NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 08-Oct-2010

Day Change Summary
	Previous	Current
	07-Oct-2010	08-Oct-2010	Change	Change %	Previous Week
Open	4.207	3.993	-0.214	-5.1%	4.061
High	4.207	4.055	-0.152	-3.6%	4.207
Low	3.982	3.957	-0.025	-0.6%	3.957
Close	3.993	4.046	0.053	1.3%	4.046
Range	0.225	0.098	-0.127	-56.4%	0.250
ATR	0.126	0.124	-0.002	-1.6%	0.000
Volume	81,009	50,679	-30,330	-37.4%	229,131

Daily Pivots for day following 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.313	4.278	4.100
R3	4.215	4.180	4.073
R2	4.117	4.117	4.064
R1	4.082	4.082	4.055	4.100
PP	4.019	4.019	4.019	4.028
S1	3.984	3.984	4.037	4.002
S2	3.921	3.921	4.028
S3	3.823	3.886	4.019
S4	3.725	3.788	3.992

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.820	4.683	4.184
R3	4.570	4.433	4.115
R2	4.320	4.320	4.092
R1	4.183	4.183	4.069	4.127
PP	4.070	4.070	4.070	4.042
S1	3.933	3.933	4.023	3.877
S2	3.820	3.820	4.000
S3	3.570	3.683	3.977
S4	3.320	3.433	3.909

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.207	3.957	0.250	6.2%	0.124	3.1%	36%	False	True	45,826
10	4.236	3.957	0.279	6.9%	0.114	2.8%	32%	False	True	38,016
20	4.500	3.957	0.543	13.4%	0.126	3.1%	16%	False	True	30,588
40	4.896	3.957	0.939	23.2%	0.118	2.9%	9%	False	True	24,876
60	5.336	3.957	1.379	34.1%	0.118	2.9%	6%	False	True	21,951
80	5.747	3.957	1.790	44.2%	0.126	3.1%	5%	False	True	18,466
100	5.762	3.957	1.805	44.6%	0.128	3.2%	5%	False	True	16,155
120	5.762	3.957	1.805	44.6%	0.128	3.2%	5%	False	True	14,245

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.472
2.618	4.312
1.618	4.214
1.000	4.153
0.618	4.116
HIGH	4.055
0.618	4.018
0.500	4.006
0.382	3.994
LOW	3.957
0.618	3.896
1.000	3.859
1.618	3.798
2.618	3.700
4.250	3.541

Fisher Pivots for day following 08-Oct-2010
Pivot	1 day	3 day
R1	4.033	4.082
PP	4.019	4.070
S1	4.006	4.058

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

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