NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 11-Oct-2010

Day Change Summary
	Previous	Current
	08-Oct-2010	11-Oct-2010	Change	Change %	Previous Week
Open	3.993	4.041	0.048	1.2%	4.061
High	4.055	4.068	0.013	0.3%	4.207
Low	3.957	3.999	0.042	1.1%	3.957
Close	4.046	4.010	-0.036	-0.9%	4.046
Range	0.098	0.069	-0.029	-29.6%	0.250
ATR	0.124	0.120	-0.004	-3.2%	0.000
Volume	50,679	49,607	-1,072	-2.1%	229,131

Daily Pivots for day following 11-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.233	4.190	4.048
R3	4.164	4.121	4.029
R2	4.095	4.095	4.023
R1	4.052	4.052	4.016	4.039
PP	4.026	4.026	4.026	4.019
S1	3.983	3.983	4.004	3.970
S2	3.957	3.957	3.997
S3	3.888	3.914	3.991
S4	3.819	3.845	3.972

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%	0.122	3.1%	21%	False	False	49,988
10	4.236	3.957	0.279	7.0%	0.110	2.7%	19%	False	False	38,586
20	4.500	3.957	0.543	13.5%	0.122	3.1%	10%	False	False	31,904
40	4.896	3.957	0.939	23.4%	0.119	3.0%	6%	False	False	25,497
60	5.336	3.957	1.379	34.4%	0.117	2.9%	4%	False	False	22,532
80	5.747	3.957	1.790	44.6%	0.125	3.1%	3%	False	False	19,011
100	5.762	3.957	1.805	45.0%	0.127	3.2%	3%	False	False	16,561
120	5.762	3.957	1.805	45.0%	0.128	3.2%	3%	False	False	14,640

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.361
2.618	4.249
1.618	4.180
1.000	4.137
0.618	4.111
HIGH	4.068
0.618	4.042
0.500	4.034
0.382	4.025
LOW	3.999
0.618	3.956
1.000	3.930
1.618	3.887
2.618	3.818
4.250	3.706

Fisher Pivots for day following 11-Oct-2010
Pivot	1 day	3 day
R1	4.034	4.082
PP	4.026	4.058
S1	4.018	4.034

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

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