NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Aug-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Aug-2009 | 
                    07-Aug-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.895 | 
                        5.735 | 
                        -0.160 | 
                        -2.7% | 
                        5.928 | 
                     
                    
                        | High | 
                        5.895 | 
                        5.781 | 
                        -0.114 | 
                        -1.9% | 
                        5.941 | 
                     
                    
                        | Low | 
                        5.703 | 
                        5.649 | 
                        -0.054 | 
                        -0.9% | 
                        5.649 | 
                     
                    
                        | Close | 
                        5.703 | 
                        5.654 | 
                        -0.049 | 
                        -0.9% | 
                        5.654 | 
                     
                    
                        | Range | 
                        0.192 | 
                        0.132 | 
                        -0.060 | 
                        -31.3% | 
                        0.292 | 
                     
                    
                        | ATR | 
                        0.140 | 
                        0.139 | 
                        -0.001 | 
                        -0.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        704 | 
                        765 | 
                        61 | 
                        8.7% | 
                        3,202 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Aug-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.091 | 
                6.004 | 
                5.727 | 
                 | 
             
            
                | R3 | 
                5.959 | 
                5.872 | 
                5.690 | 
                 | 
             
            
                | R2 | 
                5.827 | 
                5.827 | 
                5.678 | 
                 | 
             
            
                | R1 | 
                5.740 | 
                5.740 | 
                5.666 | 
                5.718 | 
             
            
                | PP | 
                5.695 | 
                5.695 | 
                5.695 | 
                5.683 | 
             
            
                | S1 | 
                5.608 | 
                5.608 | 
                5.642 | 
                5.586 | 
             
            
                | S2 | 
                5.563 | 
                5.563 | 
                5.630 | 
                 | 
             
            
                | S3 | 
                5.431 | 
                5.476 | 
                5.618 | 
                 | 
             
            
                | S4 | 
                5.299 | 
                5.344 | 
                5.581 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Aug-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.624 | 
                6.431 | 
                5.815 | 
                 | 
             
            
                | R3 | 
                6.332 | 
                6.139 | 
                5.734 | 
                 | 
             
            
                | R2 | 
                6.040 | 
                6.040 | 
                5.708 | 
                 | 
             
            
                | R1 | 
                5.847 | 
                5.847 | 
                5.681 | 
                5.798 | 
             
            
                | PP | 
                5.748 | 
                5.748 | 
                5.748 | 
                5.723 | 
             
            
                | S1 | 
                5.555 | 
                5.555 | 
                5.627 | 
                5.506 | 
             
            
                | S2 | 
                5.456 | 
                5.456 | 
                5.600 | 
                 | 
             
            
                | S3 | 
                5.164 | 
                5.263 | 
                5.574 | 
                 | 
             
            
                | S4 | 
                4.872 | 
                4.971 | 
                5.493 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.342 | 
         
        
            | 
2.618             | 
            6.127 | 
         
        
            | 
1.618             | 
            5.995 | 
         
        
            | 
1.000             | 
            5.913 | 
         
        
            | 
0.618             | 
            5.863 | 
         
        
            | 
HIGH             | 
            5.781 | 
         
        
            | 
0.618             | 
            5.731 | 
         
        
            | 
0.500             | 
            5.715 | 
         
        
            | 
0.382             | 
            5.699 | 
         
        
            | 
LOW             | 
            5.649 | 
         
        
            | 
0.618             | 
            5.567 | 
         
        
            | 
1.000             | 
            5.517 | 
         
        
            | 
1.618             | 
            5.435 | 
         
        
            | 
2.618             | 
            5.303 | 
         
        
            | 
4.250             | 
            5.088 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Aug-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.715 | 
                                5.795 | 
                             
                            
                                | PP | 
                                5.695 | 
                                5.748 | 
                             
                            
                                | S1 | 
                                5.674 | 
                                5.701 | 
                             
             
         |