NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 26-Oct-2010

Day Change Summary
	Previous	Current
	25-Oct-2010	26-Oct-2010	Change	Change %	Previous Week
Open	3.949	3.959	0.010	0.3%	4.120
High	3.992	4.043	0.051	1.3%	4.173
Low	3.882	3.950	0.068	1.8%	3.928
Close	3.939	4.038	0.099	2.5%	3.957
Range	0.110	0.093	-0.017	-15.5%	0.245
ATR	0.085	0.086	0.001	1.6%	0.000
Volume	2,644	2,534	-110	-4.2%	11,893

Daily Pivots for day following 26-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.289	4.257	4.089
R3	4.196	4.164	4.064
R2	4.103	4.103	4.055
R1	4.071	4.071	4.047	4.087
PP	4.010	4.010	4.010	4.019
S1	3.978	3.978	4.029	3.994
S2	3.917	3.917	4.021
S3	3.824	3.885	4.012
S4	3.731	3.792	3.987

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	7.2%	0.101	2.5%	54%	False	False	2,167
10	4.284	3.882	0.402	10.0%	0.082	2.0%	39%	False	False	2,703
20	4.341	3.882	0.459	11.4%	0.076	1.9%	34%	False	False	2,700
40	4.541	3.882	0.659	16.3%	0.080	2.0%	24%	False	False	2,450

Crabel Price Patterns
NR	True
NR4	True
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	0.019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.438
2.618	4.286
1.618	4.193
1.000	4.136
0.618	4.100
HIGH	4.043
0.618	4.007
0.500	3.997
0.382	3.986
LOW	3.950
0.618	3.893
1.000	3.857
1.618	3.800
2.618	3.707
4.250	3.555

Fisher Pivots for day following 26-Oct-2010
Pivot	1 day	3 day
R1	4.024	4.014
PP	4.010	3.990
S1	3.997	3.967

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

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