NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	4.004	4.041	0.037	0.9%	4.061
High	4.093	4.072	-0.021	-0.5%	4.207
Low	3.981	3.939	-0.042	-1.1%	3.957
Close	4.041	4.016	-0.025	-0.6%	4.046
Range	0.112	0.133	0.021	18.8%	0.250
ATR	0.118	0.119	0.001	0.9%	0.000
Volume	91,623	79,840	-11,783	-12.9%	229,131

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.408	4.345	4.089
R3	4.275	4.212	4.053
R2	4.142	4.142	4.040
R1	4.079	4.079	4.028	4.044
PP	4.009	4.009	4.009	3.992
S1	3.946	3.946	4.004	3.911
S2	3.876	3.876	3.992
S3	3.743	3.813	3.979
S4	3.610	3.680	3.943

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	4.093	3.926	0.167	4.2%	0.101	2.5%	54%	False	False	69,120
10	4.207	3.926	0.281	7.0%	0.109	2.7%	32%	False	False	55,244
20	4.481	3.926	0.555	13.8%	0.116	2.9%	16%	False	False	40,204
40	4.840	3.926	0.914	22.8%	0.119	3.0%	10%	False	False	30,518
60	5.336	3.926	1.410	35.1%	0.118	2.9%	6%	False	False	26,243
80	5.570	3.926	1.644	40.9%	0.122	3.0%	5%	False	False	21,848
100	5.762	3.926	1.836	45.7%	0.127	3.2%	5%	False	False	18,873
120	5.762	3.926	1.836	45.7%	0.127	3.2%	5%	False	False	16,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.637
2.618	4.420
1.618	4.287
1.000	4.205
0.618	4.154
HIGH	4.072
0.618	4.021
0.500	4.006
0.382	3.990
LOW	3.939
0.618	3.857
1.000	3.806
1.618	3.724
2.618	3.591
4.250	3.374

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	4.013	4.014
PP	4.009	4.012
S1	4.006	4.010

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

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