NYMEX Natural Gas Future May 2011

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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 4.300 4.280 -0.020 -0.5% 4.420 High 4.300 4.330 0.030 0.7% 4.432 Low 4.242 4.255 0.013 0.3% 4.299 Close 4.247 4.290 0.043 1.0% 4.340 Range 0.058 0.075 0.017 29.3% 0.133 ATR 0.093 0.093 -0.001 -0.8% 0.000 Volume 1,413 2,980 1,567 110.9% 11,719
Daily Pivots for day following 28-Sep-2010 Classic Woodie Camarilla DeMark R4 4.517 4.478 4.331 R3 4.442 4.403 4.311 R2 4.367 4.367 4.304 R1 4.328 4.328 4.297 4.348 PP 4.292 4.292 4.292 4.301 S1 4.253 4.253 4.283 4.273 S2 4.217 4.217 4.276 S3 4.142 4.178 4.269 S4 4.067 4.103 4.249	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 4.242 0.190 4.4% 0.065 1.5% 25% False False 2,061 10 4.531 4.242 0.289 6.7% 0.084 2.0% 17% False False 2,113 20 4.541 4.242 0.299 7.0% 0.083 1.9% 16% False False 2,199
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.010 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 4.649 2.618 4.526 1.618 4.451 1.000 4.405 0.618 4.376 HIGH 4.330 0.618 4.301 0.500 4.293 0.382 4.284 LOW 4.255 0.618 4.209 1.000 4.180 1.618 4.134 2.618 4.059 4.250 3.936
Fisher Pivots for day following 28-Sep-2010 Pivot 1 day 3 day R1 4.293 4.322 PP 4.292 4.311 S1 4.291 4.301

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