NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	4.140	4.112	-0.028	-0.7%	4.290
High	4.162	4.167	0.005	0.1%	4.321
Low	4.108	4.103	-0.005	-0.1%	4.151
Close	4.130	4.133	0.003	0.1%	4.169
Range	0.054	0.064	0.010	18.5%	0.170
ATR	0.106	0.103	-0.003	-2.8%	0.000
Volume	33,708	32,528	-1,180	-3.5%	341,307

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.326	4.294	4.168
R3	4.262	4.230	4.151
R2	4.198	4.198	4.145
R1	4.166	4.166	4.139	4.182
PP	4.134	4.134	4.134	4.143
S1	4.102	4.102	4.127	4.118
S2	4.070	4.070	4.121
S3	4.006	4.038	4.115
S4	3.942	3.974	4.098

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	4.317	4.103	0.214	5.2%	0.087	2.1%	14%	False	True	52,654
10	4.391	4.103	0.288	7.0%	0.099	2.4%	10%	False	True	55,307
20	4.616	4.103	0.513	12.4%	0.101	2.5%	6%	False	True	38,907
40	4.681	4.103	0.578	14.0%	0.110	2.6%	5%	False	True	30,055
60	5.468	4.103	1.365	33.0%	0.111	2.7%	2%	False	True	25,677
80	5.705	4.103	1.602	38.8%	0.115	2.8%	2%	False	True	22,630
100	5.949	4.103	1.846	44.7%	0.120	2.9%	2%	False	True	20,637
120	5.949	4.103	1.846	44.7%	0.119	2.9%	2%	False	True	18,872

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.439
2.618	4.335
1.618	4.271
1.000	4.231
0.618	4.207
HIGH	4.167
0.618	4.143
0.500	4.135
0.382	4.127
LOW	4.103
0.618	4.063
1.000	4.039
1.618	3.999
2.618	3.935
4.250	3.831

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	4.135	4.180
PP	4.134	4.164
S1	4.134	4.149

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

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