NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jan-2010 | 
                    13-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.757 | 
                        5.947 | 
                        0.190 | 
                        3.3% | 
                        6.059 | 
                     
                    
                        | High | 
                        5.814 | 
                        5.971 | 
                        0.157 | 
                        2.7% | 
                        6.160 | 
                     
                    
                        | Low | 
                        5.728 | 
                        5.686 | 
                        -0.042 | 
                        -0.7% | 
                        5.829 | 
                     
                    
                        | Close | 
                        5.813 | 
                        5.947 | 
                        0.134 | 
                        2.3% | 
                        5.943 | 
                     
                    
                        | Range | 
                        0.086 | 
                        0.285 | 
                        0.199 | 
                        231.4% | 
                        0.331 | 
                     
                    
                        | ATR | 
                        0.197 | 
                        0.203 | 
                        0.006 | 
                        3.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,148 | 
                        1,335 | 
                        -813 | 
                        -37.8% | 
                        10,134 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.723 | 
                6.620 | 
                6.104 | 
                 | 
             
            
                | R3 | 
                6.438 | 
                6.335 | 
                6.025 | 
                 | 
             
            
                | R2 | 
                6.153 | 
                6.153 | 
                5.999 | 
                 | 
             
            
                | R1 | 
                6.050 | 
                6.050 | 
                5.973 | 
                6.090 | 
             
            
                | PP | 
                5.868 | 
                5.868 | 
                5.868 | 
                5.888 | 
             
            
                | S1 | 
                5.765 | 
                5.765 | 
                5.921 | 
                5.805 | 
             
            
                | S2 | 
                5.583 | 
                5.583 | 
                5.895 | 
                 | 
             
            
                | S3 | 
                5.298 | 
                5.480 | 
                5.869 | 
                 | 
             
            
                | S4 | 
                5.013 | 
                5.195 | 
                5.790 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            7.182 | 
         
        
            | 
2.618             | 
            6.717 | 
         
        
            | 
1.618             | 
            6.432 | 
         
        
            | 
1.000             | 
            6.256 | 
         
        
            | 
0.618             | 
            6.147 | 
         
        
            | 
HIGH             | 
            5.971 | 
         
        
            | 
0.618             | 
            5.862 | 
         
        
            | 
0.500             | 
            5.829 | 
         
        
            | 
0.382             | 
            5.795 | 
         
        
            | 
LOW             | 
            5.686 | 
         
        
            | 
0.618             | 
            5.510 | 
         
        
            | 
1.000             | 
            5.401 | 
         
        
            | 
1.618             | 
            5.225 | 
         
        
            | 
2.618             | 
            4.940 | 
         
        
            | 
4.250             | 
            4.475 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.908 | 
                                5.902 | 
                             
                            
                                | PP | 
                                5.868 | 
                                5.856 | 
                             
                            
                                | S1 | 
                                5.829 | 
                                5.811 | 
                             
             
         |