NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Feb-2010 | 
                    23-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.048 | 
                        5.005 | 
                        -0.043 | 
                        -0.9% | 
                        5.489 | 
                     
                    
                        | High | 
                        5.066 | 
                        5.006 | 
                        -0.060 | 
                        -1.2% | 
                        5.572 | 
                     
                    
                        | Low | 
                        4.924 | 
                        4.870 | 
                        -0.054 | 
                        -1.1% | 
                        5.078 | 
                     
                    
                        | Close | 
                        4.977 | 
                        4.875 | 
                        -0.102 | 
                        -2.0% | 
                        5.121 | 
                     
                    
                        | Range | 
                        0.142 | 
                        0.136 | 
                        -0.006 | 
                        -4.2% | 
                        0.494 | 
                     
                    
                        | ATR | 
                        0.201 | 
                        0.197 | 
                        -0.005 | 
                        -2.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        26,951 | 
                        25,479 | 
                        -1,472 | 
                        -5.5% | 
                        97,641 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.325 | 
                5.236 | 
                4.950 | 
                 | 
             
            
                | R3 | 
                5.189 | 
                5.100 | 
                4.912 | 
                 | 
             
            
                | R2 | 
                5.053 | 
                5.053 | 
                4.900 | 
                 | 
             
            
                | R1 | 
                4.964 | 
                4.964 | 
                4.887 | 
                4.941 | 
             
            
                | PP | 
                4.917 | 
                4.917 | 
                4.917 | 
                4.905 | 
             
            
                | S1 | 
                4.828 | 
                4.828 | 
                4.863 | 
                4.805 | 
             
            
                | S2 | 
                4.781 | 
                4.781 | 
                4.850 | 
                 | 
             
            
                | S3 | 
                4.645 | 
                4.692 | 
                4.838 | 
                 | 
             
            
                | S4 | 
                4.509 | 
                4.556 | 
                4.800 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.739 | 
                6.424 | 
                5.393 | 
                 | 
             
            
                | R3 | 
                6.245 | 
                5.930 | 
                5.257 | 
                 | 
             
            
                | R2 | 
                5.751 | 
                5.751 | 
                5.212 | 
                 | 
             
            
                | R1 | 
                5.436 | 
                5.436 | 
                5.166 | 
                5.347 | 
             
            
                | PP | 
                5.257 | 
                5.257 | 
                5.257 | 
                5.212 | 
             
            
                | S1 | 
                4.942 | 
                4.942 | 
                5.076 | 
                4.853 | 
             
            
                | S2 | 
                4.763 | 
                4.763 | 
                5.030 | 
                 | 
             
            
                | S3 | 
                4.269 | 
                4.448 | 
                4.985 | 
                 | 
             
            
                | S4 | 
                3.775 | 
                3.954 | 
                4.849 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.444 | 
                4.870 | 
                0.574 | 
                11.8% | 
                0.157 | 
                3.2% | 
                1% | 
                False | 
                True | 
                25,009 | 
                 
                
                | 10 | 
                5.572 | 
                4.870 | 
                0.702 | 
                14.4% | 
                0.175 | 
                3.6% | 
                1% | 
                False | 
                True | 
                34,010 | 
                 
                
                | 20 | 
                5.683 | 
                4.870 | 
                0.813 | 
                16.7% | 
                0.188 | 
                3.9% | 
                1% | 
                False | 
                True | 
                26,886 | 
                 
                
                | 40 | 
                5.956 | 
                4.870 | 
                1.086 | 
                22.3% | 
                0.195 | 
                4.0% | 
                0% | 
                False | 
                True | 
                18,797 | 
                 
                
                | 60 | 
                5.956 | 
                4.656 | 
                1.300 | 
                26.7% | 
                0.209 | 
                4.3% | 
                17% | 
                False | 
                False | 
                14,644 | 
                 
                
                | 80 | 
                5.956 | 
                4.656 | 
                1.300 | 
                26.7% | 
                0.197 | 
                4.0% | 
                17% | 
                False | 
                False | 
                11,916 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                31.7% | 
                0.190 | 
                3.9% | 
                14% | 
                False | 
                False | 
                10,016 | 
                 
                
                | 120 | 
                6.200 | 
                4.656 | 
                1.544 | 
                31.7% | 
                0.186 | 
                3.8% | 
                14% | 
                False | 
                False | 
                8,590 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.584 | 
         
        
            | 
2.618             | 
            5.362 | 
         
        
            | 
1.618             | 
            5.226 | 
         
        
            | 
1.000             | 
            5.142 | 
         
        
            | 
0.618             | 
            5.090 | 
         
        
            | 
HIGH             | 
            5.006 | 
         
        
            | 
0.618             | 
            4.954 | 
         
        
            | 
0.500             | 
            4.938 | 
         
        
            | 
0.382             | 
            4.922 | 
         
        
            | 
LOW             | 
            4.870 | 
         
        
            | 
0.618             | 
            4.786 | 
         
        
            | 
1.000             | 
            4.734 | 
         
        
            | 
1.618             | 
            4.650 | 
         
        
            | 
2.618             | 
            4.514 | 
         
        
            | 
4.250             | 
            4.292 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.938 | 
                                5.046 | 
                             
                            
                                | PP | 
                                4.917 | 
                                4.989 | 
                             
                            
                                | S1 | 
                                4.896 | 
                                4.932 | 
                             
             
         |