NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	4.250	4.231	-0.019	-0.4%	4.290
High	4.290	4.257	-0.033	-0.8%	4.321
Low	4.170	4.151	-0.019	-0.5%	4.151
Close	4.244	4.169	-0.075	-1.8%	4.169
Range	0.120	0.106	-0.014	-11.7%	0.170
ATR	0.109	0.109	0.000	-0.2%	0.000
Volume	70,580	44,840	-25,740	-36.5%	341,307

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.510	4.446	4.227
R3	4.404	4.340	4.198
R2	4.298	4.298	4.188
R1	4.234	4.234	4.179	4.213
PP	4.192	4.192	4.192	4.182
S1	4.128	4.128	4.159	4.107
S2	4.086	4.086	4.150
S3	3.980	4.022	4.140
S4	3.874	3.916	4.111

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.724	4.616	4.263
R3	4.554	4.446	4.216
R2	4.384	4.384	4.200
R1	4.276	4.276	4.185	4.245
PP	4.214	4.214	4.214	4.198
S1	4.106	4.106	4.153	4.075
S2	4.044	4.044	4.138
S3	3.874	3.936	4.122
S4	3.704	3.766	4.076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.321	4.151	0.170	4.1%	0.095	2.3%	11%	False	True	68,261
10	4.391	4.151	0.240	5.8%	0.102	2.4%	8%	False	True	54,043
20	4.616	4.151	0.465	11.2%	0.108	2.6%	4%	False	True	37,289
40	4.819	4.151	0.668	16.0%	0.110	2.6%	3%	False	True	28,990
60	5.468	4.151	1.317	31.6%	0.112	2.7%	1%	False	True	24,951
80	5.750	4.151	1.599	38.4%	0.116	2.8%	1%	False	True	22,028
100	5.949	4.151	1.798	43.1%	0.122	2.9%	1%	False	True	20,114
120	5.949	4.151	1.798	43.1%	0.122	2.9%	1%	False	True	18,437

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	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.708
2.618	4.535
1.618	4.429
1.000	4.363
0.618	4.323
HIGH	4.257
0.618	4.217
0.500	4.204
0.382	4.191
LOW	4.151
0.618	4.085
1.000	4.045
1.618	3.979
2.618	3.873
4.250	3.701

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	4.204	4.234
PP	4.192	4.212
S1	4.181	4.191

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

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