NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Feb-2010 | 
                    10-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.466 | 
                        5.386 | 
                        -0.080 | 
                        -1.5% | 
                        5.292 | 
                     
                    
                        | High | 
                        5.501 | 
                        5.408 | 
                        -0.093 | 
                        -1.7% | 
                        5.597 | 
                     
                    
                        | Low | 
                        5.301 | 
                        5.288 | 
                        -0.013 | 
                        -0.2% | 
                        5.253 | 
                     
                    
                        | Close | 
                        5.328 | 
                        5.340 | 
                        0.012 | 
                        0.2% | 
                        5.535 | 
                     
                    
                        | Range | 
                        0.200 | 
                        0.120 | 
                        -0.080 | 
                        -40.0% | 
                        0.344 | 
                     
                    
                        | ATR | 
                        0.214 | 
                        0.207 | 
                        -0.007 | 
                        -3.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        47,398 | 
                        51,258 | 
                        3,860 | 
                        8.1% | 
                        93,737 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.705 | 
                5.643 | 
                5.406 | 
                 | 
             
            
                | R3 | 
                5.585 | 
                5.523 | 
                5.373 | 
                 | 
             
            
                | R2 | 
                5.465 | 
                5.465 | 
                5.362 | 
                 | 
             
            
                | R1 | 
                5.403 | 
                5.403 | 
                5.351 | 
                5.374 | 
             
            
                | PP | 
                5.345 | 
                5.345 | 
                5.345 | 
                5.331 | 
             
            
                | S1 | 
                5.283 | 
                5.283 | 
                5.329 | 
                5.254 | 
             
            
                | S2 | 
                5.225 | 
                5.225 | 
                5.318 | 
                 | 
             
            
                | S3 | 
                5.105 | 
                5.163 | 
                5.307 | 
                 | 
             
            
                | S4 | 
                4.985 | 
                5.043 | 
                5.274 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.494 | 
                6.358 | 
                5.724 | 
                 | 
             
            
                | R3 | 
                6.150 | 
                6.014 | 
                5.630 | 
                 | 
             
            
                | R2 | 
                5.806 | 
                5.806 | 
                5.598 | 
                 | 
             
            
                | R1 | 
                5.670 | 
                5.670 | 
                5.567 | 
                5.738 | 
             
            
                | PP | 
                5.462 | 
                5.462 | 
                5.462 | 
                5.496 | 
             
            
                | S1 | 
                5.326 | 
                5.326 | 
                5.503 | 
                5.394 | 
             
            
                | S2 | 
                5.118 | 
                5.118 | 
                5.472 | 
                 | 
             
            
                | S3 | 
                4.774 | 
                4.982 | 
                5.440 | 
                 | 
             
            
                | S4 | 
                4.430 | 
                4.638 | 
                5.346 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.683 | 
                5.253 | 
                0.430 | 
                8.1% | 
                0.202 | 
                3.8% | 
                20% | 
                False | 
                False | 
                39,563 | 
                 
                
                | 10 | 
                5.683 | 
                5.110 | 
                0.573 | 
                10.7% | 
                0.186 | 
                3.5% | 
                40% | 
                False | 
                False | 
                27,422 | 
                 
                
                | 20 | 
                5.767 | 
                5.110 | 
                0.657 | 
                12.3% | 
                0.193 | 
                3.6% | 
                35% | 
                False | 
                False | 
                20,498 | 
                 
                
                | 40 | 
                5.956 | 
                5.110 | 
                0.846 | 
                15.8% | 
                0.199 | 
                3.7% | 
                27% | 
                False | 
                False | 
                14,141 | 
                 
                
                | 60 | 
                5.956 | 
                4.656 | 
                1.300 | 
                24.3% | 
                0.208 | 
                3.9% | 
                53% | 
                False | 
                False | 
                11,051 | 
                 
                
                | 80 | 
                6.200 | 
                4.656 | 
                1.544 | 
                28.9% | 
                0.196 | 
                3.7% | 
                44% | 
                False | 
                False | 
                9,169 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                28.9% | 
                0.187 | 
                3.5% | 
                44% | 
                False | 
                False | 
                7,752 | 
                 
                
                | 120 | 
                6.200 | 
                4.656 | 
                1.544 | 
                28.9% | 
                0.180 | 
                3.4% | 
                44% | 
                False | 
                False | 
                6,626 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.918 | 
         
        
            | 
2.618             | 
            5.722 | 
         
        
            | 
1.618             | 
            5.602 | 
         
        
            | 
1.000             | 
            5.528 | 
         
        
            | 
0.618             | 
            5.482 | 
         
        
            | 
HIGH             | 
            5.408 | 
         
        
            | 
0.618             | 
            5.362 | 
         
        
            | 
0.500             | 
            5.348 | 
         
        
            | 
0.382             | 
            5.334 | 
         
        
            | 
LOW             | 
            5.288 | 
         
        
            | 
0.618             | 
            5.214 | 
         
        
            | 
1.000             | 
            5.168 | 
         
        
            | 
1.618             | 
            5.094 | 
         
        
            | 
2.618             | 
            4.974 | 
         
        
            | 
4.250             | 
            4.778 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.348 | 
                                5.486 | 
                             
                            
                                | PP | 
                                5.345 | 
                                5.437 | 
                             
                            
                                | S1 | 
                                5.343 | 
                                5.389 | 
                             
             
         |