NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	4.124	4.163	0.039	0.9%	4.169
High	4.250	4.177	-0.073	-1.7%	4.250
Low	4.094	4.004	-0.090	-2.2%	3.984
Close	4.156	4.009	-0.147	-3.5%	4.009
Range	0.156	0.173	0.017	10.9%	0.266
ATR	0.145	0.147	0.002	1.4%	0.000
Volume	78,181	74,551	-3,630	-4.6%	344,419

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.582	4.469	4.104
R3	4.409	4.296	4.057
R2	4.236	4.236	4.041
R1	4.123	4.123	4.025	4.093
PP	4.063	4.063	4.063	4.049
S1	3.950	3.950	3.993	3.920
S2	3.890	3.890	3.977
S3	3.717	3.777	3.961
S4	3.544	3.604	3.914

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.879	4.710	4.155
R3	4.613	4.444	4.082
R2	4.347	4.347	4.058
R1	4.178	4.178	4.033	4.130
PP	4.081	4.081	4.081	4.057
S1	3.912	3.912	3.985	3.864
S2	3.815	3.815	3.960
S3	3.549	3.646	3.936
S4	3.283	3.380	3.863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.250	3.984	0.266	6.6%	0.157	3.9%	9%	False	False	68,883
10	4.298	3.984	0.314	7.8%	0.158	3.9%	8%	False	False	66,248
20	4.298	3.971	0.327	8.2%	0.149	3.7%	12%	False	False	50,361
40	5.150	3.971	1.179	29.4%	0.137	3.4%	3%	False	False	43,554
60	5.208	3.971	1.237	30.9%	0.140	3.5%	3%	False	False	34,657
80	5.534	3.971	1.563	39.0%	0.144	3.6%	2%	False	False	28,189
100	5.534	3.971	1.563	39.0%	0.140	3.5%	2%	False	False	23,635
120	5.534	3.971	1.563	39.0%	0.140	3.5%	2%	False	False	20,135

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	0.037
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.912
2.618	4.630
1.618	4.457
1.000	4.350
0.618	4.284
HIGH	4.177
0.618	4.111
0.500	4.091
0.382	4.070
LOW	4.004
0.618	3.897
1.000	3.831
1.618	3.724
2.618	3.551
4.250	3.269

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	4.091	4.127
PP	4.063	4.088
S1	4.036	4.048

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

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