NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	4.169	4.100	-0.069	-1.7%	4.322
High	4.191	4.174	-0.017	-0.4%	4.333
Low	4.069	4.040	-0.029	-0.7%	3.994
Close	4.148	4.059	-0.089	-2.1%	4.003
Range	0.122	0.134	0.012	9.8%	0.339
ATR	0.129	0.129	0.000	0.3%	0.000
Volume	31,548	41,530	9,982	31.6%	119,813

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.493	4.410	4.133
R3	4.359	4.276	4.096
R2	4.225	4.225	4.084
R1	4.142	4.142	4.071	4.117
PP	4.091	4.091	4.091	4.078
S1	4.008	4.008	4.047	3.983
S2	3.957	3.957	4.034
S3	3.823	3.874	4.022
S4	3.689	3.740	3.985

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.127	4.904	4.189
R3	4.788	4.565	4.096
R2	4.449	4.449	4.065
R1	4.226	4.226	4.034	4.168
PP	4.110	4.110	4.110	4.081
S1	3.887	3.887	3.972	3.829
S2	3.771	3.771	3.941
S3	3.432	3.548	3.910
S4	3.093	3.209	3.817

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.191	3.983	0.208	5.1%	0.139	3.4%	37%	False	False	32,445
10	4.590	3.983	0.607	15.0%	0.128	3.1%	13%	False	False	27,315
20	4.965	3.983	0.982	24.2%	0.124	3.0%	8%	False	False	37,669
40	5.150	3.983	1.167	28.8%	0.129	3.2%	7%	False	False	28,541
60	5.534	3.983	1.551	38.2%	0.137	3.4%	5%	False	False	22,328
80	5.534	3.983	1.551	38.2%	0.140	3.4%	5%	False	False	18,404
100	5.534	3.983	1.551	38.2%	0.137	3.4%	5%	False	False	15,322
120	5.534	3.983	1.551	38.2%	0.136	3.4%	5%	False	False	13,184

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	0.033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.744
2.618	4.525
1.618	4.391
1.000	4.308
0.618	4.257
HIGH	4.174
0.618	4.123
0.500	4.107
0.382	4.091
LOW	4.040
0.618	3.957
1.000	3.906
1.618	3.823
2.618	3.689
4.250	3.471

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	4.107	4.087
PP	4.091	4.078
S1	4.075	4.068

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

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