NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	4.076	4.049	-0.027	-0.7%	4.147
High	4.088	4.170	0.082	2.0%	4.170
Low	3.978	4.025	0.047	1.2%	3.978
Close	4.051	4.125	0.074	1.8%	4.125
Range	0.110	0.145	0.035	31.8%	0.192
ATR	0.131	0.132	0.001	0.8%	0.000
Volume	47,637	34,782	-12,855	-27.0%	149,763

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.542	4.478	4.205
R3	4.397	4.333	4.165
R2	4.252	4.252	4.152
R1	4.188	4.188	4.138	4.220
PP	4.107	4.107	4.107	4.123
S1	4.043	4.043	4.112	4.075
S2	3.962	3.962	4.098
S3	3.817	3.898	4.085
S4	3.672	3.753	4.045

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.667	4.588	4.231
R3	4.475	4.396	4.178
R2	4.283	4.283	4.160
R1	4.204	4.204	4.143	4.148
PP	4.091	4.091	4.091	4.063
S1	4.012	4.012	4.107	3.956
S2	3.899	3.899	4.090
S3	3.707	3.820	4.072
S4	3.515	3.628	4.019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.176	3.978	0.198	4.8%	0.138	3.4%	74%	False	False	35,527
10	4.191	3.971	0.220	5.3%	0.140	3.4%	70%	False	False	34,474
20	4.604	3.971	0.633	15.3%	0.125	3.0%	24%	False	False	31,661
40	5.150	3.971	1.179	28.6%	0.127	3.1%	13%	False	False	31,052
60	5.510	3.971	1.539	37.3%	0.139	3.4%	10%	False	False	24,769
80	5.534	3.971	1.563	37.9%	0.141	3.4%	10%	False	False	20,536
100	5.534	3.971	1.563	37.9%	0.138	3.3%	10%	False	False	17,297
120	5.534	3.971	1.563	37.9%	0.138	3.3%	10%	False	False	14,856

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	0.034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.786
2.618	4.550
1.618	4.405
1.000	4.315
0.618	4.260
HIGH	4.170
0.618	4.115
0.500	4.098
0.382	4.080
LOW	4.025
0.618	3.935
1.000	3.880
1.618	3.790
2.618	3.645
4.250	3.409

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	4.116	4.108
PP	4.107	4.091
S1	4.098	4.074

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

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