NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2010 | 
                    26-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.731 | 
                        5.643 | 
                        -0.088 | 
                        -1.5% | 
                        5.609 | 
                     
                    
                        | High | 
                        5.754 | 
                        5.643 | 
                        -0.111 | 
                        -1.9% | 
                        5.767 | 
                     
                    
                        | Low | 
                        5.595 | 
                        5.424 | 
                        -0.171 | 
                        -3.1% | 
                        5.460 | 
                     
                    
                        | Close | 
                        5.651 | 
                        5.459 | 
                        -0.192 | 
                        -3.4% | 
                        5.718 | 
                     
                    
                        | Range | 
                        0.159 | 
                        0.219 | 
                        0.060 | 
                        37.7% | 
                        0.307 | 
                     
                    
                        | ATR | 
                        0.219 | 
                        0.220 | 
                        0.001 | 
                        0.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        18,213 | 
                        10,332 | 
                        -7,881 | 
                        -43.3% | 
                        47,763 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.166 | 
                6.031 | 
                5.579 | 
                 | 
             
            
                | R3 | 
                5.947 | 
                5.812 | 
                5.519 | 
                 | 
             
            
                | R2 | 
                5.728 | 
                5.728 | 
                5.499 | 
                 | 
             
            
                | R1 | 
                5.593 | 
                5.593 | 
                5.479 | 
                5.551 | 
             
            
                | PP | 
                5.509 | 
                5.509 | 
                5.509 | 
                5.488 | 
             
            
                | S1 | 
                5.374 | 
                5.374 | 
                5.439 | 
                5.332 | 
             
            
                | S2 | 
                5.290 | 
                5.290 | 
                5.419 | 
                 | 
             
            
                | S3 | 
                5.071 | 
                5.155 | 
                5.399 | 
                 | 
             
            
                | S4 | 
                4.852 | 
                4.936 | 
                5.339 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.569 | 
                6.451 | 
                5.887 | 
                 | 
             
            
                | R3 | 
                6.262 | 
                6.144 | 
                5.802 | 
                 | 
             
            
                | R2 | 
                5.955 | 
                5.955 | 
                5.774 | 
                 | 
             
            
                | R1 | 
                5.837 | 
                5.837 | 
                5.746 | 
                5.896 | 
             
            
                | PP | 
                5.648 | 
                5.648 | 
                5.648 | 
                5.678 | 
             
            
                | S1 | 
                5.530 | 
                5.530 | 
                5.690 | 
                5.589 | 
             
            
                | S2 | 
                5.341 | 
                5.341 | 
                5.662 | 
                 | 
             
            
                | S3 | 
                5.034 | 
                5.223 | 
                5.634 | 
                 | 
             
            
                | S4 | 
                4.727 | 
                4.916 | 
                5.549 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.767 | 
                5.424 | 
                0.343 | 
                6.3% | 
                0.159 | 
                2.9% | 
                10% | 
                False | 
                True | 
                12,893 | 
                 
                
                | 10 | 
                5.767 | 
                5.371 | 
                0.396 | 
                7.3% | 
                0.196 | 
                3.6% | 
                22% | 
                False | 
                False | 
                13,616 | 
                 
                
                | 20 | 
                5.956 | 
                5.371 | 
                0.585 | 
                10.7% | 
                0.202 | 
                3.7% | 
                15% | 
                False | 
                False | 
                10,962 | 
                 
                
                | 40 | 
                5.956 | 
                4.656 | 
                1.300 | 
                23.8% | 
                0.217 | 
                4.0% | 
                62% | 
                False | 
                False | 
                8,662 | 
                 
                
                | 60 | 
                5.956 | 
                4.656 | 
                1.300 | 
                23.8% | 
                0.200 | 
                3.7% | 
                62% | 
                False | 
                False | 
                7,051 | 
                 
                
                | 80 | 
                6.200 | 
                4.656 | 
                1.544 | 
                28.3% | 
                0.192 | 
                3.5% | 
                52% | 
                False | 
                False | 
                5,889 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                28.3% | 
                0.187 | 
                3.4% | 
                52% | 
                False | 
                False | 
                5,012 | 
                 
                
                | 120 | 
                6.200 | 
                4.656 | 
                1.544 | 
                28.3% | 
                0.170 | 
                3.1% | 
                52% | 
                False | 
                False | 
                4,297 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.574 | 
         
        
            | 
2.618             | 
            6.216 | 
         
        
            | 
1.618             | 
            5.997 | 
         
        
            | 
1.000             | 
            5.862 | 
         
        
            | 
0.618             | 
            5.778 | 
         
        
            | 
HIGH             | 
            5.643 | 
         
        
            | 
0.618             | 
            5.559 | 
         
        
            | 
0.500             | 
            5.534 | 
         
        
            | 
0.382             | 
            5.508 | 
         
        
            | 
LOW             | 
            5.424 | 
         
        
            | 
0.618             | 
            5.289 | 
         
        
            | 
1.000             | 
            5.205 | 
         
        
            | 
1.618             | 
            5.070 | 
         
        
            | 
2.618             | 
            4.851 | 
         
        
            | 
4.250             | 
            4.493 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.534 | 
                                5.596 | 
                             
                            
                                | PP | 
                                5.509 | 
                                5.550 | 
                             
                            
                                | S1 | 
                                5.484 | 
                                5.505 | 
                             
             
         |