NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Aug-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Aug-2009 | 
                    05-Aug-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.777 | 
                        5.885 | 
                        0.108 | 
                        1.9% | 
                        5.560 | 
                     
                    
                        | High | 
                        5.885 | 
                        5.941 | 
                        0.056 | 
                        1.0% | 
                        5.649 | 
                     
                    
                        | Low | 
                        5.774 | 
                        5.865 | 
                        0.091 | 
                        1.6% | 
                        5.383 | 
                     
                    
                        | Close | 
                        5.865 | 
                        5.912 | 
                        0.047 | 
                        0.8% | 
                        5.624 | 
                     
                    
                        | Range | 
                        0.111 | 
                        0.076 | 
                        -0.035 | 
                        -31.5% | 
                        0.266 | 
                     
                    
                        | ATR | 
                        0.139 | 
                        0.134 | 
                        -0.004 | 
                        -3.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        666 | 
                        823 | 
                        157 | 
                        23.6% | 
                        2,279 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Aug-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.134 | 
                6.099 | 
                5.954 | 
                 | 
             
            
                | R3 | 
                6.058 | 
                6.023 | 
                5.933 | 
                 | 
             
            
                | R2 | 
                5.982 | 
                5.982 | 
                5.926 | 
                 | 
             
            
                | R1 | 
                5.947 | 
                5.947 | 
                5.919 | 
                5.965 | 
             
            
                | PP | 
                5.906 | 
                5.906 | 
                5.906 | 
                5.915 | 
             
            
                | S1 | 
                5.871 | 
                5.871 | 
                5.905 | 
                5.889 | 
             
            
                | S2 | 
                5.830 | 
                5.830 | 
                5.898 | 
                 | 
             
            
                | S3 | 
                5.754 | 
                5.795 | 
                5.891 | 
                 | 
             
            
                | S4 | 
                5.678 | 
                5.719 | 
                5.870 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            6.264 | 
         
        
            | 
2.618             | 
            6.140 | 
         
        
            | 
1.618             | 
            6.064 | 
         
        
            | 
1.000             | 
            6.017 | 
         
        
            | 
0.618             | 
            5.988 | 
         
        
            | 
HIGH             | 
            5.941 | 
         
        
            | 
0.618             | 
            5.912 | 
         
        
            | 
0.500             | 
            5.903 | 
         
        
            | 
0.382             | 
            5.894 | 
         
        
            | 
LOW             | 
            5.865 | 
         
        
            | 
0.618             | 
            5.818 | 
         
        
            | 
1.000             | 
            5.789 | 
         
        
            | 
1.618             | 
            5.742 | 
         
        
            | 
2.618             | 
            5.666 | 
         
        
            | 
4.250             | 
            5.542 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Aug-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.909 | 
                                5.894 | 
                             
                            
                                | PP | 
                                5.906 | 
                                5.876 | 
                             
                            
                                | S1 | 
                                5.903 | 
                                5.858 | 
                             
             
         |