NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-May-2010 | 
                    28-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.292 | 
                        4.460 | 
                        0.168 | 
                        3.9% | 
                        4.213 | 
                     
                    
                        | High | 
                        4.451 | 
                        4.520 | 
                        0.069 | 
                        1.6% | 
                        4.520 | 
                     
                    
                        | Low | 
                        4.290 | 
                        4.400 | 
                        0.110 | 
                        2.6% | 
                        4.168 | 
                     
                    
                        | Close | 
                        4.422 | 
                        4.464 | 
                        0.042 | 
                        0.9% | 
                        4.464 | 
                     
                    
                        | Range | 
                        0.161 | 
                        0.120 | 
                        -0.041 | 
                        -25.5% | 
                        0.352 | 
                     
                    
                        | ATR | 
                        0.153 | 
                        0.151 | 
                        -0.002 | 
                        -1.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        14,802 | 
                        13,589 | 
                        -1,213 | 
                        -8.2% | 
                        62,968 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.821 | 
                4.763 | 
                4.530 | 
                 | 
             
            
                | R3 | 
                4.701 | 
                4.643 | 
                4.497 | 
                 | 
             
            
                | R2 | 
                4.581 | 
                4.581 | 
                4.486 | 
                 | 
             
            
                | R1 | 
                4.523 | 
                4.523 | 
                4.475 | 
                4.552 | 
             
            
                | PP | 
                4.461 | 
                4.461 | 
                4.461 | 
                4.476 | 
             
            
                | S1 | 
                4.403 | 
                4.403 | 
                4.453 | 
                4.432 | 
             
            
                | S2 | 
                4.341 | 
                4.341 | 
                4.442 | 
                 | 
             
            
                | S3 | 
                4.221 | 
                4.283 | 
                4.431 | 
                 | 
             
            
                | S4 | 
                4.101 | 
                4.163 | 
                4.398 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.440 | 
                5.304 | 
                4.658 | 
                 | 
             
            
                | R3 | 
                5.088 | 
                4.952 | 
                4.561 | 
                 | 
             
            
                | R2 | 
                4.736 | 
                4.736 | 
                4.529 | 
                 | 
             
            
                | R1 | 
                4.600 | 
                4.600 | 
                4.496 | 
                4.668 | 
             
            
                | PP | 
                4.384 | 
                4.384 | 
                4.384 | 
                4.418 | 
             
            
                | S1 | 
                4.248 | 
                4.248 | 
                4.432 | 
                4.316 | 
             
            
                | S2 | 
                4.032 | 
                4.032 | 
                4.399 | 
                 | 
             
            
                | S3 | 
                3.680 | 
                3.896 | 
                4.367 | 
                 | 
             
            
                | S4 | 
                3.328 | 
                3.544 | 
                4.270 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.520 | 
                4.168 | 
                0.352 | 
                7.9% | 
                0.128 | 
                2.9% | 
                84% | 
                True | 
                False | 
                12,593 | 
                 
                
                | 10 | 
                4.702 | 
                4.168 | 
                0.534 | 
                12.0% | 
                0.145 | 
                3.2% | 
                55% | 
                False | 
                False | 
                15,223 | 
                 
                
                | 20 | 
                4.702 | 
                4.140 | 
                0.562 | 
                12.6% | 
                0.141 | 
                3.2% | 
                58% | 
                False | 
                False | 
                15,940 | 
                 
                
                | 40 | 
                4.702 | 
                4.140 | 
                0.562 | 
                12.6% | 
                0.158 | 
                3.5% | 
                58% | 
                False | 
                False | 
                12,332 | 
                 
                
                | 60 | 
                4.936 | 
                4.140 | 
                0.796 | 
                17.8% | 
                0.145 | 
                3.3% | 
                41% | 
                False | 
                False | 
                10,130 | 
                 
                
                | 80 | 
                5.884 | 
                4.140 | 
                1.744 | 
                39.1% | 
                0.144 | 
                3.2% | 
                19% | 
                False | 
                False | 
                8,334 | 
                 
                
                | 100 | 
                6.160 | 
                4.140 | 
                2.020 | 
                45.3% | 
                0.144 | 
                3.2% | 
                16% | 
                False | 
                False | 
                7,025 | 
                 
                
                | 120 | 
                6.160 | 
                4.140 | 
                2.020 | 
                45.3% | 
                0.147 | 
                3.3% | 
                16% | 
                False | 
                False | 
                6,215 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.030 | 
         
        
            | 
2.618             | 
            4.834 | 
         
        
            | 
1.618             | 
            4.714 | 
         
        
            | 
1.000             | 
            4.640 | 
         
        
            | 
0.618             | 
            4.594 | 
         
        
            | 
HIGH             | 
            4.520 | 
         
        
            | 
0.618             | 
            4.474 | 
         
        
            | 
0.500             | 
            4.460 | 
         
        
            | 
0.382             | 
            4.446 | 
         
        
            | 
LOW             | 
            4.400 | 
         
        
            | 
0.618             | 
            4.326 | 
         
        
            | 
1.000             | 
            4.280 | 
         
        
            | 
1.618             | 
            4.206 | 
         
        
            | 
2.618             | 
            4.086 | 
         
        
            | 
4.250             | 
            3.890 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.463 | 
                                4.442 | 
                             
                            
                                | PP | 
                                4.461 | 
                                4.419 | 
                             
                            
                                | S1 | 
                                4.460 | 
                                4.397 | 
                             
             
         |