NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Feb-2010 | 
                    04-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.681 | 
                        5.672 | 
                        -0.009 | 
                        -0.2% | 
                        5.879 | 
                     
                    
                        | High | 
                        5.800 | 
                        5.702 | 
                        -0.098 | 
                        -1.7% | 
                        5.971 | 
                     
                    
                        | Low | 
                        5.669 | 
                        5.511 | 
                        -0.158 | 
                        -2.8% | 
                        5.390 | 
                     
                    
                        | Close | 
                        5.681 | 
                        5.672 | 
                        -0.009 | 
                        -0.2% | 
                        5.425 | 
                     
                    
                        | Range | 
                        0.131 | 
                        0.191 | 
                        0.060 | 
                        45.8% | 
                        0.581 | 
                     
                    
                        | ATR | 
                        0.176 | 
                        0.177 | 
                        0.001 | 
                        0.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,803 | 
                        1,648 | 
                        -155 | 
                        -8.6% | 
                        9,291 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.201 | 
                6.128 | 
                5.777 | 
                 | 
             
            
                | R3 | 
                6.010 | 
                5.937 | 
                5.725 | 
                 | 
             
            
                | R2 | 
                5.819 | 
                5.819 | 
                5.707 | 
                 | 
             
            
                | R1 | 
                5.746 | 
                5.746 | 
                5.690 | 
                5.768 | 
             
            
                | PP | 
                5.628 | 
                5.628 | 
                5.628 | 
                5.639 | 
             
            
                | S1 | 
                5.555 | 
                5.555 | 
                5.654 | 
                5.577 | 
             
            
                | S2 | 
                5.437 | 
                5.437 | 
                5.637 | 
                 | 
             
            
                | S3 | 
                5.246 | 
                5.364 | 
                5.619 | 
                 | 
             
            
                | S4 | 
                5.055 | 
                5.173 | 
                5.567 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.338 | 
                6.963 | 
                5.745 | 
                 | 
             
            
                | R3 | 
                6.757 | 
                6.382 | 
                5.585 | 
                 | 
             
            
                | R2 | 
                6.176 | 
                6.176 | 
                5.532 | 
                 | 
             
            
                | R1 | 
                5.801 | 
                5.801 | 
                5.478 | 
                5.698 | 
             
            
                | PP | 
                5.595 | 
                5.595 | 
                5.595 | 
                5.544 | 
             
            
                | S1 | 
                5.220 | 
                5.220 | 
                5.372 | 
                5.117 | 
             
            
                | S2 | 
                5.014 | 
                5.014 | 
                5.318 | 
                 | 
             
            
                | S3 | 
                4.433 | 
                4.639 | 
                5.265 | 
                 | 
             
            
                | S4 | 
                3.852 | 
                4.058 | 
                5.105 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.800 | 
                5.396 | 
                0.404 | 
                7.1% | 
                0.147 | 
                2.6% | 
                68% | 
                False | 
                False | 
                1,903 | 
                 
                
                | 10 | 
                5.987 | 
                5.390 | 
                0.597 | 
                10.5% | 
                0.135 | 
                2.4% | 
                47% | 
                False | 
                False | 
                1,762 | 
                 
                
                | 20 | 
                6.160 | 
                5.390 | 
                0.770 | 
                13.6% | 
                0.145 | 
                2.6% | 
                37% | 
                False | 
                False | 
                1,761 | 
                 
                
                | 40 | 
                6.160 | 
                5.363 | 
                0.797 | 
                14.1% | 
                0.156 | 
                2.7% | 
                39% | 
                False | 
                False | 
                1,979 | 
                 
                
                | 60 | 
                6.160 | 
                4.970 | 
                1.190 | 
                21.0% | 
                0.154 | 
                2.7% | 
                59% | 
                False | 
                False | 
                1,973 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.514 | 
         
        
            | 
2.618             | 
            6.202 | 
         
        
            | 
1.618             | 
            6.011 | 
         
        
            | 
1.000             | 
            5.893 | 
         
        
            | 
0.618             | 
            5.820 | 
         
        
            | 
HIGH             | 
            5.702 | 
         
        
            | 
0.618             | 
            5.629 | 
         
        
            | 
0.500             | 
            5.607 | 
         
        
            | 
0.382             | 
            5.584 | 
         
        
            | 
LOW             | 
            5.511 | 
         
        
            | 
0.618             | 
            5.393 | 
         
        
            | 
1.000             | 
            5.320 | 
         
        
            | 
1.618             | 
            5.202 | 
         
        
            | 
2.618             | 
            5.011 | 
         
        
            | 
4.250             | 
            4.699 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.650 | 
                                5.667 | 
                             
                            
                                | PP | 
                                5.628 | 
                                5.661 | 
                             
                            
                                | S1 | 
                                5.607 | 
                                5.656 | 
                             
             
         |