NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jun-2010 | 
                    11-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.823 | 
                        4.803 | 
                        -0.020 | 
                        -0.4% | 
                        4.862 | 
                     
                    
                        | High | 
                        4.910 | 
                        4.912 | 
                        0.002 | 
                        0.0% | 
                        5.082 | 
                     
                    
                        | Low | 
                        4.744 | 
                        4.784 | 
                        0.040 | 
                        0.8% | 
                        4.744 | 
                     
                    
                        | Close | 
                        4.761 | 
                        4.884 | 
                        0.123 | 
                        2.6% | 
                        4.884 | 
                     
                    
                        | Range | 
                        0.166 | 
                        0.128 | 
                        -0.038 | 
                        -22.9% | 
                        0.338 | 
                     
                    
                        | ATR | 
                        0.184 | 
                        0.182 | 
                        -0.002 | 
                        -1.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        49,431 | 
                        48,671 | 
                        -760 | 
                        -1.5% | 
                        248,004 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.244 | 
                5.192 | 
                4.954 | 
                 | 
             
            
                | R3 | 
                5.116 | 
                5.064 | 
                4.919 | 
                 | 
             
            
                | R2 | 
                4.988 | 
                4.988 | 
                4.907 | 
                 | 
             
            
                | R1 | 
                4.936 | 
                4.936 | 
                4.896 | 
                4.962 | 
             
            
                | PP | 
                4.860 | 
                4.860 | 
                4.860 | 
                4.873 | 
             
            
                | S1 | 
                4.808 | 
                4.808 | 
                4.872 | 
                4.834 | 
             
            
                | S2 | 
                4.732 | 
                4.732 | 
                4.861 | 
                 | 
             
            
                | S3 | 
                4.604 | 
                4.680 | 
                4.849 | 
                 | 
             
            
                | S4 | 
                4.476 | 
                4.552 | 
                4.814 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.917 | 
                5.739 | 
                5.070 | 
                 | 
             
            
                | R3 | 
                5.579 | 
                5.401 | 
                4.977 | 
                 | 
             
            
                | R2 | 
                5.241 | 
                5.241 | 
                4.946 | 
                 | 
             
            
                | R1 | 
                5.063 | 
                5.063 | 
                4.915 | 
                5.152 | 
             
            
                | PP | 
                4.903 | 
                4.903 | 
                4.903 | 
                4.948 | 
             
            
                | S1 | 
                4.725 | 
                4.725 | 
                4.853 | 
                4.814 | 
             
            
                | S2 | 
                4.565 | 
                4.565 | 
                4.822 | 
                 | 
             
            
                | S3 | 
                4.227 | 
                4.387 | 
                4.791 | 
                 | 
             
            
                | S4 | 
                3.889 | 
                4.049 | 
                4.698 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.082 | 
                4.744 | 
                0.338 | 
                6.9% | 
                0.196 | 
                4.0% | 
                41% | 
                False | 
                False | 
                49,600 | 
                 
                
                | 10 | 
                5.082 | 
                4.357 | 
                0.725 | 
                14.8% | 
                0.208 | 
                4.3% | 
                73% | 
                False | 
                False | 
                37,475 | 
                 
                
                | 20 | 
                5.082 | 
                4.168 | 
                0.914 | 
                18.7% | 
                0.175 | 
                3.6% | 
                78% | 
                False | 
                False | 
                26,856 | 
                 
                
                | 40 | 
                5.082 | 
                4.140 | 
                0.942 | 
                19.3% | 
                0.163 | 
                3.3% | 
                79% | 
                False | 
                False | 
                19,267 | 
                 
                
                | 60 | 
                5.082 | 
                4.140 | 
                0.942 | 
                19.3% | 
                0.164 | 
                3.3% | 
                79% | 
                False | 
                False | 
                15,296 | 
                 
                
                | 80 | 
                5.613 | 
                4.140 | 
                1.473 | 
                30.2% | 
                0.150 | 
                3.1% | 
                51% | 
                False | 
                False | 
                12,525 | 
                 
                
                | 100 | 
                5.987 | 
                4.140 | 
                1.847 | 
                37.8% | 
                0.148 | 
                3.0% | 
                40% | 
                False | 
                False | 
                10,483 | 
                 
                
                | 120 | 
                6.160 | 
                4.140 | 
                2.020 | 
                41.4% | 
                0.150 | 
                3.1% | 
                37% | 
                False | 
                False | 
                9,082 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.456 | 
         
        
            | 
2.618             | 
            5.247 | 
         
        
            | 
1.618             | 
            5.119 | 
         
        
            | 
1.000             | 
            5.040 | 
         
        
            | 
0.618             | 
            4.991 | 
         
        
            | 
HIGH             | 
            4.912 | 
         
        
            | 
0.618             | 
            4.863 | 
         
        
            | 
0.500             | 
            4.848 | 
         
        
            | 
0.382             | 
            4.833 | 
         
        
            | 
LOW             | 
            4.784 | 
         
        
            | 
0.618             | 
            4.705 | 
         
        
            | 
1.000             | 
            4.656 | 
         
        
            | 
1.618             | 
            4.577 | 
         
        
            | 
2.618             | 
            4.449 | 
         
        
            | 
4.250             | 
            4.240 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.872 | 
                                4.870 | 
                             
                            
                                | PP | 
                                4.860 | 
                                4.856 | 
                             
                            
                                | S1 | 
                                4.848 | 
                                4.842 | 
                             
             
         |