NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	4.472	4.400	-0.072	-1.6%	4.469
High	4.473	4.418	-0.055	-1.2%	4.530
Low	4.375	4.272	-0.103	-2.4%	4.320
Close	4.420	4.292	-0.128	-2.9%	4.420
Range	0.098	0.146	0.048	49.0%	0.210
ATR	0.100	0.103	0.003	3.5%	0.000
Volume	14,021	6,584	-7,437	-53.0%	42,588

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.765	4.675	4.372
R3	4.619	4.529	4.332
R2	4.473	4.473	4.319
R1	4.383	4.383	4.305	4.355
PP	4.327	4.327	4.327	4.314
S1	4.237	4.237	4.279	4.209
S2	4.181	4.181	4.265
S3	4.035	4.091	4.252
S4	3.889	3.945	4.212

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.053	4.947	4.536
R3	4.843	4.737	4.478
R2	4.633	4.633	4.459
R1	4.527	4.527	4.439	4.475
PP	4.423	4.423	4.423	4.398
S1	4.317	4.317	4.401	4.265
S2	4.213	4.213	4.382
S3	4.003	4.107	4.362
S4	3.793	3.897	4.305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.530	4.272	0.258	6.0%	0.127	2.9%	8%	False	True	8,659
10	4.530	4.272	0.258	6.0%	0.102	2.4%	8%	False	True	7,271
20	4.551	4.272	0.279	6.5%	0.094	2.2%	7%	False	True	6,836
40	5.116	4.272	0.844	19.7%	0.092	2.2%	2%	False	True	5,818

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.039
2.618	4.800
1.618	4.654
1.000	4.564
0.618	4.508
HIGH	4.418
0.618	4.362
0.500	4.345
0.382	4.328
LOW	4.272
0.618	4.182
1.000	4.126
1.618	4.036
2.618	3.890
4.250	3.652

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	4.345	4.389
PP	4.327	4.357
S1	4.310	4.324

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

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