NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	4.169	4.160	-0.009	-0.2%	4.147
High	4.229	4.225	-0.004	-0.1%	4.170
Low	4.058	4.126	0.068	1.7%	3.978
Close	4.169	4.191	0.022	0.5%	4.125
Range	0.171	0.099	-0.072	-42.1%	0.192
ATR	0.135	0.133	-0.003	-1.9%	0.000
Volume	63,798	63,414	-384	-0.6%	149,763

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.478	4.433	4.245
R3	4.379	4.334	4.218
R2	4.280	4.280	4.209
R1	4.235	4.235	4.200	4.258
PP	4.181	4.181	4.181	4.192
S1	4.136	4.136	4.182	4.159
S2	4.082	4.082	4.173
S3	3.983	4.037	4.164
S4	3.884	3.938	4.137

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%	0.133	3.2%	85%	False	False	50,262
10	4.229	3.971	0.258	6.2%	0.136	3.2%	85%	False	False	42,175
20	4.590	3.971	0.619	14.8%	0.129	3.1%	36%	False	False	34,027
40	5.150	3.971	1.179	28.1%	0.128	3.1%	19%	False	False	34,110
60	5.283	3.971	1.312	31.3%	0.135	3.2%	17%	False	False	27,280
80	5.534	3.971	1.563	37.3%	0.141	3.4%	14%	False	False	22,416
100	5.534	3.971	1.563	37.3%	0.137	3.3%	14%	False	False	18,912
120	5.534	3.971	1.563	37.3%	0.140	3.3%	14%	False	False	16,200

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	4.646
2.618	4.484
1.618	4.385
1.000	4.324
0.618	4.286
HIGH	4.225
0.618	4.187
0.500	4.176
0.382	4.164
LOW	4.126
0.618	4.065
1.000	4.027
1.618	3.966
2.618	3.867
4.250	3.705

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	4.186	4.175
PP	4.181	4.159
S1	4.176	4.144

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

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