NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	3.810	3.933	0.123	3.2%	3.746
High	3.946	3.933	-0.013	-0.3%	3.946
Low	3.757	3.768	0.011	0.3%	3.693
Close	3.939	3.852	-0.087	-2.2%	3.939
Range	0.189	0.165	-0.024	-12.7%	0.253
ATR	0.158	0.159	0.001	0.6%	0.000
Volume	87,784	97,034	9,250	10.5%	495,746

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.346	4.264	3.943
R3	4.181	4.099	3.897
R2	4.016	4.016	3.882
R1	3.934	3.934	3.867	3.893
PP	3.851	3.851	3.851	3.830
S1	3.769	3.769	3.837	3.728
S2	3.686	3.686	3.822
S3	3.521	3.604	3.807
S4	3.356	3.439	3.761

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.618	4.532	4.078
R3	4.365	4.279	4.009
R2	4.112	4.112	3.985
R1	4.026	4.026	3.962	4.069
PP	3.859	3.859	3.859	3.881
S1	3.773	3.773	3.916	3.816
S2	3.606	3.606	3.893
S3	3.353	3.520	3.869
S4	3.100	3.267	3.800

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.946	3.697	0.249	6.5%	0.164	4.3%	62%	False	False	97,348
10	4.108	3.693	0.415	10.8%	0.160	4.2%	38%	False	False	89,290
20	4.450	3.693	0.757	19.7%	0.141	3.7%	21%	False	False	82,093
40	5.010	3.693	1.317	34.2%	0.157	4.1%	12%	False	False	61,543
60	5.345	3.693	1.652	42.9%	0.167	4.3%	10%	False	False	50,201
80	5.345	3.693	1.652	42.9%	0.171	4.4%	10%	False	False	44,099
100	5.345	3.693	1.652	42.9%	0.166	4.3%	10%	False	False	38,148
120	5.345	3.693	1.652	42.9%	0.166	4.3%	10%	False	False	34,175

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.634
2.618	4.365
1.618	4.200
1.000	4.098
0.618	4.035
HIGH	3.933
0.618	3.870
0.500	3.851
0.382	3.831
LOW	3.768
0.618	3.666
1.000	3.603
1.618	3.501
2.618	3.336
4.250	3.067

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	3.852	3.842
PP	3.851	3.832
S1	3.851	3.822

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

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