NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Mar-2010 | 
                    05-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.821 | 
                        4.647 | 
                        -0.174 | 
                        -3.6% | 
                        4.820 | 
                     
                    
                        | High | 
                        4.847 | 
                        4.690 | 
                        -0.157 | 
                        -3.2% | 
                        4.931 | 
                     
                    
                        | Low | 
                        4.623 | 
                        4.612 | 
                        -0.011 | 
                        -0.2% | 
                        4.612 | 
                     
                    
                        | Close | 
                        4.643 | 
                        4.659 | 
                        0.016 | 
                        0.3% | 
                        4.659 | 
                     
                    
                        | Range | 
                        0.224 | 
                        0.078 | 
                        -0.146 | 
                        -65.2% | 
                        0.319 | 
                     
                    
                        | ATR | 
                        0.176 | 
                        0.169 | 
                        -0.007 | 
                        -4.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        21,166 | 
                        30,041 | 
                        8,875 | 
                        41.9% | 
                        135,063 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.888 | 
                4.851 | 
                4.702 | 
                 | 
             
            
                | R3 | 
                4.810 | 
                4.773 | 
                4.680 | 
                 | 
             
            
                | R2 | 
                4.732 | 
                4.732 | 
                4.673 | 
                 | 
             
            
                | R1 | 
                4.695 | 
                4.695 | 
                4.666 | 
                4.714 | 
             
            
                | PP | 
                4.654 | 
                4.654 | 
                4.654 | 
                4.663 | 
             
            
                | S1 | 
                4.617 | 
                4.617 | 
                4.652 | 
                4.636 | 
             
            
                | S2 | 
                4.576 | 
                4.576 | 
                4.645 | 
                 | 
             
            
                | S3 | 
                4.498 | 
                4.539 | 
                4.638 | 
                 | 
             
            
                | S4 | 
                4.420 | 
                4.461 | 
                4.616 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.691 | 
                5.494 | 
                4.834 | 
                 | 
             
            
                | R3 | 
                5.372 | 
                5.175 | 
                4.747 | 
                 | 
             
            
                | R2 | 
                5.053 | 
                5.053 | 
                4.717 | 
                 | 
             
            
                | R1 | 
                4.856 | 
                4.856 | 
                4.688 | 
                4.795 | 
             
            
                | PP | 
                4.734 | 
                4.734 | 
                4.734 | 
                4.704 | 
             
            
                | S1 | 
                4.537 | 
                4.537 | 
                4.630 | 
                4.476 | 
             
            
                | S2 | 
                4.415 | 
                4.415 | 
                4.601 | 
                 | 
             
            
                | S3 | 
                4.096 | 
                4.218 | 
                4.571 | 
                 | 
             
            
                | S4 | 
                3.777 | 
                3.899 | 
                4.484 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.931 | 
                4.612 | 
                0.319 | 
                6.8% | 
                0.141 | 
                3.0% | 
                15% | 
                False | 
                True | 
                27,012 | 
                 
                
                | 10 | 
                5.066 | 
                4.612 | 
                0.454 | 
                9.7% | 
                0.137 | 
                2.9% | 
                10% | 
                False | 
                True | 
                25,407 | 
                 
                
                | 20 | 
                5.683 | 
                4.612 | 
                1.071 | 
                23.0% | 
                0.164 | 
                3.5% | 
                4% | 
                False | 
                True | 
                30,920 | 
                 
                
                | 40 | 
                5.956 | 
                4.612 | 
                1.344 | 
                28.8% | 
                0.182 | 
                3.9% | 
                3% | 
                False | 
                True | 
                22,615 | 
                 
                
                | 60 | 
                5.956 | 
                4.612 | 
                1.344 | 
                28.8% | 
                0.191 | 
                4.1% | 
                3% | 
                False | 
                True | 
                17,357 | 
                 
                
                | 80 | 
                5.956 | 
                4.612 | 
                1.344 | 
                28.8% | 
                0.194 | 
                4.2% | 
                3% | 
                False | 
                True | 
                14,027 | 
                 
                
                | 100 | 
                6.200 | 
                4.612 | 
                1.588 | 
                34.1% | 
                0.188 | 
                4.0% | 
                3% | 
                False | 
                True | 
                11,833 | 
                 
                
                | 120 | 
                6.200 | 
                4.612 | 
                1.588 | 
                34.1% | 
                0.184 | 
                4.0% | 
                3% | 
                False | 
                True | 
                10,202 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.022 | 
         
        
            | 
2.618             | 
            4.894 | 
         
        
            | 
1.618             | 
            4.816 | 
         
        
            | 
1.000             | 
            4.768 | 
         
        
            | 
0.618             | 
            4.738 | 
         
        
            | 
HIGH             | 
            4.690 | 
         
        
            | 
0.618             | 
            4.660 | 
         
        
            | 
0.500             | 
            4.651 | 
         
        
            | 
0.382             | 
            4.642 | 
         
        
            | 
LOW             | 
            4.612 | 
         
        
            | 
0.618             | 
            4.564 | 
         
        
            | 
1.000             | 
            4.534 | 
         
        
            | 
1.618             | 
            4.486 | 
         
        
            | 
2.618             | 
            4.408 | 
         
        
            | 
4.250             | 
            4.281 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.656 | 
                                4.733 | 
                             
                            
                                | PP | 
                                4.654 | 
                                4.708 | 
                             
                            
                                | S1 | 
                                4.651 | 
                                4.684 | 
                             
             
         |