NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	5.142	5.068	-0.074	-1.4%	4.933
High	5.145	5.068	-0.077	-1.5%	5.109
Low	5.029	4.891	-0.138	-2.7%	4.874
Close	5.058	4.899	-0.159	-3.1%	5.105
Range	0.116	0.177	0.061	52.6%	0.235
ATR	0.103	0.108	0.005	5.1%	0.000
Volume	6,331	6,718	387	6.1%	23,996

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.484	5.368	4.996
R3	5.307	5.191	4.948
R2	5.130	5.130	4.931
R1	5.014	5.014	4.915	4.984
PP	4.953	4.953	4.953	4.937
S1	4.837	4.837	4.883	4.807
S2	4.776	4.776	4.867
S3	4.599	4.660	4.850
S4	4.422	4.483	4.802

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.734	5.655	5.234
R3	5.499	5.420	5.170
R2	5.264	5.264	5.148
R1	5.185	5.185	5.127	5.225
PP	5.029	5.029	5.029	5.049
S1	4.950	4.950	5.083	4.990
S2	4.794	4.794	5.062
S3	4.559	4.715	5.040
S4	4.324	4.480	4.976

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.145	4.891	0.254	5.2%	0.127	2.6%	3%	False	True	6,116
10	5.145	4.733	0.412	8.4%	0.110	2.3%	40%	False	False	5,093
20	5.145	4.511	0.634	12.9%	0.104	2.1%	61%	False	False	4,188
40	5.145	4.511	0.634	12.9%	0.094	1.9%	61%	False	False	3,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	5.820
2.618	5.531
1.618	5.354
1.000	5.245
0.618	5.177
HIGH	5.068
0.618	5.000
0.500	4.980
0.382	4.959
LOW	4.891
0.618	4.782
1.000	4.714
1.618	4.605
2.618	4.428
4.250	4.139

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	4.980	5.018
PP	4.953	4.978
S1	4.926	4.939

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

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