NYMEX Natural Gas Future November 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Sep-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Sep-2010 | 03-Sep-2010 | Change | Change % | Previous Week |  
                        | Open | 4.030 | 4.047 | 0.017 | 0.4% | 4.047 |  
                        | High | 4.095 | 4.176 | 0.081 | 2.0% | 4.191 |  
                        | Low | 3.971 | 4.024 | 0.053 | 1.3% | 3.971 |  
                        | Close | 4.025 | 4.170 | 0.145 | 3.6% | 4.170 |  
                        | Range | 0.124 | 0.152 | 0.028 | 22.6% | 0.220 |  
                        | ATR | 0.129 | 0.130 | 0.002 | 1.3% | 0.000 |  
                        | Volume | 33,690 | 27,876 | -5,814 | -17.3% | 166,262 |  | 
    
| 
        
            | Daily Pivots for day following 03-Sep-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.579 | 4.527 | 4.254 |  |  
                | R3 | 4.427 | 4.375 | 4.212 |  |  
                | R2 | 4.275 | 4.275 | 4.198 |  |  
                | R1 | 4.223 | 4.223 | 4.184 | 4.249 |  
                | PP | 4.123 | 4.123 | 4.123 | 4.137 |  
                | S1 | 4.071 | 4.071 | 4.156 | 4.097 |  
                | S2 | 3.971 | 3.971 | 4.142 |  |  
                | S3 | 3.819 | 3.919 | 4.128 |  |  
                | S4 | 3.667 | 3.767 | 4.086 |  |  | 
        
            | Weekly Pivots for week ending 03-Sep-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.771 | 4.690 | 4.291 |  |  
                | R3 | 4.551 | 4.470 | 4.231 |  |  
                | R2 | 4.331 | 4.331 | 4.210 |  |  
                | R1 | 4.250 | 4.250 | 4.190 | 4.291 |  
                | PP | 4.111 | 4.111 | 4.111 | 4.131 |  
                | S1 | 4.030 | 4.030 | 4.150 | 4.071 |  
                | S2 | 3.891 | 3.891 | 4.130 |  |  
                | S3 | 3.671 | 3.810 | 4.110 |  |  
                | S4 | 3.451 | 3.590 | 4.049 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.191 | 3.971 | 0.220 | 5.3% | 0.144 | 3.5% | 90% | False | False | 33,252 |  
                | 10 | 4.333 | 3.971 | 0.362 | 8.7% | 0.127 | 3.0% | 55% | False | False | 28,607 |  
                | 20 | 4.779 | 3.971 | 0.808 | 19.4% | 0.120 | 2.9% | 25% | False | False | 37,646 |  
                | 40 | 5.150 | 3.971 | 1.179 | 28.3% | 0.128 | 3.1% | 17% | False | False | 29,041 |  
                | 60 | 5.534 | 3.971 | 1.563 | 37.5% | 0.137 | 3.3% | 13% | False | False | 22,990 |  
                | 80 | 5.534 | 3.971 | 1.563 | 37.5% | 0.141 | 3.4% | 13% | False | False | 19,014 |  
                | 100 | 5.534 | 3.971 | 1.563 | 37.5% | 0.138 | 3.3% | 13% | False | False | 15,900 |  
                | 120 | 5.534 | 3.971 | 1.563 | 37.5% | 0.137 | 3.3% | 13% | False | False | 13,676 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.822 |  
            | 2.618 | 4.574 |  
            | 1.618 | 4.422 |  
            | 1.000 | 4.328 |  
            | 0.618 | 4.270 |  
            | HIGH | 4.176 |  
            | 0.618 | 4.118 |  
            | 0.500 | 4.100 |  
            | 0.382 | 4.082 |  
            | LOW | 4.024 |  
            | 0.618 | 3.930 |  
            | 1.000 | 3.872 |  
            | 1.618 | 3.778 |  
            | 2.618 | 3.626 |  
            | 4.250 | 3.378 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Sep-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.147 | 4.138 |  
                                | PP | 4.123 | 4.106 |  
                                | S1 | 4.100 | 4.074 |  |