NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Aug-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Aug-2009 | 
                    04-Aug-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.928 | 
                        5.777 | 
                        -0.151 | 
                        -2.5% | 
                        5.560 | 
                     
                    
                        | High | 
                        5.928 | 
                        5.885 | 
                        -0.043 | 
                        -0.7% | 
                        5.649 | 
                     
                    
                        | Low | 
                        5.780 | 
                        5.774 | 
                        -0.006 | 
                        -0.1% | 
                        5.383 | 
                     
                    
                        | Close | 
                        5.871 | 
                        5.865 | 
                        -0.006 | 
                        -0.1% | 
                        5.624 | 
                     
                    
                        | Range | 
                        0.148 | 
                        0.111 | 
                        -0.037 | 
                        -25.0% | 
                        0.266 | 
                     
                    
                        | ATR | 
                        0.141 | 
                        0.139 | 
                        -0.002 | 
                        -1.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        244 | 
                        666 | 
                        422 | 
                        173.0% | 
                        2,279 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Aug-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.174 | 
                6.131 | 
                5.926 | 
                 | 
             
            
                | R3 | 
                6.063 | 
                6.020 | 
                5.896 | 
                 | 
             
            
                | R2 | 
                5.952 | 
                5.952 | 
                5.885 | 
                 | 
             
            
                | R1 | 
                5.909 | 
                5.909 | 
                5.875 | 
                5.931 | 
             
            
                | PP | 
                5.841 | 
                5.841 | 
                5.841 | 
                5.852 | 
             
            
                | S1 | 
                5.798 | 
                5.798 | 
                5.855 | 
                5.820 | 
             
            
                | S2 | 
                5.730 | 
                5.730 | 
                5.845 | 
                 | 
             
            
                | S3 | 
                5.619 | 
                5.687 | 
                5.834 | 
                 | 
             
            
                | S4 | 
                5.508 | 
                5.576 | 
                5.804 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            6.357 | 
         
        
            | 
2.618             | 
            6.176 | 
         
        
            | 
1.618             | 
            6.065 | 
         
        
            | 
1.000             | 
            5.996 | 
         
        
            | 
0.618             | 
            5.954 | 
         
        
            | 
HIGH             | 
            5.885 | 
         
        
            | 
0.618             | 
            5.843 | 
         
        
            | 
0.500             | 
            5.830 | 
         
        
            | 
0.382             | 
            5.816 | 
         
        
            | 
LOW             | 
            5.774 | 
         
        
            | 
0.618             | 
            5.705 | 
         
        
            | 
1.000             | 
            5.663 | 
         
        
            | 
1.618             | 
            5.594 | 
         
        
            | 
2.618             | 
            5.483 | 
         
        
            | 
4.250             | 
            5.302 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Aug-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.853 | 
                                5.824 | 
                             
                            
                                | PP | 
                                5.841 | 
                                5.783 | 
                             
                            
                                | S1 | 
                                5.830 | 
                                5.742 | 
                             
             
         |