NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Mar-2010 | 
                    03-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.783 | 
                        4.803 | 
                        0.020 | 
                        0.4% | 
                        5.048 | 
                     
                    
                        | High | 
                        4.823 | 
                        4.854 | 
                        0.031 | 
                        0.6% | 
                        5.066 | 
                     
                    
                        | Low | 
                        4.725 | 
                        4.749 | 
                        0.024 | 
                        0.5% | 
                        4.803 | 
                     
                    
                        | Close | 
                        4.775 | 
                        4.821 | 
                        0.046 | 
                        1.0% | 
                        4.879 | 
                     
                    
                        | Range | 
                        0.098 | 
                        0.105 | 
                        0.007 | 
                        7.1% | 
                        0.263 | 
                     
                    
                        | ATR | 
                        0.178 | 
                        0.173 | 
                        -0.005 | 
                        -2.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        29,354 | 
                        30,594 | 
                        1,240 | 
                        4.2% | 
                        119,012 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.123 | 
                5.077 | 
                4.879 | 
                 | 
             
            
                | R3 | 
                5.018 | 
                4.972 | 
                4.850 | 
                 | 
             
            
                | R2 | 
                4.913 | 
                4.913 | 
                4.840 | 
                 | 
             
            
                | R1 | 
                4.867 | 
                4.867 | 
                4.831 | 
                4.890 | 
             
            
                | PP | 
                4.808 | 
                4.808 | 
                4.808 | 
                4.820 | 
             
            
                | S1 | 
                4.762 | 
                4.762 | 
                4.811 | 
                4.785 | 
             
            
                | S2 | 
                4.703 | 
                4.703 | 
                4.802 | 
                 | 
             
            
                | S3 | 
                4.598 | 
                4.657 | 
                4.792 | 
                 | 
             
            
                | S4 | 
                4.493 | 
                4.552 | 
                4.763 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.951 | 
                4.725 | 
                0.226 | 
                4.7% | 
                0.131 | 
                2.7% | 
                42% | 
                False | 
                False | 
                25,588 | 
                 
                
                | 10 | 
                5.444 | 
                4.725 | 
                0.719 | 
                14.9% | 
                0.146 | 
                3.0% | 
                13% | 
                False | 
                False | 
                25,166 | 
                 
                
                | 20 | 
                5.683 | 
                4.725 | 
                0.958 | 
                19.9% | 
                0.170 | 
                3.5% | 
                10% | 
                False | 
                False | 
                30,384 | 
                 
                
                | 40 | 
                5.956 | 
                4.725 | 
                1.231 | 
                25.5% | 
                0.186 | 
                3.9% | 
                8% | 
                False | 
                False | 
                21,704 | 
                 
                
                | 60 | 
                5.956 | 
                4.682 | 
                1.274 | 
                26.4% | 
                0.195 | 
                4.0% | 
                11% | 
                False | 
                False | 
                16,679 | 
                 
                
                | 80 | 
                5.956 | 
                4.656 | 
                1.300 | 
                27.0% | 
                0.193 | 
                4.0% | 
                13% | 
                False | 
                False | 
                13,471 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                32.0% | 
                0.188 | 
                3.9% | 
                11% | 
                False | 
                False | 
                11,363 | 
                 
                
                | 120 | 
                6.200 | 
                4.656 | 
                1.544 | 
                32.0% | 
                0.187 | 
                3.9% | 
                11% | 
                False | 
                False | 
                9,792 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.300 | 
         
        
            | 
2.618             | 
            5.129 | 
         
        
            | 
1.618             | 
            5.024 | 
         
        
            | 
1.000             | 
            4.959 | 
         
        
            | 
0.618             | 
            4.919 | 
         
        
            | 
HIGH             | 
            4.854 | 
         
        
            | 
0.618             | 
            4.814 | 
         
        
            | 
0.500             | 
            4.802 | 
         
        
            | 
0.382             | 
            4.789 | 
         
        
            | 
LOW             | 
            4.749 | 
         
        
            | 
0.618             | 
            4.684 | 
         
        
            | 
1.000             | 
            4.644 | 
         
        
            | 
1.618             | 
            4.579 | 
         
        
            | 
2.618             | 
            4.474 | 
         
        
            | 
4.250             | 
            4.303 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.815 | 
                                4.828 | 
                             
                            
                                | PP | 
                                4.808 | 
                                4.826 | 
                             
                            
                                | S1 | 
                                4.802 | 
                                4.823 | 
                             
             
         |