NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-May-2010 | 
                    17-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.555 | 
                        4.554 | 
                        -0.001 | 
                        0.0% | 
                        4.430 | 
                     
                    
                        | High | 
                        4.566 | 
                        4.616 | 
                        0.050 | 
                        1.1% | 
                        4.634 | 
                     
                    
                        | Low | 
                        4.468 | 
                        4.497 | 
                        0.029 | 
                        0.6% | 
                        4.320 | 
                     
                    
                        | Close | 
                        4.530 | 
                        4.608 | 
                        0.078 | 
                        1.7% | 
                        4.530 | 
                     
                    
                        | Range | 
                        0.098 | 
                        0.119 | 
                        0.021 | 
                        21.4% | 
                        0.314 | 
                     
                    
                        | ATR | 
                        0.156 | 
                        0.153 | 
                        -0.003 | 
                        -1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        23,741 | 
                        18,247 | 
                        -5,494 | 
                        -23.1% | 
                        99,509 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.931 | 
                4.888 | 
                4.673 | 
                 | 
             
            
                | R3 | 
                4.812 | 
                4.769 | 
                4.641 | 
                 | 
             
            
                | R2 | 
                4.693 | 
                4.693 | 
                4.630 | 
                 | 
             
            
                | R1 | 
                4.650 | 
                4.650 | 
                4.619 | 
                4.672 | 
             
            
                | PP | 
                4.574 | 
                4.574 | 
                4.574 | 
                4.584 | 
             
            
                | S1 | 
                4.531 | 
                4.531 | 
                4.597 | 
                4.553 | 
             
            
                | S2 | 
                4.455 | 
                4.455 | 
                4.586 | 
                 | 
             
            
                | S3 | 
                4.336 | 
                4.412 | 
                4.575 | 
                 | 
             
            
                | S4 | 
                4.217 | 
                4.293 | 
                4.543 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.437 | 
                5.297 | 
                4.703 | 
                 | 
             
            
                | R3 | 
                5.123 | 
                4.983 | 
                4.616 | 
                 | 
             
            
                | R2 | 
                4.809 | 
                4.809 | 
                4.588 | 
                 | 
             
            
                | R1 | 
                4.669 | 
                4.669 | 
                4.559 | 
                4.739 | 
             
            
                | PP | 
                4.495 | 
                4.495 | 
                4.495 | 
                4.530 | 
             
            
                | S1 | 
                4.355 | 
                4.355 | 
                4.501 | 
                4.425 | 
             
            
                | S2 | 
                4.181 | 
                4.181 | 
                4.472 | 
                 | 
             
            
                | S3 | 
                3.867 | 
                4.041 | 
                4.444 | 
                 | 
             
            
                | S4 | 
                3.553 | 
                3.727 | 
                4.357 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.634 | 
                4.373 | 
                0.261 | 
                5.7% | 
                0.135 | 
                2.9% | 
                90% | 
                False | 
                False | 
                20,530 | 
                 
                
                | 10 | 
                4.634 | 
                4.140 | 
                0.494 | 
                10.7% | 
                0.140 | 
                3.0% | 
                95% | 
                False | 
                False | 
                17,085 | 
                 
                
                | 20 | 
                4.680 | 
                4.140 | 
                0.540 | 
                11.7% | 
                0.149 | 
                3.2% | 
                87% | 
                False | 
                False | 
                12,982 | 
                 
                
                | 40 | 
                4.680 | 
                4.140 | 
                0.540 | 
                11.7% | 
                0.156 | 
                3.4% | 
                87% | 
                False | 
                False | 
                10,304 | 
                 
                
                | 60 | 
                5.300 | 
                4.140 | 
                1.160 | 
                25.2% | 
                0.141 | 
                3.1% | 
                40% | 
                False | 
                False | 
                8,359 | 
                 
                
                | 80 | 
                5.987 | 
                4.140 | 
                1.847 | 
                40.1% | 
                0.142 | 
                3.1% | 
                25% | 
                False | 
                False | 
                6,859 | 
                 
                
                | 100 | 
                6.160 | 
                4.140 | 
                2.020 | 
                43.8% | 
                0.145 | 
                3.1% | 
                23% | 
                False | 
                False | 
                5,854 | 
                 
                
                | 120 | 
                6.160 | 
                4.140 | 
                2.020 | 
                43.8% | 
                0.149 | 
                3.2% | 
                23% | 
                False | 
                False | 
                5,258 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.122 | 
         
        
            | 
2.618             | 
            4.928 | 
         
        
            | 
1.618             | 
            4.809 | 
         
        
            | 
1.000             | 
            4.735 | 
         
        
            | 
0.618             | 
            4.690 | 
         
        
            | 
HIGH             | 
            4.616 | 
         
        
            | 
0.618             | 
            4.571 | 
         
        
            | 
0.500             | 
            4.557 | 
         
        
            | 
0.382             | 
            4.542 | 
         
        
            | 
LOW             | 
            4.497 | 
         
        
            | 
0.618             | 
            4.423 | 
         
        
            | 
1.000             | 
            4.378 | 
         
        
            | 
1.618             | 
            4.304 | 
         
        
            | 
2.618             | 
            4.185 | 
         
        
            | 
4.250             | 
            3.991 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.591 | 
                                4.579 | 
                             
                            
                                | PP | 
                                4.574 | 
                                4.549 | 
                             
                            
                                | S1 | 
                                4.557 | 
                                4.520 | 
                             
             
         |