NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Feb-2010 | 
                    25-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.927 | 
                        4.950 | 
                        0.023 | 
                        0.5% | 
                        5.489 | 
                     
                    
                        | High | 
                        4.993 | 
                        4.951 | 
                        -0.042 | 
                        -0.8% | 
                        5.572 | 
                     
                    
                        | Low | 
                        4.859 | 
                        4.808 | 
                        -0.051 | 
                        -1.0% | 
                        5.078 | 
                     
                    
                        | Close | 
                        4.927 | 
                        4.831 | 
                        -0.096 | 
                        -1.9% | 
                        5.121 | 
                     
                    
                        | Range | 
                        0.134 | 
                        0.143 | 
                        0.009 | 
                        6.7% | 
                        0.494 | 
                     
                    
                        | ATR | 
                        0.192 | 
                        0.189 | 
                        -0.004 | 
                        -1.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        22,494 | 
                        23,378 | 
                        884 | 
                        3.9% | 
                        97,641 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.292 | 
                5.205 | 
                4.910 | 
                 | 
             
            
                | R3 | 
                5.149 | 
                5.062 | 
                4.870 | 
                 | 
             
            
                | R2 | 
                5.006 | 
                5.006 | 
                4.857 | 
                 | 
             
            
                | R1 | 
                4.919 | 
                4.919 | 
                4.844 | 
                4.891 | 
             
            
                | PP | 
                4.863 | 
                4.863 | 
                4.863 | 
                4.850 | 
             
            
                | S1 | 
                4.776 | 
                4.776 | 
                4.818 | 
                4.748 | 
             
            
                | S2 | 
                4.720 | 
                4.720 | 
                4.805 | 
                 | 
             
            
                | S3 | 
                4.577 | 
                4.633 | 
                4.792 | 
                 | 
             
            
                | S4 | 
                4.434 | 
                4.490 | 
                4.752 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                5.222 | 
                4.808 | 
                0.414 | 
                8.6% | 
                0.140 | 
                2.9% | 
                6% | 
                False | 
                True | 
                25,236 | 
                 
                
                | 10 | 
                5.572 | 
                4.808 | 
                0.764 | 
                15.8% | 
                0.171 | 
                3.5% | 
                3% | 
                False | 
                True | 
                28,731 | 
                 
                
                | 20 | 
                5.683 | 
                4.808 | 
                0.875 | 
                18.1% | 
                0.179 | 
                3.7% | 
                3% | 
                False | 
                True | 
                28,077 | 
                 
                
                | 40 | 
                5.956 | 
                4.808 | 
                1.148 | 
                23.8% | 
                0.193 | 
                4.0% | 
                2% | 
                False | 
                True | 
                19,657 | 
                 
                
                | 60 | 
                5.956 | 
                4.656 | 
                1.300 | 
                26.9% | 
                0.201 | 
                4.2% | 
                13% | 
                False | 
                False | 
                15,256 | 
                 
                
                | 80 | 
                5.956 | 
                4.656 | 
                1.300 | 
                26.9% | 
                0.196 | 
                4.1% | 
                13% | 
                False | 
                False | 
                12,395 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                32.0% | 
                0.190 | 
                3.9% | 
                11% | 
                False | 
                False | 
                10,410 | 
                 
                
                | 120 | 
                6.200 | 
                4.656 | 
                1.544 | 
                32.0% | 
                0.187 | 
                3.9% | 
                11% | 
                False | 
                False | 
                8,945 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.559 | 
         
        
            | 
2.618             | 
            5.325 | 
         
        
            | 
1.618             | 
            5.182 | 
         
        
            | 
1.000             | 
            5.094 | 
         
        
            | 
0.618             | 
            5.039 | 
         
        
            | 
HIGH             | 
            4.951 | 
         
        
            | 
0.618             | 
            4.896 | 
         
        
            | 
0.500             | 
            4.880 | 
         
        
            | 
0.382             | 
            4.863 | 
         
        
            | 
LOW             | 
            4.808 | 
         
        
            | 
0.618             | 
            4.720 | 
         
        
            | 
1.000             | 
            4.665 | 
         
        
            | 
1.618             | 
            4.577 | 
         
        
            | 
2.618             | 
            4.434 | 
         
        
            | 
4.250             | 
            4.200 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.880 | 
                                4.907 | 
                             
                            
                                | PP | 
                                4.863 | 
                                4.882 | 
                             
                            
                                | S1 | 
                                4.847 | 
                                4.856 | 
                             
             
         |