NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	4.618	4.546	-0.072	-1.6%	4.557
High	4.631	4.551	-0.080	-1.7%	4.681
Low	4.527	4.404	-0.123	-2.7%	4.447
Close	4.574	4.422	-0.152	-3.3%	4.574
Range	0.104	0.147	0.043	41.3%	0.234
ATR	0.119	0.122	0.004	3.1%	0.000
Volume	27,519	15,822	-11,697	-42.5%	124,384

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.900	4.808	4.503
R3	4.753	4.661	4.462
R2	4.606	4.606	4.449
R1	4.514	4.514	4.435	4.487
PP	4.459	4.459	4.459	4.445
S1	4.367	4.367	4.409	4.340
S2	4.312	4.312	4.395
S3	4.165	4.220	4.382
S4	4.018	4.073	4.341

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.269	5.156	4.703
R3	5.035	4.922	4.638
R2	4.801	4.801	4.617
R1	4.688	4.688	4.595	4.745
PP	4.567	4.567	4.567	4.596
S1	4.454	4.454	4.553	4.511
S2	4.333	4.333	4.531
S3	4.099	4.220	4.510
S4	3.865	3.986	4.445

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.681	4.404	0.277	6.3%	0.136	3.1%	6%	False	True	24,080
10	4.681	4.404	0.277	6.3%	0.127	2.9%	6%	False	True	23,426
20	4.737	4.404	0.333	7.5%	0.115	2.6%	5%	False	True	20,804
40	5.468	4.404	1.064	24.1%	0.115	2.6%	2%	False	True	18,830
60	5.750	4.404	1.346	30.4%	0.119	2.7%	1%	False	True	17,040
80	5.949	4.404	1.545	34.9%	0.125	2.8%	1%	False	True	15,937
100	5.949	4.404	1.545	34.9%	0.125	2.8%	1%	False	True	14,756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.176
2.618	4.936
1.618	4.789
1.000	4.698
0.618	4.642
HIGH	4.551
0.618	4.495
0.500	4.478
0.382	4.460
LOW	4.404
0.618	4.313
1.000	4.257
1.618	4.166
2.618	4.019
4.250	3.779

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	4.478	4.523
PP	4.459	4.489
S1	4.441	4.456

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

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