NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	4.184	4.060	-0.124	-3.0%	4.184
High	4.184	4.080	-0.104	-2.5%	4.219
Low	4.021	3.950	-0.071	-1.8%	3.950
Close	4.056	3.982	-0.074	-1.8%	3.982
Range	0.163	0.130	-0.033	-20.2%	0.269
ATR	0.099	0.101	0.002	2.3%	0.000
Volume	7,818	14,163	6,345	81.2%	53,107

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.394	4.318	4.054
R3	4.264	4.188	4.018
R2	4.134	4.134	4.006
R1	4.058	4.058	3.994	4.031
PP	4.004	4.004	4.004	3.991
S1	3.928	3.928	3.970	3.901
S2	3.874	3.874	3.958
S3	3.744	3.798	3.946
S4	3.614	3.668	3.911

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.857	4.689	4.130
R3	4.588	4.420	4.056
R2	4.319	4.319	4.031
R1	4.151	4.151	4.007	4.101
PP	4.050	4.050	4.050	4.025
S1	3.882	3.882	3.957	3.832
S2	3.781	3.781	3.933
S3	3.512	3.613	3.908
S4	3.243	3.344	3.834

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.219	3.950	0.269	6.8%	0.094	2.4%	12%	False	True	10,621
10	4.355	3.950	0.405	10.2%	0.091	2.3%	8%	False	True	13,791
20	4.419	3.950	0.469	11.8%	0.094	2.4%	7%	False	True	12,558
40	4.678	3.950	0.728	18.3%	0.103	2.6%	4%	False	True	8,825
60	5.434	3.950	1.484	37.3%	0.102	2.6%	2%	False	True	6,906
80	5.570	3.950	1.620	40.7%	0.104	2.6%	2%	False	True	5,651
100	5.861	3.950	1.911	48.0%	0.107	2.7%	2%	False	True	4,945

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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.633
2.618	4.420
1.618	4.290
1.000	4.210
0.618	4.160
HIGH	4.080
0.618	4.030
0.500	4.015
0.382	4.000
LOW	3.950
0.618	3.870
1.000	3.820
1.618	3.740
2.618	3.610
4.250	3.398

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	4.015	4.085
PP	4.004	4.050
S1	3.993	4.016

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

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