NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	4.091	4.124	0.033	0.8%	4.080
High	4.166	4.250	0.084	2.0%	4.298
Low	4.062	4.094	0.032	0.8%	4.040
Close	4.096	4.156	0.060	1.5%	4.203
Range	0.104	0.156	0.052	50.0%	0.258
ATR	0.144	0.145	0.001	0.6%	0.000
Volume	50,909	78,181	27,272	53.6%	318,061

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.635	4.551	4.242
R3	4.479	4.395	4.199
R2	4.323	4.323	4.185
R1	4.239	4.239	4.170	4.281
PP	4.167	4.167	4.167	4.188
S1	4.083	4.083	4.142	4.125
S2	4.011	4.011	4.127
S3	3.855	3.927	4.113
S4	3.699	3.771	4.070

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	4.273	3.984	0.289	7.0%	0.147	3.5%	60%	False	False	64,252
10	4.298	3.984	0.314	7.6%	0.155	3.7%	55%	False	False	62,271
20	4.298	3.971	0.327	7.9%	0.146	3.5%	57%	False	False	48,074
40	5.150	3.971	1.179	28.4%	0.137	3.3%	16%	False	False	42,502
60	5.208	3.971	1.237	29.8%	0.139	3.3%	15%	False	False	33,601
80	5.534	3.971	1.563	37.6%	0.144	3.5%	12%	False	False	27,309
100	5.534	3.971	1.563	37.6%	0.139	3.3%	12%	False	False	22,913
120	5.534	3.971	1.563	37.6%	0.140	3.4%	12%	False	False	19,534

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	0.038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.913
2.618	4.658
1.618	4.502
1.000	4.406
0.618	4.346
HIGH	4.250
0.618	4.190
0.500	4.172
0.382	4.154
LOW	4.094
0.618	3.998
1.000	3.938
1.618	3.842
2.618	3.686
4.250	3.431

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	4.172	4.143
PP	4.167	4.130
S1	4.161	4.117

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

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