NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2010 | 
                    26-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.879 | 
                        5.797 | 
                        -0.082 | 
                        -1.4% | 
                        5.791 | 
                     
                    
                        | High | 
                        5.971 | 
                        5.797 | 
                        -0.174 | 
                        -2.9% | 
                        5.987 | 
                     
                    
                        | Low | 
                        5.867 | 
                        5.668 | 
                        -0.199 | 
                        -3.4% | 
                        5.728 | 
                     
                    
                        | Close | 
                        5.879 | 
                        5.706 | 
                        -0.173 | 
                        -2.9% | 
                        5.941 | 
                     
                    
                        | Range | 
                        0.104 | 
                        0.129 | 
                        0.025 | 
                        24.0% | 
                        0.259 | 
                     
                    
                        | ATR | 
                        0.178 | 
                        0.181 | 
                        0.002 | 
                        1.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,233 | 
                        1,402 | 
                        169 | 
                        13.7% | 
                        7,850 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.111 | 
                6.037 | 
                5.777 | 
                 | 
             
            
                | R3 | 
                5.982 | 
                5.908 | 
                5.741 | 
                 | 
             
            
                | R2 | 
                5.853 | 
                5.853 | 
                5.730 | 
                 | 
             
            
                | R1 | 
                5.779 | 
                5.779 | 
                5.718 | 
                5.752 | 
             
            
                | PP | 
                5.724 | 
                5.724 | 
                5.724 | 
                5.710 | 
             
            
                | S1 | 
                5.650 | 
                5.650 | 
                5.694 | 
                5.623 | 
             
            
                | S2 | 
                5.595 | 
                5.595 | 
                5.682 | 
                 | 
             
            
                | S3 | 
                5.466 | 
                5.521 | 
                5.671 | 
                 | 
             
            
                | S4 | 
                5.337 | 
                5.392 | 
                5.635 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.662 | 
                6.561 | 
                6.083 | 
                 | 
             
            
                | R3 | 
                6.403 | 
                6.302 | 
                6.012 | 
                 | 
             
            
                | R2 | 
                6.144 | 
                6.144 | 
                5.988 | 
                 | 
             
            
                | R1 | 
                6.043 | 
                6.043 | 
                5.965 | 
                6.094 | 
             
            
                | PP | 
                5.885 | 
                5.885 | 
                5.885 | 
                5.911 | 
             
            
                | S1 | 
                5.784 | 
                5.784 | 
                5.917 | 
                5.835 | 
             
            
                | S2 | 
                5.626 | 
                5.626 | 
                5.894 | 
                 | 
             
            
                | S3 | 
                5.367 | 
                5.525 | 
                5.870 | 
                 | 
             
            
                | S4 | 
                5.108 | 
                5.266 | 
                5.799 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.987 | 
                5.668 | 
                0.319 | 
                5.6% | 
                0.101 | 
                1.8% | 
                12% | 
                False | 
                True | 
                1,800 | 
                 
                
                | 10 | 
                5.990 | 
                5.668 | 
                0.322 | 
                5.6% | 
                0.139 | 
                2.4% | 
                12% | 
                False | 
                True | 
                1,720 | 
                 
                
                | 20 | 
                6.160 | 
                5.651 | 
                0.509 | 
                8.9% | 
                0.147 | 
                2.6% | 
                11% | 
                False | 
                False | 
                1,787 | 
                 
                
                | 40 | 
                6.160 | 
                4.970 | 
                1.190 | 
                20.9% | 
                0.160 | 
                2.8% | 
                62% | 
                False | 
                False | 
                2,106 | 
                 
                
                | 60 | 
                6.160 | 
                4.970 | 
                1.190 | 
                20.9% | 
                0.153 | 
                2.7% | 
                62% | 
                False | 
                False | 
                1,948 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.345 | 
         
        
            | 
2.618             | 
            6.135 | 
         
        
            | 
1.618             | 
            6.006 | 
         
        
            | 
1.000             | 
            5.926 | 
         
        
            | 
0.618             | 
            5.877 | 
         
        
            | 
HIGH             | 
            5.797 | 
         
        
            | 
0.618             | 
            5.748 | 
         
        
            | 
0.500             | 
            5.733 | 
         
        
            | 
0.382             | 
            5.717 | 
         
        
            | 
LOW             | 
            5.668 | 
         
        
            | 
0.618             | 
            5.588 | 
         
        
            | 
1.000             | 
            5.539 | 
         
        
            | 
1.618             | 
            5.459 | 
         
        
            | 
2.618             | 
            5.330 | 
         
        
            | 
4.250             | 
            5.120 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.733 | 
                                5.828 | 
                             
                            
                                | PP | 
                                5.724 | 
                                5.787 | 
                             
                            
                                | S1 | 
                                5.715 | 
                                5.747 | 
                             
             
         |