NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Mar-2010 | 
                    04-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.803 | 
                        4.821 | 
                        0.018 | 
                        0.4% | 
                        5.048 | 
                     
                    
                        | High | 
                        4.854 | 
                        4.847 | 
                        -0.007 | 
                        -0.1% | 
                        5.066 | 
                     
                    
                        | Low | 
                        4.749 | 
                        4.623 | 
                        -0.126 | 
                        -2.7% | 
                        4.803 | 
                     
                    
                        | Close | 
                        4.821 | 
                        4.643 | 
                        -0.178 | 
                        -3.7% | 
                        4.879 | 
                     
                    
                        | Range | 
                        0.105 | 
                        0.224 | 
                        0.119 | 
                        113.3% | 
                        0.263 | 
                     
                    
                        | ATR | 
                        0.173 | 
                        0.176 | 
                        0.004 | 
                        2.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        30,594 | 
                        21,166 | 
                        -9,428 | 
                        -30.8% | 
                        119,012 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.376 | 
                5.234 | 
                4.766 | 
                 | 
             
            
                | R3 | 
                5.152 | 
                5.010 | 
                4.705 | 
                 | 
             
            
                | R2 | 
                4.928 | 
                4.928 | 
                4.684 | 
                 | 
             
            
                | R1 | 
                4.786 | 
                4.786 | 
                4.664 | 
                4.745 | 
             
            
                | PP | 
                4.704 | 
                4.704 | 
                4.704 | 
                4.684 | 
             
            
                | S1 | 
                4.562 | 
                4.562 | 
                4.622 | 
                4.521 | 
             
            
                | S2 | 
                4.480 | 
                4.480 | 
                4.602 | 
                 | 
             
            
                | S3 | 
                4.256 | 
                4.338 | 
                4.581 | 
                 | 
             
            
                | S4 | 
                4.032 | 
                4.114 | 
                4.520 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.931 | 
                4.623 | 
                0.308 | 
                6.6% | 
                0.147 | 
                3.2% | 
                6% | 
                False | 
                True | 
                25,146 | 
                 
                
                | 10 | 
                5.222 | 
                4.623 | 
                0.599 | 
                12.9% | 
                0.143 | 
                3.1% | 
                3% | 
                False | 
                True | 
                25,191 | 
                 
                
                | 20 | 
                5.683 | 
                4.623 | 
                1.060 | 
                22.8% | 
                0.173 | 
                3.7% | 
                2% | 
                False | 
                True | 
                30,543 | 
                 
                
                | 40 | 
                5.956 | 
                4.623 | 
                1.333 | 
                28.7% | 
                0.186 | 
                4.0% | 
                2% | 
                False | 
                True | 
                22,080 | 
                 
                
                | 60 | 
                5.956 | 
                4.623 | 
                1.333 | 
                28.7% | 
                0.196 | 
                4.2% | 
                2% | 
                False | 
                True | 
                16,940 | 
                 
                
                | 80 | 
                5.956 | 
                4.623 | 
                1.333 | 
                28.7% | 
                0.194 | 
                4.2% | 
                2% | 
                False | 
                True | 
                13,682 | 
                 
                
                | 100 | 
                6.200 | 
                4.623 | 
                1.577 | 
                34.0% | 
                0.189 | 
                4.1% | 
                1% | 
                False | 
                True | 
                11,547 | 
                 
                
                | 120 | 
                6.200 | 
                4.623 | 
                1.577 | 
                34.0% | 
                0.186 | 
                4.0% | 
                1% | 
                False | 
                True | 
                9,959 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.799 | 
         
        
            | 
2.618             | 
            5.433 | 
         
        
            | 
1.618             | 
            5.209 | 
         
        
            | 
1.000             | 
            5.071 | 
         
        
            | 
0.618             | 
            4.985 | 
         
        
            | 
HIGH             | 
            4.847 | 
         
        
            | 
0.618             | 
            4.761 | 
         
        
            | 
0.500             | 
            4.735 | 
         
        
            | 
0.382             | 
            4.709 | 
         
        
            | 
LOW             | 
            4.623 | 
         
        
            | 
0.618             | 
            4.485 | 
         
        
            | 
1.000             | 
            4.399 | 
         
        
            | 
1.618             | 
            4.261 | 
         
        
            | 
2.618             | 
            4.037 | 
         
        
            | 
4.250             | 
            3.671 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.735 | 
                                4.739 | 
                             
                            
                                | PP | 
                                4.704 | 
                                4.707 | 
                             
                            
                                | S1 | 
                                4.674 | 
                                4.675 | 
                             
             
         |