NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 26-Oct-2010

Day Change Summary
	Previous	Current
	25-Oct-2010	26-Oct-2010	Change	Change %	Previous Week
Open	3.940	4.035	0.095	2.4%	4.184
High	4.020	4.077	0.057	1.4%	4.219
Low	3.894	3.965	0.071	1.8%	3.950
Close	3.963	4.060	0.097	2.4%	3.982
Range	0.126	0.112	-0.014	-11.1%	0.269
ATR	0.103	0.104	0.001	0.8%	0.000
Volume	9,255	7,985	-1,270	-13.7%	53,107

Daily Pivots for day following 26-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.370	4.327	4.122
R3	4.258	4.215	4.091
R2	4.146	4.146	4.081
R1	4.103	4.103	4.070	4.125
PP	4.034	4.034	4.034	4.045
S1	3.991	3.991	4.050	4.013
S2	3.922	3.922	4.039
S3	3.810	3.879	4.029
S4	3.698	3.767	3.998

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	3.894	0.325	8.0%	0.119	2.9%	51%	False	False	9,817
10	4.347	3.894	0.453	11.2%	0.101	2.5%	37%	False	False	12,106
20	4.415	3.894	0.521	12.8%	0.096	2.4%	32%	False	False	12,926
40	4.678	3.894	0.784	19.3%	0.101	2.5%	21%	False	False	9,044
60	5.327	3.894	1.433	35.3%	0.101	2.5%	12%	False	False	7,084
80	5.560	3.894	1.666	41.0%	0.102	2.5%	10%	False	False	5,796
100	5.861	3.894	1.967	48.4%	0.106	2.6%	8%	False	False	5,090

Crabel Price Patterns
NR	True
NR4	True
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	0.022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.553
2.618	4.370
1.618	4.258
1.000	4.189
0.618	4.146
HIGH	4.077
0.618	4.034
0.500	4.021
0.382	4.008
LOW	3.965
0.618	3.896
1.000	3.853
1.618	3.784
2.618	3.672
4.250	3.489

Fisher Pivots for day following 26-Oct-2010
Pivot	1 day	3 day
R1	4.047	4.036
PP	4.034	4.011
S1	4.021	3.987

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

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