NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	3.932	3.993	0.061	1.6%	3.834
High	4.014	4.133	0.119	3.0%	4.144
Low	3.908	3.972	0.064	1.6%	3.800
Close	3.966	4.019	0.053	1.3%	4.024
Range	0.106	0.161	0.055	51.9%	0.344
ATR	0.163	0.164	0.000	0.2%	0.000
Volume	78,126	109,359	31,233	40.0%	655,997

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.524	4.433	4.108
R3	4.363	4.272	4.063
R2	4.202	4.202	4.049
R1	4.111	4.111	4.034	4.157
PP	4.041	4.041	4.041	4.064
S1	3.950	3.950	4.004	3.996
S2	3.880	3.880	3.989
S3	3.719	3.789	3.975
S4	3.558	3.628	3.930

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	4.133	3.806	0.327	8.1%	0.149	3.7%	65%	True	False	103,220
10	4.144	3.773	0.371	9.2%	0.169	4.2%	66%	False	False	117,652
20	4.144	3.693	0.451	11.2%	0.163	4.1%	72%	False	False	107,733
40	5.010	3.693	1.317	32.8%	0.160	4.0%	25%	False	False	86,514
60	5.010	3.693	1.317	32.8%	0.163	4.1%	25%	False	False	68,423
80	5.345	3.693	1.652	41.1%	0.170	4.2%	20%	False	False	58,129
100	5.345	3.693	1.652	41.1%	0.167	4.2%	20%	False	False	50,280
120	5.345	3.693	1.652	41.1%	0.167	4.1%	20%	False	False	44,149

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	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.817
2.618	4.554
1.618	4.393
1.000	4.294
0.618	4.232
HIGH	4.133
0.618	4.071
0.500	4.053
0.382	4.034
LOW	3.972
0.618	3.873
1.000	3.811
1.618	3.712
2.618	3.551
4.250	3.288

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	4.053	4.003
PP	4.041	3.988
S1	4.030	3.972

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

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