NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Feb-2010 | 
                    26-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.950 | 
                        4.856 | 
                        -0.094 | 
                        -1.9% | 
                        5.048 | 
                     
                    
                        | High | 
                        4.951 | 
                        4.910 | 
                        -0.041 | 
                        -0.8% | 
                        5.066 | 
                     
                    
                        | Low | 
                        4.808 | 
                        4.803 | 
                        -0.005 | 
                        -0.1% | 
                        4.803 | 
                     
                    
                        | Close | 
                        4.831 | 
                        4.879 | 
                        0.048 | 
                        1.0% | 
                        4.879 | 
                     
                    
                        | Range | 
                        0.143 | 
                        0.107 | 
                        -0.036 | 
                        -25.2% | 
                        0.263 | 
                     
                    
                        | ATR | 
                        0.189 | 
                        0.183 | 
                        -0.006 | 
                        -3.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        23,378 | 
                        20,710 | 
                        -2,668 | 
                        -11.4% | 
                        119,012 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.185 | 
                5.139 | 
                4.938 | 
                 | 
             
            
                | R3 | 
                5.078 | 
                5.032 | 
                4.908 | 
                 | 
             
            
                | R2 | 
                4.971 | 
                4.971 | 
                4.899 | 
                 | 
             
            
                | R1 | 
                4.925 | 
                4.925 | 
                4.889 | 
                4.948 | 
             
            
                | PP | 
                4.864 | 
                4.864 | 
                4.864 | 
                4.876 | 
             
            
                | S1 | 
                4.818 | 
                4.818 | 
                4.869 | 
                4.841 | 
             
            
                | S2 | 
                4.757 | 
                4.757 | 
                4.859 | 
                 | 
             
            
                | S3 | 
                4.650 | 
                4.711 | 
                4.850 | 
                 | 
             
            
                | S4 | 
                4.543 | 
                4.604 | 
                4.820 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.705 | 
                5.555 | 
                5.024 | 
                 | 
             
            
                | R3 | 
                5.442 | 
                5.292 | 
                4.951 | 
                 | 
             
            
                | R2 | 
                5.179 | 
                5.179 | 
                4.927 | 
                 | 
             
            
                | R1 | 
                5.029 | 
                5.029 | 
                4.903 | 
                4.973 | 
             
            
                | PP | 
                4.916 | 
                4.916 | 
                4.916 | 
                4.888 | 
             
            
                | S1 | 
                4.766 | 
                4.766 | 
                4.855 | 
                4.710 | 
             
            
                | S2 | 
                4.653 | 
                4.653 | 
                4.831 | 
                 | 
             
            
                | S3 | 
                4.390 | 
                4.503 | 
                4.807 | 
                 | 
             
            
                | S4 | 
                4.127 | 
                4.240 | 
                4.734 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.066 | 
                4.803 | 
                0.263 | 
                5.4% | 
                0.132 | 
                2.7% | 
                29% | 
                False | 
                True | 
                23,802 | 
                 
                
                | 10 | 
                5.572 | 
                4.803 | 
                0.769 | 
                15.8% | 
                0.170 | 
                3.5% | 
                10% | 
                False | 
                True | 
                25,547 | 
                 
                
                | 20 | 
                5.683 | 
                4.803 | 
                0.880 | 
                18.0% | 
                0.175 | 
                3.6% | 
                9% | 
                False | 
                True | 
                28,450 | 
                 
                
                | 40 | 
                5.956 | 
                4.803 | 
                1.153 | 
                23.6% | 
                0.191 | 
                3.9% | 
                7% | 
                False | 
                True | 
                19,984 | 
                 
                
                | 60 | 
                5.956 | 
                4.656 | 
                1.300 | 
                26.6% | 
                0.199 | 
                4.1% | 
                17% | 
                False | 
                False | 
                15,550 | 
                 
                
                | 80 | 
                5.956 | 
                4.656 | 
                1.300 | 
                26.6% | 
                0.194 | 
                4.0% | 
                17% | 
                False | 
                False | 
                12,597 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                31.6% | 
                0.189 | 
                3.9% | 
                14% | 
                False | 
                False | 
                10,599 | 
                 
                
                | 120 | 
                6.200 | 
                4.656 | 
                1.544 | 
                31.6% | 
                0.186 | 
                3.8% | 
                14% | 
                False | 
                False | 
                9,112 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.365 | 
         
        
            | 
2.618             | 
            5.190 | 
         
        
            | 
1.618             | 
            5.083 | 
         
        
            | 
1.000             | 
            5.017 | 
         
        
            | 
0.618             | 
            4.976 | 
         
        
            | 
HIGH             | 
            4.910 | 
         
        
            | 
0.618             | 
            4.869 | 
         
        
            | 
0.500             | 
            4.857 | 
         
        
            | 
0.382             | 
            4.844 | 
         
        
            | 
LOW             | 
            4.803 | 
         
        
            | 
0.618             | 
            4.737 | 
         
        
            | 
1.000             | 
            4.696 | 
         
        
            | 
1.618             | 
            4.630 | 
         
        
            | 
2.618             | 
            4.523 | 
         
        
            | 
4.250             | 
            4.348 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.872 | 
                                4.898 | 
                             
                            
                                | PP | 
                                4.864 | 
                                4.892 | 
                             
                            
                                | S1 | 
                                4.857 | 
                                4.885 | 
                             
             
         |