NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	5.068	4.885	-0.183	-3.6%	4.933
High	5.068	4.980	-0.088	-1.7%	5.109
Low	4.891	4.880	-0.011	-0.2%	4.874
Close	4.899	4.971	0.072	1.5%	5.105
Range	0.177	0.100	-0.077	-43.5%	0.235
ATR	0.108	0.108	-0.001	-0.6%	0.000
Volume	6,718	5,236	-1,482	-22.1%	23,996

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.244	5.207	5.026
R3	5.144	5.107	4.999
R2	5.044	5.044	4.989
R1	5.007	5.007	4.980	5.026
PP	4.944	4.944	4.944	4.953
S1	4.907	4.907	4.962	4.926
S2	4.844	4.844	4.953
S3	4.744	4.807	4.944
S4	4.644	4.707	4.916

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	4.880	0.265	5.3%	0.137	2.8%	34%	False	True	6,483
10	5.145	4.766	0.379	7.6%	0.112	2.3%	54%	False	False	5,192
20	5.145	4.511	0.634	12.8%	0.105	2.1%	73%	False	False	4,172
40	5.145	4.511	0.634	12.8%	0.095	1.9%	73%	False	False	3,310

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0.009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.405
2.618	5.242
1.618	5.142
1.000	5.080
0.618	5.042
HIGH	4.980
0.618	4.942
0.500	4.930
0.382	4.918
LOW	4.880
0.618	4.818
1.000	4.780
1.618	4.718
2.618	4.618
4.250	4.455

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	4.957	5.013
PP	4.944	4.999
S1	4.930	4.985

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

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