NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 21-Sep-2010

Day Change Summary
	Previous	Current
	20-Sep-2010	21-Sep-2010	Change	Change %	Previous Week
Open	4.420	4.353	-0.067	-1.5%	4.497
High	4.425	4.407	-0.018	-0.4%	4.541
Low	4.299	4.330	0.031	0.7%	4.350
Close	4.318	4.338	0.020	0.5%	4.442
Range	0.126	0.077	-0.049	-38.9%	0.191
ATR	0.097	0.097	-0.001	-0.6%	0.000
Volume	3,243	2,564	-679	-20.9%	8,560

Daily Pivots for day following 21-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.589	4.541	4.380
R3	4.512	4.464	4.359
R2	4.435	4.435	4.352
R1	4.387	4.387	4.345	4.373
PP	4.358	4.358	4.358	4.351
S1	4.310	4.310	4.331	4.296
S2	4.281	4.281	4.324
S3	4.204	4.233	4.317
S4	4.127	4.156	4.296

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.017	4.921	4.547
R3	4.826	4.730	4.495
R2	4.635	4.635	4.477
R1	4.539	4.539	4.460	4.492
PP	4.444	4.444	4.444	4.421
S1	4.348	4.348	4.424	4.301
S2	4.253	4.253	4.407
S3	4.062	4.157	4.389
S4	3.871	3.966	4.337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.531	4.299	0.232	5.3%	0.104	2.4%	17%	False	False	2,165
10	4.541	4.299	0.242	5.6%	0.089	2.1%	16%	False	False	1,964

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.734
2.618	4.609
1.618	4.532
1.000	4.484
0.618	4.455
HIGH	4.407
0.618	4.378
0.500	4.369
0.382	4.359
LOW	4.330
0.618	4.282
1.000	4.253
1.618	4.205
2.618	4.128
4.250	4.003

Fisher Pivots for day following 21-Sep-2010
Pivot	1 day	3 day
R1	4.369	4.395
PP	4.358	4.376
S1	4.348	4.357

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

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