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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.032
Widest range in 4 trading days

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

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

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