NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jan-2010 | 
                    21-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.741 | 
                        5.814 | 
                        0.073 | 
                        1.3% | 
                        5.716 | 
                     
                    
                        | High | 
                        5.775 | 
                        5.857 | 
                        0.082 | 
                        1.4% | 
                        5.990 | 
                     
                    
                        | Low | 
                        5.728 | 
                        5.730 | 
                        0.002 | 
                        0.0% | 
                        5.651 | 
                     
                    
                        | Close | 
                        5.741 | 
                        5.814 | 
                        0.073 | 
                        1.3% | 
                        5.928 | 
                     
                    
                        | Range | 
                        0.047 | 
                        0.127 | 
                        0.080 | 
                        170.2% | 
                        0.339 | 
                     
                    
                        | ATR | 
                        0.189 | 
                        0.185 | 
                        -0.004 | 
                        -2.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,532 | 
                        2,948 | 
                        1,416 | 
                        92.4% | 
                        7,939 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.181 | 
                6.125 | 
                5.884 | 
                 | 
             
            
                | R3 | 
                6.054 | 
                5.998 | 
                5.849 | 
                 | 
             
            
                | R2 | 
                5.927 | 
                5.927 | 
                5.837 | 
                 | 
             
            
                | R1 | 
                5.871 | 
                5.871 | 
                5.826 | 
                5.878 | 
             
            
                | PP | 
                5.800 | 
                5.800 | 
                5.800 | 
                5.804 | 
             
            
                | S1 | 
                5.744 | 
                5.744 | 
                5.802 | 
                5.751 | 
             
            
                | S2 | 
                5.673 | 
                5.673 | 
                5.791 | 
                 | 
             
            
                | S3 | 
                5.546 | 
                5.617 | 
                5.779 | 
                 | 
             
            
                | S4 | 
                5.419 | 
                5.490 | 
                5.744 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.873 | 
                6.740 | 
                6.114 | 
                 | 
             
            
                | R3 | 
                6.534 | 
                6.401 | 
                6.021 | 
                 | 
             
            
                | R2 | 
                6.195 | 
                6.195 | 
                5.990 | 
                 | 
             
            
                | R1 | 
                6.062 | 
                6.062 | 
                5.959 | 
                6.129 | 
             
            
                | PP | 
                5.856 | 
                5.856 | 
                5.856 | 
                5.890 | 
             
            
                | S1 | 
                5.723 | 
                5.723 | 
                5.897 | 
                5.790 | 
             
            
                | S2 | 
                5.517 | 
                5.517 | 
                5.866 | 
                 | 
             
            
                | S3 | 
                5.178 | 
                5.384 | 
                5.835 | 
                 | 
             
            
                | S4 | 
                4.839 | 
                5.045 | 
                5.742 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.397 | 
         
        
            | 
2.618             | 
            6.189 | 
         
        
            | 
1.618             | 
            6.062 | 
         
        
            | 
1.000             | 
            5.984 | 
         
        
            | 
0.618             | 
            5.935 | 
         
        
            | 
HIGH             | 
            5.857 | 
         
        
            | 
0.618             | 
            5.808 | 
         
        
            | 
0.500             | 
            5.794 | 
         
        
            | 
0.382             | 
            5.779 | 
         
        
            | 
LOW             | 
            5.730 | 
         
        
            | 
0.618             | 
            5.652 | 
         
        
            | 
1.000             | 
            5.603 | 
         
        
            | 
1.618             | 
            5.525 | 
         
        
            | 
2.618             | 
            5.398 | 
         
        
            | 
4.250             | 
            5.190 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.807 | 
                                5.815 | 
                             
                            
                                | PP | 
                                5.800 | 
                                5.814 | 
                             
                            
                                | S1 | 
                                5.794 | 
                                5.814 | 
                             
             
         |