NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 13-Oct-2010

Day Change Summary
	Previous	Current
	12-Oct-2010	13-Oct-2010	Change	Change %	Previous Week
Open	4.255	4.263	0.008	0.2%	4.192
High	4.268	4.290	0.022	0.5%	4.354
Low	4.192	4.210	0.018	0.4%	4.152
Close	4.247	4.263	0.016	0.4%	4.270
Range	0.076	0.080	0.004	5.3%	0.202
ATR	0.099	0.097	-0.001	-1.3%	0.000
Volume	10,799	18,959	8,160	75.6%	63,267

Daily Pivots for day following 13-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.494	4.459	4.307
R3	4.414	4.379	4.285
R2	4.334	4.334	4.278
R1	4.299	4.299	4.270	4.303
PP	4.254	4.254	4.254	4.257
S1	4.219	4.219	4.256	4.223
S2	4.174	4.174	4.248
S3	4.094	4.139	4.241
S4	4.014	4.059	4.219

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.865	4.769	4.381
R3	4.663	4.567	4.326
R2	4.461	4.461	4.307
R1	4.365	4.365	4.289	4.413
PP	4.259	4.259	4.259	4.283
S1	4.163	4.163	4.251	4.211
S2	4.057	4.057	4.233
S3	3.855	3.961	4.214
S4	3.653	3.759	4.159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.354	4.175	0.179	4.2%	0.096	2.2%	49%	False	False	15,367
10	4.354	4.152	0.202	4.7%	0.091	2.1%	55%	False	False	12,768
20	4.580	4.152	0.428	10.0%	0.099	2.3%	26%	False	False	10,754
40	4.850	4.152	0.698	16.4%	0.099	2.3%	16%	False	False	9,050
60	5.327	4.152	1.175	27.6%	0.099	2.3%	9%	False	False	7,869
80	5.582	4.152	1.430	33.5%	0.101	2.4%	8%	False	False	7,071

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

Fibonacci Retracements and Extensions
4.250	4.630
2.618	4.499
1.618	4.419
1.000	4.370
0.618	4.339
HIGH	4.290
0.618	4.259
0.500	4.250
0.382	4.241
LOW	4.210
0.618	4.161
1.000	4.130
1.618	4.081
2.618	4.001
4.250	3.870

Fisher Pivots for day following 13-Oct-2010
Pivot	1 day	3 day
R1	4.259	4.256
PP	4.254	4.248
S1	4.250	4.241

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

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