NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 18-Apr-2011

Day Change Summary
	Previous	Current
	15-Apr-2011	18-Apr-2011	Change	Change %	Previous Week
Open	4.596	4.603	0.007	0.2%	4.456
High	4.642	4.662	0.020	0.4%	4.663
Low	4.576	4.512	-0.064	-1.4%	4.451
Close	4.622	4.546	-0.076	-1.6%	4.622
Range	0.066	0.150	0.084	127.3%	0.212
ATR	0.103	0.107	0.003	3.2%	0.000
Volume	13,807	2,723	-11,084	-80.3%	35,914

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.023	4.935	4.629
R3	4.873	4.785	4.587
R2	4.723	4.723	4.574
R1	4.635	4.635	4.560	4.604
PP	4.573	4.573	4.573	4.558
S1	4.485	4.485	4.532	4.454
S2	4.423	4.423	4.519
S3	4.273	4.335	4.505
S4	4.123	4.185	4.464

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	4.504	0.159	3.5%	0.102	2.2%	26%	False	False	6,773
10	4.745	4.451	0.294	6.5%	0.097	2.1%	32%	False	False	6,323
20	4.910	4.451	0.459	10.1%	0.108	2.4%	21%	False	False	7,295
40	4.910	4.243	0.667	14.7%	0.107	2.4%	45%	False	False	5,919

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.300
2.618	5.055
1.618	4.905
1.000	4.812
0.618	4.755
HIGH	4.662
0.618	4.605
0.500	4.587
0.382	4.569
LOW	4.512
0.618	4.419
1.000	4.362
1.618	4.269
2.618	4.119
4.250	3.875

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	4.587	4.584
PP	4.573	4.571
S1	4.560	4.559

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

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