NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 06-Apr-2011

Day Change Summary
	Previous	Current
	05-Apr-2011	06-Apr-2011	Change	Change %	Previous Week
Open	4.957	4.934	-0.023	-0.5%	5.142
High	4.988	4.935	-0.053	-1.1%	5.145
Low	4.917	4.836	-0.081	-1.6%	4.845
Close	4.922	4.849	-0.073	-1.5%	5.012
Range	0.071	0.099	0.028	39.4%	0.300
ATR	0.107	0.107	-0.001	-0.5%	0.000
Volume	5,454	5,323	-131	-2.4%	29,888

Daily Pivots for day following 06-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.170	5.109	4.903
R3	5.071	5.010	4.876
R2	4.972	4.972	4.867
R1	4.911	4.911	4.858	4.892
PP	4.873	4.873	4.873	4.864
S1	4.812	4.812	4.840	4.793
S2	4.774	4.774	4.831
S3	4.675	4.713	4.822
S4	4.576	4.614	4.795

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	5.030	4.836	0.194	4.0%	0.105	2.2%	7%	False	True	5,517
10	5.145	4.836	0.309	6.4%	0.121	2.5%	4%	False	True	6,000
20	5.145	4.566	0.579	11.9%	0.109	2.3%	49%	False	False	4,757
40	5.145	4.511	0.634	13.1%	0.098	2.0%	53%	False	False	3,688

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.356
2.618	5.194
1.618	5.095
1.000	5.034
0.618	4.996
HIGH	4.935
0.618	4.897
0.500	4.886
0.382	4.874
LOW	4.836
0.618	4.775
1.000	4.737
1.618	4.676
2.618	4.577
4.250	4.415

Fisher Pivots for day following 06-Apr-2011
Pivot	1 day	3 day
R1	4.886	4.921
PP	4.873	4.897
S1	4.861	4.873

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

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