NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	3.871	3.822	-0.049	-1.3%	3.746
High	3.914	3.840	-0.074	-1.9%	3.946
Low	3.795	3.703	-0.092	-2.4%	3.693
Close	3.814	3.797	-0.017	-0.4%	3.939
Range	0.119	0.137	0.018	15.1%	0.253
ATR	0.156	0.155	-0.001	-0.9%	0.000
Volume	72,549	118,495	45,946	63.3%	495,746

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.191	4.131	3.872
R3	4.054	3.994	3.835
R2	3.917	3.917	3.822
R1	3.857	3.857	3.810	3.819
PP	3.780	3.780	3.780	3.761
S1	3.720	3.720	3.784	3.682
S2	3.643	3.643	3.772
S3	3.506	3.583	3.759
S4	3.369	3.446	3.722

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	6.6%	0.151	4.0%	40%	False	False	94,145
10	3.958	3.693	0.265	7.0%	0.158	4.2%	39%	False	False	97,815
20	4.450	3.693	0.757	19.9%	0.144	3.8%	14%	False	False	80,647
40	5.010	3.693	1.317	34.7%	0.157	4.1%	8%	False	False	64,588
60	5.345	3.693	1.652	43.5%	0.166	4.4%	6%	False	False	52,567
80	5.345	3.693	1.652	43.5%	0.171	4.5%	6%	False	False	45,799
100	5.345	3.693	1.652	43.5%	0.166	4.4%	6%	False	False	39,795
120	5.345	3.693	1.652	43.5%	0.165	4.3%	6%	False	False	35,536

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.422
2.618	4.199
1.618	4.062
1.000	3.977
0.618	3.925
HIGH	3.840
0.618	3.788
0.500	3.772
0.382	3.755
LOW	3.703
0.618	3.618
1.000	3.566
1.618	3.481
2.618	3.344
4.250	3.121

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	3.789	3.818
PP	3.780	3.811
S1	3.772	3.804

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

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