NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jan-2010 | 
                    05-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.728 | 
                        5.739 | 
                        0.011 | 
                        0.2% | 
                        5.810 | 
                     
                    
                        | High | 
                        5.838 | 
                        5.810 | 
                        -0.028 | 
                        -0.5% | 
                        5.953 | 
                     
                    
                        | Low | 
                        5.711 | 
                        5.593 | 
                        -0.118 | 
                        -2.1% | 
                        5.486 | 
                     
                    
                        | Close | 
                        5.837 | 
                        5.608 | 
                        -0.229 | 
                        -3.9% | 
                        5.545 | 
                     
                    
                        | Range | 
                        0.127 | 
                        0.217 | 
                        0.090 | 
                        70.9% | 
                        0.467 | 
                     
                    
                        | ATR | 
                        0.227 | 
                        0.228 | 
                        0.001 | 
                        0.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        5,936 | 
                        6,097 | 
                        161 | 
                        2.7% | 
                        22,972 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.321 | 
                6.182 | 
                5.727 | 
                 | 
             
            
                | R3 | 
                6.104 | 
                5.965 | 
                5.668 | 
                 | 
             
            
                | R2 | 
                5.887 | 
                5.887 | 
                5.648 | 
                 | 
             
            
                | R1 | 
                5.748 | 
                5.748 | 
                5.628 | 
                5.709 | 
             
            
                | PP | 
                5.670 | 
                5.670 | 
                5.670 | 
                5.651 | 
             
            
                | S1 | 
                5.531 | 
                5.531 | 
                5.588 | 
                5.492 | 
             
            
                | S2 | 
                5.453 | 
                5.453 | 
                5.568 | 
                 | 
             
            
                | S3 | 
                5.236 | 
                5.314 | 
                5.548 | 
                 | 
             
            
                | S4 | 
                5.019 | 
                5.097 | 
                5.489 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.062 | 
                6.771 | 
                5.802 | 
                 | 
             
            
                | R3 | 
                6.595 | 
                6.304 | 
                5.673 | 
                 | 
             
            
                | R2 | 
                6.128 | 
                6.128 | 
                5.631 | 
                 | 
             
            
                | R1 | 
                5.837 | 
                5.837 | 
                5.588 | 
                5.749 | 
             
            
                | PP | 
                5.661 | 
                5.661 | 
                5.661 | 
                5.618 | 
             
            
                | S1 | 
                5.370 | 
                5.370 | 
                5.502 | 
                5.282 | 
             
            
                | S2 | 
                5.194 | 
                5.194 | 
                5.459 | 
                 | 
             
            
                | S3 | 
                4.727 | 
                4.903 | 
                5.417 | 
                 | 
             
            
                | S4 | 
                4.260 | 
                4.436 | 
                5.288 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.953 | 
                5.486 | 
                0.467 | 
                8.3% | 
                0.203 | 
                3.6% | 
                26% | 
                False | 
                False | 
                5,756 | 
                 
                
                | 10 | 
                5.953 | 
                5.486 | 
                0.467 | 
                8.3% | 
                0.206 | 
                3.7% | 
                26% | 
                False | 
                False | 
                5,954 | 
                 
                
                | 20 | 
                5.953 | 
                4.853 | 
                1.100 | 
                19.6% | 
                0.216 | 
                3.8% | 
                69% | 
                False | 
                False | 
                6,658 | 
                 
                
                | 40 | 
                5.953 | 
                4.656 | 
                1.297 | 
                23.1% | 
                0.202 | 
                3.6% | 
                73% | 
                False | 
                False | 
                5,283 | 
                 
                
                | 60 | 
                6.200 | 
                4.656 | 
                1.544 | 
                27.5% | 
                0.191 | 
                3.4% | 
                62% | 
                False | 
                False | 
                4,526 | 
                 
                
                | 80 | 
                6.200 | 
                4.656 | 
                1.544 | 
                27.5% | 
                0.186 | 
                3.3% | 
                62% | 
                False | 
                False | 
                3,899 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                27.5% | 
                0.169 | 
                3.0% | 
                62% | 
                False | 
                False | 
                3,278 | 
                 
                
                | 120 | 
                6.200 | 
                4.656 | 
                1.544 | 
                27.5% | 
                0.161 | 
                2.9% | 
                62% | 
                False | 
                False | 
                2,816 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.732 | 
         
        
            | 
2.618             | 
            6.378 | 
         
        
            | 
1.618             | 
            6.161 | 
         
        
            | 
1.000             | 
            6.027 | 
         
        
            | 
0.618             | 
            5.944 | 
         
        
            | 
HIGH             | 
            5.810 | 
         
        
            | 
0.618             | 
            5.727 | 
         
        
            | 
0.500             | 
            5.702 | 
         
        
            | 
0.382             | 
            5.676 | 
         
        
            | 
LOW             | 
            5.593 | 
         
        
            | 
0.618             | 
            5.459 | 
         
        
            | 
1.000             | 
            5.376 | 
         
        
            | 
1.618             | 
            5.242 | 
         
        
            | 
2.618             | 
            5.025 | 
         
        
            | 
4.250             | 
            4.671 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.702 | 
                                5.662 | 
                             
                            
                                | PP | 
                                5.670 | 
                                5.644 | 
                             
                            
                                | S1 | 
                                5.639 | 
                                5.626 | 
                             
             
         |