NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	4.147	4.124	-0.023	-0.6%	4.047
High	4.159	4.155	-0.004	-0.1%	4.191
Low	3.996	4.033	0.037	0.9%	3.971
Close	4.098	4.069	-0.029	-0.7%	4.170
Range	0.163	0.122	-0.041	-25.2%	0.220
ATR	0.133	0.133	-0.001	-0.6%	0.000
Volume	29,573	37,771	8,198	27.7%	166,262

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.452	4.382	4.136
R3	4.330	4.260	4.103
R2	4.208	4.208	4.091
R1	4.138	4.138	4.080	4.112
PP	4.086	4.086	4.086	4.073
S1	4.016	4.016	4.058	3.990
S2	3.964	3.964	4.047
S3	3.842	3.894	4.035
S4	3.720	3.772	4.002

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	4.176	3.971	0.205	5.0%	0.139	3.4%	48%	False	False	34,088
10	4.264	3.971	0.293	7.2%	0.142	3.5%	33%	False	False	31,363
20	4.604	3.971	0.633	15.6%	0.120	2.9%	15%	False	False	34,061
40	5.150	3.971	1.179	29.0%	0.130	3.2%	8%	False	False	29,944
60	5.534	3.971	1.563	38.4%	0.139	3.4%	6%	False	False	23,830
80	5.534	3.971	1.563	38.4%	0.141	3.5%	6%	False	False	19,649
100	5.534	3.971	1.563	38.4%	0.137	3.4%	6%	False	False	16,517
120	5.534	3.971	1.563	38.4%	0.138	3.4%	6%	False	False	14,226

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.674
2.618	4.474
1.618	4.352
1.000	4.277
0.618	4.230
HIGH	4.155
0.618	4.108
0.500	4.094
0.382	4.080
LOW	4.033
0.618	3.958
1.000	3.911
1.618	3.836
2.618	3.714
4.250	3.515

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	4.094	4.086
PP	4.086	4.080
S1	4.077	4.075

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

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