NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 15-Apr-2011

Day Change Summary
	Previous	Current
	14-Apr-2011	15-Apr-2011	Change	Change %	Previous Week
Open	4.543	4.596	0.053	1.2%	4.456
High	4.663	4.642	-0.021	-0.5%	4.663
Low	4.504	4.576	0.072	1.6%	4.451
Close	4.623	4.622	-0.001	0.0%	4.622
Range	0.159	0.066	-0.093	-58.5%	0.212
ATR	0.106	0.103	-0.003	-2.7%	0.000
Volume	7,056	13,807	6,751	95.7%	35,914

Daily Pivots for day following 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.811	4.783	4.658
R3	4.745	4.717	4.640
R2	4.679	4.679	4.634
R1	4.651	4.651	4.628	4.665
PP	4.613	4.613	4.613	4.621
S1	4.585	4.585	4.616	4.599
S2	4.547	4.547	4.610
S3	4.481	4.519	4.604
S4	4.415	4.453	4.586

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.215	5.130	4.739
R3	5.003	4.918	4.680
R2	4.791	4.791	4.661
R1	4.706	4.706	4.641	4.749
PP	4.579	4.579	4.579	4.600
S1	4.494	4.494	4.603	4.537
S2	4.367	4.367	4.583
S3	4.155	4.282	4.564
S4	3.943	4.070	4.505

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.663	4.451	0.212	4.6%	0.097	2.1%	81%	False	False	7,182
10	4.775	4.451	0.324	7.0%	0.091	2.0%	53%	False	False	7,138
20	4.910	4.451	0.459	9.9%	0.105	2.3%	37%	False	False	7,461
40	4.910	4.243	0.667	14.4%	0.106	2.3%	57%	False	False	5,958

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	0.022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.923
2.618	4.815
1.618	4.749
1.000	4.708
0.618	4.683
HIGH	4.642
0.618	4.617
0.500	4.609
0.382	4.601
LOW	4.576
0.618	4.535
1.000	4.510
1.618	4.469
2.618	4.403
4.250	4.296

Fisher Pivots for day following 15-Apr-2011
Pivot	1 day	3 day
R1	4.618	4.609
PP	4.613	4.596
S1	4.609	4.584

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

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