NYMEX Natural Gas Future December 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	4.256	4.305	0.049	1.2%	4.396
High	4.361	4.383	0.022	0.5%	4.500
Low	4.230	4.290	0.060	1.4%	4.273
Close	4.287	4.319	0.032	0.7%	4.420
Range	0.131	0.093	-0.038	-29.0%	0.227
ATR	0.130	0.128	-0.002	-1.9%	0.000
Volume	25,407	21,609	-3,798	-14.9%	121,906

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.610	4.557	4.370
R3	4.517	4.464	4.345
R2	4.424	4.424	4.336
R1	4.371	4.371	4.328	4.398
PP	4.331	4.331	4.331	4.344
S1	4.278	4.278	4.310	4.305
S2	4.238	4.238	4.302
S3	4.145	4.185	4.293
S4	4.052	4.092	4.268

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.079	4.976	4.545
R3	4.852	4.749	4.482
R2	4.625	4.625	4.462
R1	4.522	4.522	4.441	4.574
PP	4.398	4.398	4.398	4.423
S1	4.295	4.295	4.399	4.347
S2	4.171	4.171	4.378
S3	3.944	4.068	4.358
S4	3.717	3.841	4.295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.500	4.230	0.270	6.3%	0.143	3.3%	33%	False	False	23,518
10	4.500	4.230	0.270	6.3%	0.130	3.0%	33%	False	False	23,652
20	4.522	4.230	0.292	6.8%	0.127	2.9%	30%	False	False	22,587
40	5.336	4.230	1.106	25.6%	0.122	2.8%	8%	False	False	20,420
60	5.447	4.230	1.217	28.2%	0.125	2.9%	7%	False	False	16,755
80	5.762	4.230	1.532	35.5%	0.130	3.0%	6%	False	False	14,412
100	5.762	4.230	1.532	35.5%	0.128	3.0%	6%	False	False	12,590
120	5.762	4.230	1.532	35.5%	0.132	3.1%	6%	False	False	11,069

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.778
2.618	4.626
1.618	4.533
1.000	4.476
0.618	4.440
HIGH	4.383
0.618	4.347
0.500	4.337
0.382	4.326
LOW	4.290
0.618	4.233
1.000	4.197
1.618	4.140
2.618	4.047
4.250	3.895

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	4.337	4.316
PP	4.331	4.312
S1	4.325	4.309

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

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