NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 04-Apr-2011

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	5.021	4.974	-0.047	-0.9%	5.142
High	5.030	5.005	-0.025	-0.5%	5.145
Low	4.938	4.927	-0.011	-0.2%	4.845
Close	5.012	4.967	-0.045	-0.9%	5.012
Range	0.092	0.078	-0.014	-15.2%	0.300
ATR	0.112	0.110	-0.002	-1.7%	0.000
Volume	6,055	5,208	-847	-14.0%	29,888

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.200	5.162	5.010
R3	5.122	5.084	4.988
R2	5.044	5.044	4.981
R1	5.006	5.006	4.974	4.986
PP	4.966	4.966	4.966	4.957
S1	4.928	4.928	4.960	4.908
S2	4.888	4.888	4.953
S3	4.810	4.850	4.946
S4	4.732	4.772	4.924

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	5.068	4.845	0.223	4.5%	0.126	2.5%	55%	False	False	5,753
10	5.145	4.845	0.300	6.0%	0.117	2.3%	41%	False	False	5,507
20	5.145	4.566	0.579	11.7%	0.109	2.2%	69%	False	False	4,588
40	5.145	4.511	0.634	12.8%	0.099	2.0%	72%	False	False	3,585

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	0.015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.337
2.618	5.209
1.618	5.131
1.000	5.083
0.618	5.053
HIGH	5.005
0.618	4.975
0.500	4.966
0.382	4.957
LOW	4.927
0.618	4.879
1.000	4.849
1.618	4.801
2.618	4.723
4.250	4.596

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	4.967	4.957
PP	4.966	4.947
S1	4.966	4.938

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

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