NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Mar-2010 | 
                    02-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.820 | 
                        4.783 | 
                        -0.037 | 
                        -0.8% | 
                        5.048 | 
                     
                    
                        | High | 
                        4.931 | 
                        4.823 | 
                        -0.108 | 
                        -2.2% | 
                        5.066 | 
                     
                    
                        | Low | 
                        4.730 | 
                        4.725 | 
                        -0.005 | 
                        -0.1% | 
                        4.803 | 
                     
                    
                        | Close | 
                        4.746 | 
                        4.775 | 
                        0.029 | 
                        0.6% | 
                        4.879 | 
                     
                    
                        | Range | 
                        0.201 | 
                        0.098 | 
                        -0.103 | 
                        -51.2% | 
                        0.263 | 
                     
                    
                        | ATR | 
                        0.184 | 
                        0.178 | 
                        -0.006 | 
                        -3.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        23,908 | 
                        29,354 | 
                        5,446 | 
                        22.8% | 
                        119,012 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.068 | 
                5.020 | 
                4.829 | 
                 | 
             
            
                | R3 | 
                4.970 | 
                4.922 | 
                4.802 | 
                 | 
             
            
                | R2 | 
                4.872 | 
                4.872 | 
                4.793 | 
                 | 
             
            
                | R1 | 
                4.824 | 
                4.824 | 
                4.784 | 
                4.799 | 
             
            
                | PP | 
                4.774 | 
                4.774 | 
                4.774 | 
                4.762 | 
             
            
                | S1 | 
                4.726 | 
                4.726 | 
                4.766 | 
                4.701 | 
             
            
                | S2 | 
                4.676 | 
                4.676 | 
                4.757 | 
                 | 
             
            
                | S3 | 
                4.578 | 
                4.628 | 
                4.748 | 
                 | 
             
            
                | S4 | 
                4.480 | 
                4.530 | 
                4.721 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.993 | 
                4.725 | 
                0.268 | 
                5.6% | 
                0.137 | 
                2.9% | 
                19% | 
                False | 
                True | 
                23,968 | 
                 
                
                | 10 | 
                5.444 | 
                4.725 | 
                0.719 | 
                15.1% | 
                0.147 | 
                3.1% | 
                7% | 
                False | 
                True | 
                24,488 | 
                 
                
                | 20 | 
                5.683 | 
                4.725 | 
                0.958 | 
                20.1% | 
                0.172 | 
                3.6% | 
                5% | 
                False | 
                True | 
                29,619 | 
                 
                
                | 40 | 
                5.956 | 
                4.725 | 
                1.231 | 
                25.8% | 
                0.186 | 
                3.9% | 
                4% | 
                False | 
                True | 
                21,087 | 
                 
                
                | 60 | 
                5.956 | 
                4.656 | 
                1.300 | 
                27.2% | 
                0.196 | 
                4.1% | 
                9% | 
                False | 
                False | 
                16,271 | 
                 
                
                | 80 | 
                5.956 | 
                4.656 | 
                1.300 | 
                27.2% | 
                0.194 | 
                4.1% | 
                9% | 
                False | 
                False | 
                13,133 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                32.3% | 
                0.188 | 
                3.9% | 
                8% | 
                False | 
                False | 
                11,085 | 
                 
                
                | 120 | 
                6.200 | 
                4.656 | 
                1.544 | 
                32.3% | 
                0.187 | 
                3.9% | 
                8% | 
                False | 
                False | 
                9,545 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.240 | 
         
        
            | 
2.618             | 
            5.080 | 
         
        
            | 
1.618             | 
            4.982 | 
         
        
            | 
1.000             | 
            4.921 | 
         
        
            | 
0.618             | 
            4.884 | 
         
        
            | 
HIGH             | 
            4.823 | 
         
        
            | 
0.618             | 
            4.786 | 
         
        
            | 
0.500             | 
            4.774 | 
         
        
            | 
0.382             | 
            4.762 | 
         
        
            | 
LOW             | 
            4.725 | 
         
        
            | 
0.618             | 
            4.664 | 
         
        
            | 
1.000             | 
            4.627 | 
         
        
            | 
1.618             | 
            4.566 | 
         
        
            | 
2.618             | 
            4.468 | 
         
        
            | 
4.250             | 
            4.309 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.775 | 
                                4.828 | 
                             
                            
                                | PP | 
                                4.774 | 
                                4.810 | 
                             
                            
                                | S1 | 
                                4.774 | 
                                4.793 | 
                             
             
         |