NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	3.936	3.961	0.025	0.6%	4.169
High	4.010	3.980	-0.030	-0.7%	4.250
Low	3.908	3.903	-0.005	-0.1%	3.984
Close	3.951	3.962	0.011	0.3%	4.009
Range	0.102	0.077	-0.025	-24.5%	0.266
ATR	0.144	0.139	-0.005	-3.3%	0.000
Volume	86,344	60,989	-25,355	-29.4%	344,419

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.179	4.148	4.004
R3	4.102	4.071	3.983
R2	4.025	4.025	3.976
R1	3.994	3.994	3.969	4.010
PP	3.948	3.948	3.948	3.956
S1	3.917	3.917	3.955	3.933
S2	3.871	3.871	3.948
S3	3.794	3.840	3.941
S4	3.717	3.763	3.920

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	3.867	0.383	9.7%	0.117	2.9%	25%	False	False	79,885
10	4.298	3.867	0.431	10.9%	0.142	3.6%	22%	False	False	74,028
20	4.298	3.867	0.431	10.9%	0.139	3.5%	22%	False	False	58,101
40	4.965	3.867	1.098	27.7%	0.130	3.3%	9%	False	False	47,688
60	5.150	3.867	1.283	32.4%	0.133	3.3%	7%	False	False	38,011
80	5.534	3.867	1.667	42.1%	0.138	3.5%	6%	False	False	30,909
100	5.534	3.867	1.667	42.1%	0.139	3.5%	6%	False	False	25,991
120	5.534	3.867	1.667	42.1%	0.138	3.5%	6%	False	False	22,121

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.307
2.618	4.182
1.618	4.105
1.000	4.057
0.618	4.028
HIGH	3.980
0.618	3.951
0.500	3.942
0.382	3.932
LOW	3.903
0.618	3.855
1.000	3.826
1.618	3.778
2.618	3.701
4.250	3.576

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	3.955	3.954
PP	3.948	3.946
S1	3.942	3.939

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

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