NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	4.080	4.169	0.089	2.2%	4.147
High	4.203	4.229	0.026	0.6%	4.170
Low	4.062	4.058	-0.004	-0.1%	3.978
Close	4.169	4.169	0.000	0.0%	4.125
Range	0.141	0.171	0.030	21.3%	0.192
ATR	0.133	0.135	0.003	2.1%	0.000
Volume	41,680	63,798	22,118	53.1%	149,763

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.665	4.588	4.263
R3	4.494	4.417	4.216
R2	4.323	4.323	4.200
R1	4.246	4.246	4.185	4.255
PP	4.152	4.152	4.152	4.156
S1	4.075	4.075	4.153	4.084
S2	3.981	3.981	4.138
S3	3.810	3.904	4.122
S4	3.639	3.733	4.075

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	4.229	3.978	0.251	6.0%	0.138	3.3%	76%	True	False	45,133
10	4.229	3.971	0.258	6.2%	0.138	3.3%	77%	True	False	38,988
20	4.590	3.971	0.619	14.8%	0.129	3.1%	32%	False	False	32,043
40	5.150	3.971	1.179	28.3%	0.129	3.1%	17%	False	False	32,875
60	5.507	3.971	1.536	36.8%	0.139	3.3%	13%	False	False	26,298
80	5.534	3.971	1.563	37.5%	0.141	3.4%	13%	False	False	21,690
100	5.534	3.971	1.563	37.5%	0.138	3.3%	13%	False	False	18,307
120	5.534	3.971	1.563	37.5%	0.140	3.4%	13%	False	False	15,689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.956
2.618	4.677
1.618	4.506
1.000	4.400
0.618	4.335
HIGH	4.229
0.618	4.164
0.500	4.144
0.382	4.123
LOW	4.058
0.618	3.952
1.000	3.887
1.618	3.781
2.618	3.610
4.250	3.331

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	4.161	4.155
PP	4.152	4.141
S1	4.144	4.127

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

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