NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 27-Oct-2010

Day Change Summary
	Previous	Current
	26-Oct-2010	27-Oct-2010	Change	Change %	Previous Week
Open	3.998	4.022	0.024	0.6%	4.140
High	4.044	4.093	0.049	1.2%	4.184
Low	3.927	3.978	0.051	1.3%	3.912
Close	4.023	4.025	0.002	0.0%	3.948
Range	0.117	0.115	-0.002	-1.7%	0.272
ATR	0.108	0.109	0.000	0.4%	0.000
Volume	23,151	46,504	23,353	100.9%	167,029

Daily Pivots for day following 27-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.377	4.316	4.088
R3	4.262	4.201	4.057
R2	4.147	4.147	4.046
R1	4.086	4.086	4.036	4.117
PP	4.032	4.032	4.032	4.047
S1	3.971	3.971	4.014	4.002
S2	3.917	3.917	4.004
S3	3.802	3.856	3.993
S4	3.687	3.741	3.962

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.831	4.661	4.098
R3	4.559	4.389	4.023
R2	4.287	4.287	3.998
R1	4.117	4.117	3.973	4.066
PP	4.015	4.015	4.015	3.989
S1	3.845	3.845	3.923	3.794
S2	3.743	3.743	3.898
S3	3.471	3.573	3.873
S4	3.199	3.301	3.798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.148	3.868	0.280	7.0%	0.129	3.2%	56%	False	False	31,929
10	4.290	3.868	0.422	10.5%	0.106	2.6%	37%	False	False	37,599
20	4.391	3.868	0.523	13.0%	0.104	2.6%	30%	False	False	42,037
40	4.681	3.868	0.813	20.2%	0.111	2.8%	19%	False	False	32,397
60	5.350	3.868	1.482	36.8%	0.110	2.7%	11%	False	False	27,026
80	5.519	3.868	1.651	41.0%	0.112	2.8%	10%	False	False	24,136
100	5.949	3.868	2.081	51.7%	0.118	2.9%	8%	False	False	21,770
120	5.949	3.868	2.081	51.7%	0.120	3.0%	8%	False	False	20,031

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.582
2.618	4.394
1.618	4.279
1.000	4.208
0.618	4.164
HIGH	4.093
0.618	4.049
0.500	4.036
0.382	4.022
LOW	3.978
0.618	3.907
1.000	3.863
1.618	3.792
2.618	3.677
4.250	3.489

Fisher Pivots for day following 27-Oct-2010
Pivot	1 day	3 day
R1	4.036	4.010
PP	4.032	3.995
S1	4.029	3.981

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

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