NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 04-Apr-2011

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	4.759	4.750	-0.009	-0.2%	4.899
High	4.799	4.775	-0.024	-0.5%	4.910
Low	4.699	4.679	-0.020	-0.4%	4.611
Close	4.777	4.725	-0.052	-1.1%	4.777
Range	0.100	0.096	-0.004	-4.0%	0.299
ATR	0.115	0.114	-0.001	-1.1%	0.000
Volume	9,526	10,871	1,345	14.1%	42,740

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.014	4.966	4.778
R3	4.918	4.870	4.751
R2	4.822	4.822	4.743
R1	4.774	4.774	4.734	4.750
PP	4.726	4.726	4.726	4.715
S1	4.678	4.678	4.716	4.654
S2	4.630	4.630	4.707
S3	4.534	4.582	4.699
S4	4.438	4.486	4.672

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	4.825	4.611	0.214	4.5%	0.129	2.7%	53%	False	False	9,035
10	4.910	4.611	0.299	6.3%	0.119	2.5%	38%	False	False	8,268
20	4.910	4.307	0.603	12.8%	0.114	2.4%	69%	False	False	6,376
40	4.910	4.243	0.667	14.1%	0.101	2.1%	72%	False	False	5,151

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	False
Stretch	0.027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.183
2.618	5.026
1.618	4.930
1.000	4.871
0.618	4.834
HIGH	4.775
0.618	4.738
0.500	4.727
0.382	4.716
LOW	4.679
0.618	4.620
1.000	4.583
1.618	4.524
2.618	4.428
4.250	4.271

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	4.727	4.720
PP	4.726	4.714
S1	4.726	4.709

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

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