NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	4.275	4.201	-0.074	-1.7%	4.298
High	4.279	4.219	-0.060	-1.4%	4.305
Low	4.159	4.170	0.011	0.3%	4.159
Close	4.220	4.198	-0.022	-0.5%	4.198
Range	0.120	0.049	-0.071	-59.2%	0.146
ATR	0.099	0.095	-0.003	-3.5%	0.000
Volume	7,971	10,907	2,936	36.8%	39,593

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.343	4.319	4.225
R3	4.294	4.270	4.211
R2	4.245	4.245	4.207
R1	4.221	4.221	4.202	4.209
PP	4.196	4.196	4.196	4.189
S1	4.172	4.172	4.194	4.160
S2	4.147	4.147	4.189
S3	4.098	4.123	4.185
S4	4.049	4.074	4.171

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.659	4.574	4.278
R3	4.513	4.428	4.238
R2	4.367	4.367	4.225
R1	4.282	4.282	4.211	4.252
PP	4.221	4.221	4.221	4.205
S1	4.136	4.136	4.185	4.106
S2	4.075	4.075	4.171
S3	3.929	3.990	4.158
S4	3.783	3.844	4.118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.305	4.159	0.146	3.5%	0.079	1.9%	27%	False	False	7,918
10	4.435	4.159	0.276	6.6%	0.089	2.1%	14%	False	False	7,321
20	4.530	4.159	0.371	8.8%	0.093	2.2%	11%	False	False	7,359
40	4.930	4.159	0.771	18.4%	0.089	2.1%	5%	False	False	6,347

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	4.427
2.618	4.347
1.618	4.298
1.000	4.268
0.618	4.249
HIGH	4.219
0.618	4.200
0.500	4.195
0.382	4.189
LOW	4.170
0.618	4.140
1.000	4.121
1.618	4.091
2.618	4.042
4.250	3.962

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	4.197	4.219
PP	4.196	4.212
S1	4.195	4.205

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

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