NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Mar-2010 | 
                    04-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.010 | 
                        4.903 | 
                        -0.107 | 
                        -2.1% | 
                        5.300 | 
                     
                    
                        | High | 
                        5.096 | 
                        5.081 | 
                        -0.015 | 
                        -0.3% | 
                        5.300 | 
                     
                    
                        | Low | 
                        5.007 | 
                        4.879 | 
                        -0.128 | 
                        -2.6% | 
                        5.076 | 
                     
                    
                        | Close | 
                        5.075 | 
                        4.903 | 
                        -0.172 | 
                        -3.4% | 
                        5.145 | 
                     
                    
                        | Range | 
                        0.089 | 
                        0.202 | 
                        0.113 | 
                        127.0% | 
                        0.224 | 
                     
                    
                        | ATR | 
                        0.143 | 
                        0.147 | 
                        0.004 | 
                        3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3,178 | 
                        3,600 | 
                        422 | 
                        13.3% | 
                        16,378 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.560 | 
                5.434 | 
                5.014 | 
                 | 
             
            
                | R3 | 
                5.358 | 
                5.232 | 
                4.959 | 
                 | 
             
            
                | R2 | 
                5.156 | 
                5.156 | 
                4.940 | 
                 | 
             
            
                | R1 | 
                5.030 | 
                5.030 | 
                4.922 | 
                5.004 | 
             
            
                | PP | 
                4.954 | 
                4.954 | 
                4.954 | 
                4.942 | 
             
            
                | S1 | 
                4.828 | 
                4.828 | 
                4.884 | 
                4.802 | 
             
            
                | S2 | 
                4.752 | 
                4.752 | 
                4.866 | 
                 | 
             
            
                | S3 | 
                4.550 | 
                4.626 | 
                4.847 | 
                 | 
             
            
                | S4 | 
                4.348 | 
                4.424 | 
                4.792 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.846 | 
                5.719 | 
                5.268 | 
                 | 
             
            
                | R3 | 
                5.622 | 
                5.495 | 
                5.207 | 
                 | 
             
            
                | R2 | 
                5.398 | 
                5.398 | 
                5.186 | 
                 | 
             
            
                | R1 | 
                5.271 | 
                5.271 | 
                5.166 | 
                5.223 | 
             
            
                | PP | 
                5.174 | 
                5.174 | 
                5.174 | 
                5.149 | 
             
            
                | S1 | 
                5.047 | 
                5.047 | 
                5.124 | 
                4.999 | 
             
            
                | S2 | 
                4.950 | 
                4.950 | 
                5.104 | 
                 | 
             
            
                | S3 | 
                4.726 | 
                4.823 | 
                5.083 | 
                 | 
             
            
                | S4 | 
                4.502 | 
                4.599 | 
                5.022 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.170 | 
                4.879 | 
                0.291 | 
                5.9% | 
                0.120 | 
                2.4% | 
                8% | 
                False | 
                True | 
                2,916 | 
                 
                
                | 10 | 
                5.419 | 
                4.879 | 
                0.540 | 
                11.0% | 
                0.119 | 
                2.4% | 
                4% | 
                False | 
                True | 
                3,048 | 
                 
                
                | 20 | 
                5.884 | 
                4.879 | 
                1.005 | 
                20.5% | 
                0.140 | 
                2.8% | 
                2% | 
                False | 
                True | 
                2,945 | 
                 
                
                | 40 | 
                6.160 | 
                4.879 | 
                1.281 | 
                26.1% | 
                0.141 | 
                2.9% | 
                2% | 
                False | 
                True | 
                2,367 | 
                 
                
                | 60 | 
                6.160 | 
                4.879 | 
                1.281 | 
                26.1% | 
                0.150 | 
                3.1% | 
                2% | 
                False | 
                True | 
                2,300 | 
                 
                
                | 80 | 
                6.160 | 
                4.879 | 
                1.281 | 
                26.1% | 
                0.149 | 
                3.0% | 
                2% | 
                False | 
                True | 
                2,217 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.940 | 
         
        
            | 
2.618             | 
            5.610 | 
         
        
            | 
1.618             | 
            5.408 | 
         
        
            | 
1.000             | 
            5.283 | 
         
        
            | 
0.618             | 
            5.206 | 
         
        
            | 
HIGH             | 
            5.081 | 
         
        
            | 
0.618             | 
            5.004 | 
         
        
            | 
0.500             | 
            4.980 | 
         
        
            | 
0.382             | 
            4.956 | 
         
        
            | 
LOW             | 
            4.879 | 
         
        
            | 
0.618             | 
            4.754 | 
         
        
            | 
1.000             | 
            4.677 | 
         
        
            | 
1.618             | 
            4.552 | 
         
        
            | 
2.618             | 
            4.350 | 
         
        
            | 
4.250             | 
            4.021 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.980 | 
                                4.988 | 
                             
                            
                                | PP | 
                                4.954 | 
                                4.959 | 
                             
                            
                                | S1 | 
                                4.929 | 
                                4.931 | 
                             
             
         |