NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	4.026	4.091	0.065	1.6%	4.080
High	4.158	4.166	0.008	0.2%	4.298
Low	3.984	4.062	0.078	2.0%	4.040
Close	4.067	4.096	0.029	0.7%	4.203
Range	0.174	0.104	-0.070	-40.2%	0.258
ATR	0.148	0.144	-0.003	-2.1%	0.000
Volume	71,083	50,909	-20,174	-28.4%	318,061

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.420	4.362	4.153
R3	4.316	4.258	4.125
R2	4.212	4.212	4.115
R1	4.154	4.154	4.106	4.183
PP	4.108	4.108	4.108	4.123
S1	4.050	4.050	4.086	4.079
S2	4.004	4.004	4.077
S3	3.900	3.946	4.067
S4	3.796	3.842	4.039

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%	0.167	4.1%	36%	False	False	68,171
10	4.298	3.978	0.320	7.8%	0.150	3.7%	37%	False	False	59,216
20	4.298	3.971	0.327	8.0%	0.146	3.6%	38%	False	False	45,290
40	5.150	3.971	1.179	28.8%	0.137	3.3%	11%	False	False	40,930
60	5.208	3.971	1.237	30.2%	0.139	3.4%	10%	False	False	32,398
80	5.534	3.971	1.563	38.2%	0.144	3.5%	8%	False	False	26,414
100	5.534	3.971	1.563	38.2%	0.138	3.4%	8%	False	False	22,165
120	5.534	3.971	1.563	38.2%	0.140	3.4%	8%	False	False	18,921

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.036
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.608
2.618	4.438
1.618	4.334
1.000	4.270
0.618	4.230
HIGH	4.166
0.618	4.126
0.500	4.114
0.382	4.102
LOW	4.062
0.618	3.998
1.000	3.958
1.618	3.894
2.618	3.790
4.250	3.620

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	4.114	4.090
PP	4.108	4.083
S1	4.102	4.077

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

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