NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	4.028	3.818	-0.210	-5.2%	3.970
High	4.039	3.829	-0.210	-5.2%	4.133
Low	3.873	3.732	-0.141	-3.6%	3.806
Close	3.881	3.800	-0.081	-2.1%	3.881
Range	0.166	0.097	-0.069	-41.6%	0.327
ATR	0.164	0.163	-0.001	-0.6%	0.000
Volume	65,889	54,950	-10,939	-16.6%	486,209

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.078	4.036	3.853
R3	3.981	3.939	3.827
R2	3.884	3.884	3.818
R1	3.842	3.842	3.809	3.815
PP	3.787	3.787	3.787	3.773
S1	3.745	3.745	3.791	3.718
S2	3.690	3.690	3.782
S3	3.593	3.648	3.773
S4	3.496	3.551	3.747

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.921	4.728	4.061
R3	4.594	4.401	3.971
R2	4.267	4.267	3.941
R1	4.074	4.074	3.911	4.007
PP	3.940	3.940	3.940	3.907
S1	3.747	3.747	3.851	3.680
S2	3.613	3.613	3.821
S3	3.286	3.420	3.791
S4	2.959	3.093	3.701

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.133	3.732	0.401	10.6%	0.143	3.8%	17%	False	True	86,504
10	4.144	3.732	0.412	10.8%	0.161	4.2%	17%	False	True	109,757
20	4.144	3.693	0.451	11.9%	0.161	4.2%	24%	False	False	104,059
40	5.010	3.693	1.317	34.7%	0.159	4.2%	8%	False	False	86,312
60	5.010	3.693	1.317	34.7%	0.159	4.2%	8%	False	False	69,375
80	5.345	3.693	1.652	43.5%	0.168	4.4%	6%	False	False	59,048
100	5.345	3.693	1.652	43.5%	0.168	4.4%	6%	False	False	51,261
120	5.345	3.693	1.652	43.5%	0.166	4.4%	6%	False	False	44,882

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	0.040
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	4.241
2.618	4.083
1.618	3.986
1.000	3.926
0.618	3.889
HIGH	3.829
0.618	3.792
0.500	3.781
0.382	3.769
LOW	3.732
0.618	3.672
1.000	3.635
1.618	3.575
2.618	3.478
4.250	3.320

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	3.794	3.933
PP	3.787	3.888
S1	3.781	3.844

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

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