NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 28-Sep-2010

Day Change Summary
	Previous	Current
	27-Sep-2010	28-Sep-2010	Change	Change %	Previous Week
Open	4.298	4.238	-0.060	-1.4%	4.400
High	4.298	4.305	0.007	0.2%	4.435
Low	4.212	4.230	0.018	0.4%	4.272
Close	4.219	4.260	0.041	1.0%	4.316
Range	0.086	0.075	-0.011	-12.8%	0.163
ATR	0.101	0.100	-0.001	-1.0%	0.000
Volume	4,705	9,710	5,005	106.4%	33,623

Daily Pivots for day following 28-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.490	4.450	4.301
R3	4.415	4.375	4.281
R2	4.340	4.340	4.274
R1	4.300	4.300	4.267	4.320
PP	4.265	4.265	4.265	4.275
S1	4.225	4.225	4.253	4.245
S2	4.190	4.190	4.246
S3	4.115	4.150	4.239
S4	4.040	4.075	4.219

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.830	4.736	4.406
R3	4.667	4.573	4.361
R2	4.504	4.504	4.346
R1	4.410	4.410	4.331	4.376
PP	4.341	4.341	4.341	4.324
S1	4.247	4.247	4.301	4.213
S2	4.178	4.178	4.286
S3	4.015	4.084	4.271
S4	3.852	3.921	4.226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.435	4.212	0.223	5.2%	0.083	1.9%	22%	False	False	6,832
10	4.506	4.212	0.294	6.9%	0.099	2.3%	16%	False	False	7,541
20	4.530	4.212	0.318	7.5%	0.095	2.2%	15%	False	False	7,158
40	5.037	4.212	0.825	19.4%	0.091	2.1%	6%	False	False	6,083

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	0.014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.624
2.618	4.501
1.618	4.426
1.000	4.380
0.618	4.351
HIGH	4.305
0.618	4.276
0.500	4.268
0.382	4.259
LOW	4.230
0.618	4.184
1.000	4.155
1.618	4.109
2.618	4.034
4.250	3.911

Fisher Pivots for day following 28-Sep-2010
Pivot	1 day	3 day
R1	4.268	4.299
PP	4.265	4.286
S1	4.263	4.273

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

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