NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Aug-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Jul-2009 | 
                    03-Aug-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.556 | 
                        5.928 | 
                        0.372 | 
                        6.7% | 
                        5.560 | 
                     
                    
                        | High | 
                        5.631 | 
                        5.928 | 
                        0.297 | 
                        5.3% | 
                        5.649 | 
                     
                    
                        | Low | 
                        5.556 | 
                        5.780 | 
                        0.224 | 
                        4.0% | 
                        5.383 | 
                     
                    
                        | Close | 
                        5.624 | 
                        5.871 | 
                        0.247 | 
                        4.4% | 
                        5.624 | 
                     
                    
                        | Range | 
                        0.075 | 
                        0.148 | 
                        0.073 | 
                        97.3% | 
                        0.266 | 
                     
                    
                        | ATR | 
                        0.128 | 
                        0.141 | 
                        0.013 | 
                        9.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        365 | 
                        244 | 
                        -121 | 
                        -33.2% | 
                        2,279 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Aug-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.304 | 
                6.235 | 
                5.952 | 
                 | 
             
            
                | R3 | 
                6.156 | 
                6.087 | 
                5.912 | 
                 | 
             
            
                | R2 | 
                6.008 | 
                6.008 | 
                5.898 | 
                 | 
             
            
                | R1 | 
                5.939 | 
                5.939 | 
                5.885 | 
                5.900 | 
             
            
                | PP | 
                5.860 | 
                5.860 | 
                5.860 | 
                5.840 | 
             
            
                | S1 | 
                5.791 | 
                5.791 | 
                5.857 | 
                5.752 | 
             
            
                | S2 | 
                5.712 | 
                5.712 | 
                5.844 | 
                 | 
             
            
                | S3 | 
                5.564 | 
                5.643 | 
                5.830 | 
                 | 
             
            
                | S4 | 
                5.416 | 
                5.495 | 
                5.790 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.350 | 
                6.253 | 
                5.770 | 
                 | 
             
            
                | R3 | 
                6.084 | 
                5.987 | 
                5.697 | 
                 | 
             
            
                | R2 | 
                5.818 | 
                5.818 | 
                5.673 | 
                 | 
             
            
                | R1 | 
                5.721 | 
                5.721 | 
                5.648 | 
                5.770 | 
             
            
                | PP | 
                5.552 | 
                5.552 | 
                5.552 | 
                5.576 | 
             
            
                | S1 | 
                5.455 | 
                5.455 | 
                5.600 | 
                5.504 | 
             
            
                | S2 | 
                5.286 | 
                5.286 | 
                5.575 | 
                 | 
             
            
                | S3 | 
                5.020 | 
                5.189 | 
                5.551 | 
                 | 
             
            
                | S4 | 
                4.754 | 
                4.923 | 
                5.478 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.557 | 
         
        
            | 
2.618             | 
            6.315 | 
         
        
            | 
1.618             | 
            6.167 | 
         
        
            | 
1.000             | 
            6.076 | 
         
        
            | 
0.618             | 
            6.019 | 
         
        
            | 
HIGH             | 
            5.928 | 
         
        
            | 
0.618             | 
            5.871 | 
         
        
            | 
0.500             | 
            5.854 | 
         
        
            | 
0.382             | 
            5.837 | 
         
        
            | 
LOW             | 
            5.780 | 
         
        
            | 
0.618             | 
            5.689 | 
         
        
            | 
1.000             | 
            5.632 | 
         
        
            | 
1.618             | 
            5.541 | 
         
        
            | 
2.618             | 
            5.393 | 
         
        
            | 
4.250             | 
            5.151 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Aug-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.865 | 
                                5.810 | 
                             
                            
                                | PP | 
                                5.860 | 
                                5.750 | 
                             
                            
                                | S1 | 
                                5.854 | 
                                5.689 | 
                             
             
         |