NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 02-May-2011

Day Change Summary
	Previous	Current
	29-Apr-2011	02-May-2011	Change	Change %	Previous Week
Open	4.900	4.978	0.078	1.6%	4.803
High	4.975	5.010	0.035	0.7%	4.975
Low	4.855	4.924	0.069	1.4%	4.723
Close	4.969	4.986	0.017	0.3%	4.969
Range	0.120	0.086	-0.034	-28.3%	0.252
ATR	0.103	0.102	-0.001	-1.2%	0.000
Volume	25,975	17,720	-8,255	-31.8%	52,241

Daily Pivots for day following 02-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.231	5.195	5.033
R3	5.145	5.109	5.010
R2	5.059	5.059	5.002
R1	5.023	5.023	4.994	5.041
PP	4.973	4.973	4.973	4.983
S1	4.937	4.937	4.978	4.955
S2	4.887	4.887	4.970
S3	4.801	4.851	4.962
S4	4.715	4.765	4.939

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.645	5.559	5.108
R3	5.393	5.307	5.038
R2	5.141	5.141	5.015
R1	5.055	5.055	4.992	5.098
PP	4.889	4.889	4.889	4.911
S1	4.803	4.803	4.946	4.846
S2	4.637	4.637	4.923
S3	4.385	4.551	4.900
S4	4.133	4.299	4.830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.010	4.723	0.287	5.8%	0.103	2.1%	92%	True	False	11,840
10	5.010	4.512	0.498	10.0%	0.099	2.0%	95%	True	False	9,133
20	5.010	4.451	0.559	11.2%	0.095	1.9%	96%	True	False	8,135
40	5.010	4.244	0.766	15.4%	0.106	2.1%	97%	True	False	7,055
60	5.010	4.243	0.767	15.4%	0.098	2.0%	97%	True	False	6,018

Crabel Price Patterns
NR	True
NR4	True
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	0.024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.376
2.618	5.235
1.618	5.149
1.000	5.096
0.618	5.063
HIGH	5.010
0.618	4.977
0.500	4.967
0.382	4.957
LOW	4.924
0.618	4.871
1.000	4.838
1.618	4.785
2.618	4.699
4.250	4.559

Fisher Pivots for day following 02-May-2011
Pivot	1 day	3 day
R1	4.980	4.947
PP	4.973	4.909
S1	4.967	4.870

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

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