NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jan-2010 | 
                    08-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.977 | 
                        5.829 | 
                        -0.148 | 
                        -2.5% | 
                        6.059 | 
                     
                    
                        | High | 
                        6.160 | 
                        5.946 | 
                        -0.214 | 
                        -3.5% | 
                        6.160 | 
                     
                    
                        | Low | 
                        5.949 | 
                        5.829 | 
                        -0.120 | 
                        -2.0% | 
                        5.829 | 
                     
                    
                        | Close | 
                        5.977 | 
                        5.943 | 
                        -0.034 | 
                        -0.6% | 
                        5.943 | 
                     
                    
                        | Range | 
                        0.211 | 
                        0.117 | 
                        -0.094 | 
                        -44.5% | 
                        0.331 | 
                     
                    
                        | ATR | 
                        0.201 | 
                        0.197 | 
                        -0.004 | 
                        -1.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,407 | 
                        1,309 | 
                        -1,098 | 
                        -45.6% | 
                        10,134 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.257 | 
                6.217 | 
                6.007 | 
                 | 
             
            
                | R3 | 
                6.140 | 
                6.100 | 
                5.975 | 
                 | 
             
            
                | R2 | 
                6.023 | 
                6.023 | 
                5.964 | 
                 | 
             
            
                | R1 | 
                5.983 | 
                5.983 | 
                5.954 | 
                6.003 | 
             
            
                | PP | 
                5.906 | 
                5.906 | 
                5.906 | 
                5.916 | 
             
            
                | S1 | 
                5.866 | 
                5.866 | 
                5.932 | 
                5.886 | 
             
            
                | S2 | 
                5.789 | 
                5.789 | 
                5.922 | 
                 | 
             
            
                | S3 | 
                5.672 | 
                5.749 | 
                5.911 | 
                 | 
             
            
                | S4 | 
                5.555 | 
                5.632 | 
                5.879 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.970 | 
                6.788 | 
                6.125 | 
                 | 
             
            
                | R3 | 
                6.639 | 
                6.457 | 
                6.034 | 
                 | 
             
            
                | R2 | 
                6.308 | 
                6.308 | 
                6.004 | 
                 | 
             
            
                | R1 | 
                6.126 | 
                6.126 | 
                5.973 | 
                6.052 | 
             
            
                | PP | 
                5.977 | 
                5.977 | 
                5.977 | 
                5.940 | 
             
            
                | S1 | 
                5.795 | 
                5.795 | 
                5.913 | 
                5.721 | 
             
            
                | S2 | 
                5.646 | 
                5.646 | 
                5.882 | 
                 | 
             
            
                | S3 | 
                5.315 | 
                5.464 | 
                5.852 | 
                 | 
             
            
                | S4 | 
                4.984 | 
                5.133 | 
                5.761 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.443 | 
         
        
            | 
2.618             | 
            6.252 | 
         
        
            | 
1.618             | 
            6.135 | 
         
        
            | 
1.000             | 
            6.063 | 
         
        
            | 
0.618             | 
            6.018 | 
         
        
            | 
HIGH             | 
            5.946 | 
         
        
            | 
0.618             | 
            5.901 | 
         
        
            | 
0.500             | 
            5.888 | 
         
        
            | 
0.382             | 
            5.874 | 
         
        
            | 
LOW             | 
            5.829 | 
         
        
            | 
0.618             | 
            5.757 | 
         
        
            | 
1.000             | 
            5.712 | 
         
        
            | 
1.618             | 
            5.640 | 
         
        
            | 
2.618             | 
            5.523 | 
         
        
            | 
4.250             | 
            5.332 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.925 | 
                                5.995 | 
                             
                            
                                | PP | 
                                5.906 | 
                                5.977 | 
                             
                            
                                | S1 | 
                                5.888 | 
                                5.960 | 
                             
             
         |