.519	4.941
R3	5.364	5.220	4.859
R2	5.065	5.065	4.832
R1	4.921	4.921	4.804	4.844
PP	4.766	4.766	4.766	4.727
S1	4.622	4.622	4.750	4.545
S2	4.467	4.467	4.722
S3	4.168	4.323	4.695
S4	3.869	4.024	4.613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.910	4.611	0.299	6.3%	0.131	2.8%	56%	False	False	8,548
10	4.910	4.611	0.299	6.3%	0.118	2.5%	56%	False	False	7,785
20	4.910	4.244	0.666	13.9%	0.116	2.4%	80%	False	False	5,976
40	4.910	4.243	0.667	14.0%	0.099	2.1%	80%	False	False	4,960

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.224
2.618	5.061
1.618	4.961
1.000	4.899
0.618	4.861
HIGH	4.799
0.618	4.761
0.500	4.749
0.382	4.737
LOW	4.699
0.618	4.637
1.000	4.599
1.618	4.537
2.618	4.437
4.250	4.274

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	4.768	4.754
PP	4.758	4.732
S1	4.749	4.709

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

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