NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 21-Sep-2010

Day Change Summary
	Previous	Current
	20-Sep-2010	21-Sep-2010	Change	Change %	Previous Week
Open	4.169	4.026	-0.143	-3.4%	4.080
High	4.169	4.158	-0.011	-0.3%	4.298
Low	3.990	3.984	-0.006	-0.2%	4.040
Close	4.005	4.067	0.062	1.5%	4.203
Range	0.179	0.174	-0.005	-2.8%	0.258
ATR	0.145	0.148	0.002	1.4%	0.000
Volume	69,695	71,083	1,388	2.0%	318,061

Daily Pivots for day following 21-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.592	4.503	4.163
R3	4.418	4.329	4.115
R2	4.244	4.244	4.099
R1	4.155	4.155	4.083	4.200
PP	4.070	4.070	4.070	4.092
S1	3.981	3.981	4.051	4.026
S2	3.896	3.896	4.035
S3	3.722	3.807	4.019
S4	3.548	3.633	3.971

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	3.984	0.314	7.7%	0.166	4.1%	26%	False	True	70,672
10	4.298	3.978	0.320	7.9%	0.152	3.7%	28%	False	False	57,902
20	4.298	3.971	0.327	8.0%	0.144	3.5%	29%	False	False	43,715
40	5.150	3.971	1.179	29.0%	0.136	3.4%	8%	False	False	39,978
60	5.245	3.971	1.274	31.3%	0.139	3.4%	8%	False	False	31,626
80	5.534	3.971	1.563	38.4%	0.144	3.5%	6%	False	False	25,845
100	5.534	3.971	1.563	38.4%	0.138	3.4%	6%	False	False	21,719
120	5.534	3.971	1.563	38.4%	0.142	3.5%	6%	False	False	18,527

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.898
2.618	4.614
1.618	4.440
1.000	4.332
0.618	4.266
HIGH	4.158
0.618	4.092
0.500	4.071
0.382	4.050
LOW	3.984
0.618	3.876
1.000	3.810
1.618	3.702
2.618	3.528
4.250	3.245

Fisher Pivots for day following 21-Sep-2010
Pivot	1 day	3 day
R1	4.071	4.129
PP	4.070	4.108
S1	4.068	4.088

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

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