NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	4.047	4.147	0.100	2.5%	4.047
High	4.176	4.159	-0.017	-0.4%	4.191
Low	4.024	3.996	-0.028	-0.7%	3.971
Close	4.170	4.098	-0.072	-1.7%	4.170
Range	0.152	0.163	0.011	7.2%	0.220
ATR	0.130	0.133	0.003	2.4%	0.000
Volume	27,876	29,573	1,697	6.1%	166,262

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.573	4.499	4.188
R3	4.410	4.336	4.143
R2	4.247	4.247	4.128
R1	4.173	4.173	4.113	4.129
PP	4.084	4.084	4.084	4.062
S1	4.010	4.010	4.083	3.966
S2	3.921	3.921	4.068
S3	3.758	3.847	4.053
S4	3.595	3.684	4.008

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	5.4%	0.139	3.4%	58%	False	False	32,843
10	4.289	3.971	0.318	7.8%	0.136	3.3%	40%	False	False	29,528
20	4.629	3.971	0.658	16.1%	0.118	2.9%	19%	False	False	36,065
40	5.150	3.971	1.179	28.8%	0.130	3.2%	11%	False	False	29,294
60	5.534	3.971	1.563	38.1%	0.139	3.4%	8%	False	False	23,314
80	5.534	3.971	1.563	38.1%	0.141	3.4%	8%	False	False	19,284
100	5.534	3.971	1.563	38.1%	0.137	3.3%	8%	False	False	16,160
120	5.534	3.971	1.563	38.1%	0.138	3.4%	8%	False	False	13,916

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	4.852
2.618	4.586
1.618	4.423
1.000	4.322
0.618	4.260
HIGH	4.159
0.618	4.097
0.500	4.078
0.382	4.058
LOW	3.996
0.618	3.895
1.000	3.833
1.618	3.732
2.618	3.569
4.250	3.303

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	4.091	4.090
PP	4.084	4.082
S1	4.078	4.074

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

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