NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 01-Apr-2011

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	4.960	5.021	0.061	1.2%	5.142
High	5.030	5.030	0.000	0.0%	5.145
Low	4.845	4.938	0.093	1.9%	4.845
Close	4.998	5.012	0.014	0.3%	5.012
Range	0.185	0.092	-0.093	-50.3%	0.300
ATR	0.113	0.112	-0.002	-1.3%	0.000
Volume	5,548	6,055	507	9.1%	29,888

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.269	5.233	5.063
R3	5.177	5.141	5.037
R2	5.085	5.085	5.029
R1	5.049	5.049	5.020	5.021
PP	4.993	4.993	4.993	4.980
S1	4.957	4.957	5.004	4.929
S2	4.901	4.901	4.995
S3	4.809	4.865	4.987
S4	4.717	4.773	4.961

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.901	5.756	5.177
R3	5.601	5.456	5.095
R2	5.301	5.301	5.067
R1	5.156	5.156	5.040	5.079
PP	5.001	5.001	5.001	4.962
S1	4.856	4.856	4.985	4.779
S2	4.701	4.701	4.957
S3	4.401	4.556	4.930
S4	4.101	4.256	4.847

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.145	4.845	0.300	6.0%	0.134	2.7%	56%	False	False	5,977
10	5.145	4.845	0.300	6.0%	0.117	2.3%	56%	False	False	5,388
20	5.145	4.520	0.625	12.5%	0.111	2.2%	79%	False	False	4,469
40	5.145	4.511	0.634	12.6%	0.098	2.0%	79%	False	False	3,509

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.421
2.618	5.271
1.618	5.179
1.000	5.122
0.618	5.087
HIGH	5.030
0.618	4.995
0.500	4.984
0.382	4.973
LOW	4.938
0.618	4.881
1.000	4.846
1.618	4.789
2.618	4.697
4.250	4.547

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	5.003	4.987
PP	4.993	4.962
S1	4.984	4.938

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

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