NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jun-2010 | 
                    18-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.117 | 
                        5.224 | 
                        0.107 | 
                        2.1% | 
                        4.950 | 
                     
                    
                        | High | 
                        5.255 | 
                        5.269 | 
                        0.014 | 
                        0.3% | 
                        5.282 | 
                     
                    
                        | Low | 
                        5.072 | 
                        5.073 | 
                        0.001 | 
                        0.0% | 
                        4.950 | 
                     
                    
                        | Close | 
                        5.241 | 
                        5.081 | 
                        -0.160 | 
                        -3.1% | 
                        5.081 | 
                     
                    
                        | Range | 
                        0.183 | 
                        0.196 | 
                        0.013 | 
                        7.1% | 
                        0.332 | 
                     
                    
                        | ATR | 
                        0.190 | 
                        0.190 | 
                        0.000 | 
                        0.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        18,406 | 
                        25,598 | 
                        7,192 | 
                        39.1% | 
                        141,168 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.729 | 
                5.601 | 
                5.189 | 
                 | 
             
            
                | R3 | 
                5.533 | 
                5.405 | 
                5.135 | 
                 | 
             
            
                | R2 | 
                5.337 | 
                5.337 | 
                5.117 | 
                 | 
             
            
                | R1 | 
                5.209 | 
                5.209 | 
                5.099 | 
                5.175 | 
             
            
                | PP | 
                5.141 | 
                5.141 | 
                5.141 | 
                5.124 | 
             
            
                | S1 | 
                5.013 | 
                5.013 | 
                5.063 | 
                4.979 | 
             
            
                | S2 | 
                4.945 | 
                4.945 | 
                5.045 | 
                 | 
             
            
                | S3 | 
                4.749 | 
                4.817 | 
                5.027 | 
                 | 
             
            
                | S4 | 
                4.553 | 
                4.621 | 
                4.973 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.100 | 
                5.923 | 
                5.264 | 
                 | 
             
            
                | R3 | 
                5.768 | 
                5.591 | 
                5.172 | 
                 | 
             
            
                | R2 | 
                5.436 | 
                5.436 | 
                5.142 | 
                 | 
             
            
                | R1 | 
                5.259 | 
                5.259 | 
                5.111 | 
                5.348 | 
             
            
                | PP | 
                5.104 | 
                5.104 | 
                5.104 | 
                5.149 | 
             
            
                | S1 | 
                4.927 | 
                4.927 | 
                5.051 | 
                5.016 | 
             
            
                | S2 | 
                4.772 | 
                4.772 | 
                5.020 | 
                 | 
             
            
                | S3 | 
                4.440 | 
                4.595 | 
                4.990 | 
                 | 
             
            
                | S4 | 
                4.108 | 
                4.263 | 
                4.898 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.282 | 
                4.950 | 
                0.332 | 
                6.5% | 
                0.194 | 
                3.8% | 
                39% | 
                False | 
                False | 
                28,233 | 
                 
                
                | 10 | 
                5.282 | 
                4.744 | 
                0.538 | 
                10.6% | 
                0.195 | 
                3.8% | 
                63% | 
                False | 
                False | 
                38,917 | 
                 
                
                | 20 | 
                5.282 | 
                4.168 | 
                1.114 | 
                21.9% | 
                0.186 | 
                3.7% | 
                82% | 
                False | 
                False | 
                29,005 | 
                 
                
                | 40 | 
                5.282 | 
                4.140 | 
                1.142 | 
                22.5% | 
                0.171 | 
                3.4% | 
                82% | 
                False | 
                False | 
                21,941 | 
                 
                
                | 60 | 
                5.282 | 
                4.140 | 
                1.142 | 
                22.5% | 
                0.170 | 
                3.4% | 
                82% | 
                False | 
                False | 
                17,264 | 
                 
                
                | 80 | 
                5.282 | 
                4.140 | 
                1.142 | 
                22.5% | 
                0.154 | 
                3.0% | 
                82% | 
                False | 
                False | 
                14,085 | 
                 
                
                | 100 | 
                5.884 | 
                4.140 | 
                1.744 | 
                34.3% | 
                0.153 | 
                3.0% | 
                54% | 
                False | 
                False | 
                11,805 | 
                 
                
                | 120 | 
                6.160 | 
                4.140 | 
                2.020 | 
                39.8% | 
                0.152 | 
                3.0% | 
                47% | 
                False | 
                False | 
                10,135 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.102 | 
         
        
            | 
2.618             | 
            5.782 | 
         
        
            | 
1.618             | 
            5.586 | 
         
        
            | 
1.000             | 
            5.465 | 
         
        
            | 
0.618             | 
            5.390 | 
         
        
            | 
HIGH             | 
            5.269 | 
         
        
            | 
0.618             | 
            5.194 | 
         
        
            | 
0.500             | 
            5.171 | 
         
        
            | 
0.382             | 
            5.148 | 
         
        
            | 
LOW             | 
            5.073 | 
         
        
            | 
0.618             | 
            4.952 | 
         
        
            | 
1.000             | 
            4.877 | 
         
        
            | 
1.618             | 
            4.756 | 
         
        
            | 
2.618             | 
            4.560 | 
         
        
            | 
4.250             | 
            4.240 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.171 | 
                                5.168 | 
                             
                            
                                | PP | 
                                5.141 | 
                                5.139 | 
                             
                            
                                | S1 | 
                                5.111 | 
                                5.110 | 
                             
             
         |