NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Feb-2010 | 
                    10-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.733 | 
                        5.600 | 
                        -0.133 | 
                        -2.3% | 
                        5.689 | 
                     
                    
                        | High | 
                        5.733 | 
                        5.649 | 
                        -0.084 | 
                        -1.5% | 
                        5.817 | 
                     
                    
                        | Low | 
                        5.560 | 
                        5.548 | 
                        -0.012 | 
                        -0.2% | 
                        5.511 | 
                     
                    
                        | Close | 
                        5.592 | 
                        5.600 | 
                        0.008 | 
                        0.1% | 
                        5.768 | 
                     
                    
                        | Range | 
                        0.173 | 
                        0.101 | 
                        -0.072 | 
                        -41.6% | 
                        0.306 | 
                     
                    
                        | ATR | 
                        0.178 | 
                        0.173 | 
                        -0.006 | 
                        -3.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,302 | 
                        4,683 | 
                        2,381 | 
                        103.4% | 
                        8,686 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.902 | 
                5.852 | 
                5.656 | 
                 | 
             
            
                | R3 | 
                5.801 | 
                5.751 | 
                5.628 | 
                 | 
             
            
                | R2 | 
                5.700 | 
                5.700 | 
                5.619 | 
                 | 
             
            
                | R1 | 
                5.650 | 
                5.650 | 
                5.609 | 
                5.651 | 
             
            
                | PP | 
                5.599 | 
                5.599 | 
                5.599 | 
                5.599 | 
             
            
                | S1 | 
                5.549 | 
                5.549 | 
                5.591 | 
                5.550 | 
             
            
                | S2 | 
                5.498 | 
                5.498 | 
                5.581 | 
                 | 
             
            
                | S3 | 
                5.397 | 
                5.448 | 
                5.572 | 
                 | 
             
            
                | S4 | 
                5.296 | 
                5.347 | 
                5.544 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.617 | 
                6.498 | 
                5.936 | 
                 | 
             
            
                | R3 | 
                6.311 | 
                6.192 | 
                5.852 | 
                 | 
             
            
                | R2 | 
                6.005 | 
                6.005 | 
                5.824 | 
                 | 
             
            
                | R1 | 
                5.886 | 
                5.886 | 
                5.796 | 
                5.946 | 
             
            
                | PP | 
                5.699 | 
                5.699 | 
                5.699 | 
                5.728 | 
             
            
                | S1 | 
                5.580 | 
                5.580 | 
                5.740 | 
                5.640 | 
             
            
                | S2 | 
                5.393 | 
                5.393 | 
                5.712 | 
                 | 
             
            
                | S3 | 
                5.087 | 
                5.274 | 
                5.684 | 
                 | 
             
            
                | S4 | 
                4.781 | 
                4.968 | 
                5.600 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.884 | 
                5.511 | 
                0.373 | 
                6.7% | 
                0.168 | 
                3.0% | 
                24% | 
                False | 
                False | 
                2,843 | 
                 
                
                | 10 | 
                5.884 | 
                5.390 | 
                0.494 | 
                8.8% | 
                0.152 | 
                2.7% | 
                43% | 
                False | 
                False | 
                2,340 | 
                 
                
                | 20 | 
                5.990 | 
                5.390 | 
                0.600 | 
                10.7% | 
                0.149 | 
                2.7% | 
                35% | 
                False | 
                False | 
                2,036 | 
                 
                
                | 40 | 
                6.160 | 
                5.390 | 
                0.770 | 
                13.8% | 
                0.150 | 
                2.7% | 
                27% | 
                False | 
                False | 
                2,079 | 
                 
                
                | 60 | 
                6.160 | 
                4.970 | 
                1.190 | 
                21.3% | 
                0.158 | 
                2.8% | 
                53% | 
                False | 
                False | 
                1,994 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.078 | 
         
        
            | 
2.618             | 
            5.913 | 
         
        
            | 
1.618             | 
            5.812 | 
         
        
            | 
1.000             | 
            5.750 | 
         
        
            | 
0.618             | 
            5.711 | 
         
        
            | 
HIGH             | 
            5.649 | 
         
        
            | 
0.618             | 
            5.610 | 
         
        
            | 
0.500             | 
            5.599 | 
         
        
            | 
0.382             | 
            5.587 | 
         
        
            | 
LOW             | 
            5.548 | 
         
        
            | 
0.618             | 
            5.486 | 
         
        
            | 
1.000             | 
            5.447 | 
         
        
            | 
1.618             | 
            5.385 | 
         
        
            | 
2.618             | 
            5.284 | 
         
        
            | 
4.250             | 
            5.119 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.600 | 
                                5.716 | 
                             
                            
                                | PP | 
                                5.599 | 
                                5.677 | 
                             
                            
                                | S1 | 
                                5.599 | 
                                5.639 | 
                             
             
         |