NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jun-2010 | 
                    14-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.803 | 
                        4.950 | 
                        0.147 | 
                        3.1% | 
                        4.862 | 
                     
                    
                        | High | 
                        4.912 | 
                        5.150 | 
                        0.238 | 
                        4.8% | 
                        5.082 | 
                     
                    
                        | Low | 
                        4.784 | 
                        4.950 | 
                        0.166 | 
                        3.5% | 
                        4.744 | 
                     
                    
                        | Close | 
                        4.884 | 
                        5.100 | 
                        0.216 | 
                        4.4% | 
                        4.884 | 
                     
                    
                        | Range | 
                        0.128 | 
                        0.200 | 
                        0.072 | 
                        56.3% | 
                        0.338 | 
                     
                    
                        | ATR | 
                        0.182 | 
                        0.188 | 
                        0.006 | 
                        3.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        48,671 | 
                        44,595 | 
                        -4,076 | 
                        -8.4% | 
                        248,004 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.667 | 
                5.583 | 
                5.210 | 
                 | 
             
            
                | R3 | 
                5.467 | 
                5.383 | 
                5.155 | 
                 | 
             
            
                | R2 | 
                5.267 | 
                5.267 | 
                5.137 | 
                 | 
             
            
                | R1 | 
                5.183 | 
                5.183 | 
                5.118 | 
                5.225 | 
             
            
                | PP | 
                5.067 | 
                5.067 | 
                5.067 | 
                5.088 | 
             
            
                | S1 | 
                4.983 | 
                4.983 | 
                5.082 | 
                5.025 | 
             
            
                | S2 | 
                4.867 | 
                4.867 | 
                5.063 | 
                 | 
             
            
                | S3 | 
                4.667 | 
                4.783 | 
                5.045 | 
                 | 
             
            
                | S4 | 
                4.467 | 
                4.583 | 
                4.990 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                5.150 | 
                4.744 | 
                0.406 | 
                8.0% | 
                0.177 | 
                3.5% | 
                88% | 
                True | 
                False | 
                49,646 | 
                 
                
                | 10 | 
                5.150 | 
                4.357 | 
                0.793 | 
                15.5% | 
                0.216 | 
                4.2% | 
                94% | 
                True | 
                False | 
                40,575 | 
                 
                
                | 20 | 
                5.150 | 
                4.168 | 
                0.982 | 
                19.3% | 
                0.180 | 
                3.5% | 
                95% | 
                True | 
                False | 
                27,899 | 
                 
                
                | 40 | 
                5.150 | 
                4.140 | 
                1.010 | 
                19.8% | 
                0.165 | 
                3.2% | 
                95% | 
                True | 
                False | 
                20,158 | 
                 
                
                | 60 | 
                5.150 | 
                4.140 | 
                1.010 | 
                19.8% | 
                0.164 | 
                3.2% | 
                95% | 
                True | 
                False | 
                15,992 | 
                 
                
                | 80 | 
                5.419 | 
                4.140 | 
                1.279 | 
                25.1% | 
                0.151 | 
                3.0% | 
                75% | 
                False | 
                False | 
                13,050 | 
                 
                
                | 100 | 
                5.987 | 
                4.140 | 
                1.847 | 
                36.2% | 
                0.149 | 
                2.9% | 
                52% | 
                False | 
                False | 
                10,914 | 
                 
                
                | 120 | 
                6.160 | 
                4.140 | 
                2.020 | 
                39.6% | 
                0.150 | 
                2.9% | 
                48% | 
                False | 
                False | 
                9,422 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.000 | 
         
        
            | 
2.618             | 
            5.674 | 
         
        
            | 
1.618             | 
            5.474 | 
         
        
            | 
1.000             | 
            5.350 | 
         
        
            | 
0.618             | 
            5.274 | 
         
        
            | 
HIGH             | 
            5.150 | 
         
        
            | 
0.618             | 
            5.074 | 
         
        
            | 
0.500             | 
            5.050 | 
         
        
            | 
0.382             | 
            5.026 | 
         
        
            | 
LOW             | 
            4.950 | 
         
        
            | 
0.618             | 
            4.826 | 
         
        
            | 
1.000             | 
            4.750 | 
         
        
            | 
1.618             | 
            4.626 | 
         
        
            | 
2.618             | 
            4.426 | 
         
        
            | 
4.250             | 
            4.100 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.083 | 
                                5.049 | 
                             
                            
                                | PP | 
                                5.067 | 
                                4.998 | 
                             
                            
                                | S1 | 
                                5.050 | 
                                4.947 | 
                             
             
         |