NYMEX Natural Gas Future May 2011

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Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary Previous Current 23-Sep-2010 24-Sep-2010 Change Change % Previous Week Open 4.422 4.401 -0.021 -0.5% 4.420 High 4.432 4.401 -0.031 -0.7% 4.432 Low 4.369 4.332 -0.037 -0.8% 4.299 Close 4.422 4.340 -0.082 -1.9% 4.340 Range 0.063 0.069 0.006 9.5% 0.133 ATR 0.093 0.093 0.000 -0.3% 0.000 Volume 1,694 1,360 -334 -19.7% 11,719
Daily Pivots for day following 24-Sep-2010 Classic Woodie Camarilla DeMark R4 4.565 4.521 4.378 R3 4.496 4.452 4.359 R2 4.427 4.427 4.353 R1 4.383 4.383 4.346 4.371 PP 4.358 4.358 4.358 4.351 S1 4.314 4.314 4.334 4.302 S2 4.289 4.289 4.327 S3 4.220 4.245 4.321 S4 4.151 4.176 4.302	Weekly Pivots for week ending 24-Sep-2010 Classic Woodie Camarilla DeMark R4 4.756 4.681 4.413 R3 4.623 4.548 4.377 R2 4.490 4.490 4.364 R1 4.415 4.415 4.352 4.386 PP 4.357 4.357 4.357 4.343 S1 4.282 4.282 4.328 4.253 S2 4.224 4.224 4.316 S3 4.091 4.149 4.303 S4 3.958 4.016 4.267
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.432 4.299 0.133 3.1% 0.079 1.8% 31% False False 2,343 10 4.541 4.299 0.242 5.6% 0.091 2.1% 17% False False 2,027 20 4.541 4.299 0.242 5.6% 0.089 2.1% 17% False False 2,177
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 0.016 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 4.694 2.618 4.582 1.618 4.513 1.000 4.470 0.618 4.444 HIGH 4.401 0.618 4.375 0.500 4.367 0.382 4.358 LOW 4.332 0.618 4.289 1.000 4.263 1.618 4.220 2.618 4.151 4.250 4.039
Fisher Pivots for day following 24-Sep-2010 Pivot 1 day 3 day R1 4.367 4.382 PP 4.358 4.368 S1 4.349 4.354

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