NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 25-Oct-2010

Day Change Summary
	Previous	Current
	22-Oct-2010	25-Oct-2010	Change	Change %	Previous Week
Open	4.051	3.949	-0.102	-2.5%	4.120
High	4.051	3.992	-0.059	-1.5%	4.173
Low	3.928	3.882	-0.046	-1.2%	3.928
Close	3.957	3.939	-0.018	-0.5%	3.957
Range	0.123	0.110	-0.013	-10.6%	0.245
ATR	0.083	0.085	0.002	2.4%	0.000
Volume	2,704	2,644	-60	-2.2%	11,893

Daily Pivots for day following 25-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.268	4.213	4.000
R3	4.158	4.103	3.969
R2	4.048	4.048	3.959
R1	3.993	3.993	3.949	3.966
PP	3.938	3.938	3.938	3.924
S1	3.883	3.883	3.929	3.856
S2	3.828	3.828	3.919
S3	3.718	3.773	3.909
S4	3.608	3.663	3.879

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.754	4.601	4.092
R3	4.509	4.356	4.024
R2	4.264	4.264	4.002
R1	4.111	4.111	3.979	4.065
PP	4.019	4.019	4.019	3.997
S1	3.866	3.866	3.935	3.820
S2	3.774	3.774	3.912
S3	3.529	3.621	3.890
S4	3.284	3.376	3.822

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.173	3.882	0.291	7.4%	0.093	2.4%	20%	False	True	2,265
10	4.284	3.882	0.402	10.2%	0.079	2.0%	14%	False	True	2,610
20	4.341	3.882	0.459	11.7%	0.075	1.9%	12%	False	True	2,723
40	4.541	3.882	0.659	16.7%	0.081	2.1%	9%	False	True	2,434

Crabel Price Patterns
NR	True
NR4	False
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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.460
2.618	4.280
1.618	4.170
1.000	4.102
0.618	4.060
HIGH	3.992
0.618	3.950
0.500	3.937
0.382	3.924
LOW	3.882
0.618	3.814
1.000	3.772
1.618	3.704
2.618	3.594
4.250	3.415

Fisher Pivots for day following 25-Oct-2010
Pivot	1 day	3 day
R1	3.938	4.005
PP	3.938	3.983
S1	3.937	3.961

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

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