Not to make you paranoid but maybe she's disturbed by your shocking technique and she doesn't have the confidence to tell you? Maybe you've got a label sticking out your top? Maybe you're just a bit of eye-candy for while she is working out?
I wouldn't try to pick anyone up in a gym generally as I barely pay attention to anyone in there (if you've got time to look around and gaze longingly into each others eyes then neither of you is working hard enough) but since you think there may be some spark of attraction then why not simply try saying hi. What's the worst that can happen? Shameful humiliating rejection and having to change gyms due to the stigma?