NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 25-Apr-2011

Day Change Summary
	Previous	Current
	21-Apr-2011	25-Apr-2011	Change	Change %	Previous Week
Open	4.945	5.020	0.075	1.5%	4.830
High	5.009	5.037	0.028	0.6%	5.009
Low	4.900	4.966	0.066	1.3%	4.750
Close	5.002	5.000	-0.002	0.0%	5.002
Range	0.109	0.071	-0.038	-34.9%	0.259
ATR	0.101	0.099	-0.002	-2.1%	0.000
Volume	2,910	5,025	2,115	72.7%	16,825

Daily Pivots for day following 25-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.214	5.178	5.039
R3	5.143	5.107	5.020
R2	5.072	5.072	5.013
R1	5.036	5.036	5.007	5.019
PP	5.001	5.001	5.001	4.992
S1	4.965	4.965	4.993	4.948
S2	4.930	4.930	4.987
S3	4.859	4.894	4.980
S4	4.788	4.823	4.961

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.697	5.609	5.144
R3	5.438	5.350	5.073
R2	5.179	5.179	5.049
R1	5.091	5.091	5.026	5.135
PP	4.920	4.920	4.920	4.943
S1	4.832	4.832	4.978	4.876
S2	4.661	4.661	4.955
S3	4.402	4.573	4.931
S4	4.143	4.314	4.860

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.037	4.750	0.287	5.7%	0.099	2.0%	87%	True	False	4,370
10	5.037	4.708	0.329	6.6%	0.097	1.9%	89%	True	False	4,500
20	5.145	4.708	0.437	8.7%	0.102	2.0%	67%	False	False	5,105
40	5.145	4.511	0.634	12.7%	0.102	2.0%	77%	False	False	4,446
60	5.145	4.511	0.634	12.7%	0.094	1.9%	77%	False	False	3,749

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Bull Hook	True
Stretch	0.032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.339
2.618	5.223
1.618	5.152
1.000	5.108
0.618	5.081
HIGH	5.037
0.618	5.010
0.500	5.002
0.382	4.993
LOW	4.966
0.618	4.922
1.000	4.895
1.618	4.851
2.618	4.780
4.250	4.664

Fisher Pivots for day following 25-Apr-2011
Pivot	1 day	3 day
R1	5.002	4.984
PP	5.001	4.968
S1	5.001	4.953

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

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