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Network address translation (NAT) translates between addresses on the Internet and those on a local network. The functionality of a NAT provider is like that of a worker in an office mail room who takes a business address and an employee name on incoming letters and replaces them with the destination office number in a building. This allows people outside the business to send information to a specific person in the building.
Set to: Enabled, if it's the only router providing NAT services on your network
Generally, enable NAT only on the device that acts as a router for your network. This is usually either your cable modem, DSL modem, or standalone router, which might also act as your Wi-Fi router. Using NAT on more than one device is called double NAT, and that can cause issues with accessing Internet services, such as games, Voice Over IP (VoIP), Virtual Private Network (VPN), and communicating across the different levels of NAT on the local network.
Another link AirPort: What is Network Address Translation?
If you are using air port express keep the settings as in off bridge mode AirPort Utility 6.x: Set up a base station or AirPort Time Capsule as a bridge
Question: which Nat Mode should I use?