NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	3.993	4.028	0.035	0.9%	3.970
High	4.133	4.039	-0.094	-2.3%	4.133
Low	3.972	3.873	-0.099	-2.5%	3.806
Close	4.019	3.881	-0.138	-3.4%	3.881
Range	0.161	0.166	0.005	3.1%	0.327
ATR	0.164	0.164	0.000	0.1%	0.000
Volume	109,359	65,889	-43,470	-39.7%	486,209

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.429	4.321	3.972
R3	4.263	4.155	3.927
R2	4.097	4.097	3.911
R1	3.989	3.989	3.896	3.960
PP	3.931	3.931	3.931	3.917
S1	3.823	3.823	3.866	3.794
S2	3.765	3.765	3.851
S3	3.599	3.657	3.835
S4	3.433	3.491	3.790

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	3.806	0.327	8.4%	0.159	4.1%	23%	False	False	97,241
10	4.144	3.800	0.344	8.9%	0.169	4.3%	24%	False	False	114,220
20	4.144	3.693	0.451	11.6%	0.165	4.3%	42%	False	False	106,361
40	5.010	3.693	1.317	33.9%	0.160	4.1%	14%	False	False	86,572
60	5.010	3.693	1.317	33.9%	0.164	4.2%	14%	False	False	69,028
80	5.345	3.693	1.652	42.6%	0.170	4.4%	11%	False	False	58,719
100	5.345	3.693	1.652	42.6%	0.168	4.3%	11%	False	False	50,826
120	5.345	3.693	1.652	42.6%	0.166	4.3%	11%	False	False	44,565

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	0.043
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.745
2.618	4.474
1.618	4.308
1.000	4.205
0.618	4.142
HIGH	4.039
0.618	3.976
0.500	3.956
0.382	3.936
LOW	3.873
0.618	3.770
1.000	3.707
1.618	3.604
2.618	3.438
4.250	3.168

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	3.956	4.003
PP	3.931	3.962
S1	3.906	3.922

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

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