NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	3.999	4.062	0.063	1.6%	3.834
High	4.144	4.106	-0.038	-0.9%	4.144
Low	3.852	3.988	0.136	3.5%	3.800
Close	4.062	4.024	-0.038	-0.9%	4.024
Range	0.292	0.118	-0.174	-59.6%	0.344
ATR	0.166	0.162	-0.003	-2.1%	0.000
Volume	201,579	95,782	-105,797	-52.5%	655,997

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.393	4.327	4.089
R3	4.275	4.209	4.056
R2	4.157	4.157	4.046
R1	4.091	4.091	4.035	4.065
PP	4.039	4.039	4.039	4.027
S1	3.973	3.973	4.013	3.947
S2	3.921	3.921	4.002
S3	3.803	3.855	3.992
S4	3.685	3.737	3.959

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.021	4.867	4.213
R3	4.677	4.523	4.119
R2	4.333	4.333	4.087
R1	4.179	4.179	4.056	4.256
PP	3.989	3.989	3.989	4.028
S1	3.835	3.835	3.992	3.912
S2	3.645	3.645	3.961
S3	3.301	3.491	3.929
S4	2.957	3.147	3.835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.144	3.800	0.344	8.5%	0.178	4.4%	65%	False	False	131,199
10	4.144	3.703	0.441	11.0%	0.167	4.1%	73%	False	False	113,206
20	4.209	3.693	0.516	12.8%	0.154	3.8%	64%	False	False	97,071
40	5.010	3.693	1.317	32.7%	0.157	3.9%	25%	False	False	78,520
60	5.028	3.693	1.335	33.2%	0.163	4.0%	25%	False	False	62,542
80	5.345	3.693	1.652	41.1%	0.171	4.2%	20%	False	False	53,765
100	5.345	3.693	1.652	41.1%	0.168	4.2%	20%	False	False	46,716
120	5.345	3.693	1.652	41.1%	0.169	4.2%	20%	False	False	41,229

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.048
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	4.608
2.618	4.415
1.618	4.297
1.000	4.224
0.618	4.179
HIGH	4.106
0.618	4.061
0.500	4.047
0.382	4.033
LOW	3.988
0.618	3.915
1.000	3.870
1.618	3.797
2.618	3.679
4.250	3.487

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	4.047	4.015
PP	4.039	4.007
S1	4.032	3.998

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

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