NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	4.228	4.169	-0.059	-1.4%	4.080
High	4.273	4.169	-0.104	-2.4%	4.298
Low	4.151	3.990	-0.161	-3.9%	4.040
Close	4.203	4.005	-0.198	-4.7%	4.203
Range	0.122	0.179	0.057	46.7%	0.258
ATR	0.140	0.145	0.005	3.7%	0.000
Volume	51,393	69,695	18,302	35.6%	318,061

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.592	4.477	4.103
R3	4.413	4.298	4.054
R2	4.234	4.234	4.038
R1	4.119	4.119	4.021	4.087
PP	4.055	4.055	4.055	4.039
S1	3.940	3.940	3.989	3.908
S2	3.876	3.876	3.972
S3	3.697	3.761	3.956
S4	3.518	3.582	3.907

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.954	4.837	4.345
R3	4.696	4.579	4.274
R2	4.438	4.438	4.250
R1	4.321	4.321	4.227	4.380
PP	4.180	4.180	4.180	4.210
S1	4.063	4.063	4.179	4.122
S2	3.922	3.922	4.156
S3	3.664	3.805	4.132
S4	3.406	3.547	4.061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.298	3.990	0.308	7.7%	0.166	4.1%	5%	False	True	69,215
10	4.298	3.978	0.320	8.0%	0.151	3.8%	8%	False	False	53,751
20	4.333	3.971	0.362	9.0%	0.139	3.5%	9%	False	False	41,179
40	5.150	3.971	1.179	29.4%	0.134	3.3%	3%	False	False	38,444
60	5.283	3.971	1.312	32.8%	0.138	3.5%	3%	False	False	30,542
80	5.534	3.971	1.563	39.0%	0.144	3.6%	2%	False	False	25,010
100	5.534	3.971	1.563	39.0%	0.140	3.5%	2%	False	False	21,027
120	5.534	3.971	1.563	39.0%	0.141	3.5%	2%	False	False	17,957

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 2 trading days

Fibonacci Retracements and Extensions
4.250	4.930
2.618	4.638
1.618	4.459
1.000	4.348
0.618	4.280
HIGH	4.169
0.618	4.101
0.500	4.080
0.382	4.058
LOW	3.990
0.618	3.879
1.000	3.811
1.618	3.700
2.618	3.521
4.250	3.229

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	4.080	4.144
PP	4.055	4.098
S1	4.030	4.051

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

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