NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jun-2010 | 
                    21-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.224 | 
                        5.092 | 
                        -0.132 | 
                        -2.5% | 
                        4.950 | 
                     
                    
                        | High | 
                        5.269 | 
                        5.252 | 
                        -0.017 | 
                        -0.3% | 
                        5.282 | 
                     
                    
                        | Low | 
                        5.073 | 
                        4.900 | 
                        -0.173 | 
                        -3.4% | 
                        4.950 | 
                     
                    
                        | Close | 
                        5.081 | 
                        4.944 | 
                        -0.137 | 
                        -2.7% | 
                        5.081 | 
                     
                    
                        | Range | 
                        0.196 | 
                        0.352 | 
                        0.156 | 
                        79.6% | 
                        0.332 | 
                     
                    
                        | ATR | 
                        0.190 | 
                        0.202 | 
                        0.012 | 
                        6.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        25,598 | 
                        21,051 | 
                        -4,547 | 
                        -17.8% | 
                        141,168 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.088 | 
                5.868 | 
                5.138 | 
                 | 
             
            
                | R3 | 
                5.736 | 
                5.516 | 
                5.041 | 
                 | 
             
            
                | R2 | 
                5.384 | 
                5.384 | 
                5.009 | 
                 | 
             
            
                | R1 | 
                5.164 | 
                5.164 | 
                4.976 | 
                5.098 | 
             
            
                | PP | 
                5.032 | 
                5.032 | 
                5.032 | 
                4.999 | 
             
            
                | S1 | 
                4.812 | 
                4.812 | 
                4.912 | 
                4.746 | 
             
            
                | S2 | 
                4.680 | 
                4.680 | 
                4.879 | 
                 | 
             
            
                | S3 | 
                4.328 | 
                4.460 | 
                4.847 | 
                 | 
             
            
                | S4 | 
                3.976 | 
                4.108 | 
                4.750 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.900 | 
                0.382 | 
                7.7% | 
                0.225 | 
                4.5% | 
                12% | 
                False | 
                True | 
                23,524 | 
                 
                
                | 10 | 
                5.282 | 
                4.744 | 
                0.538 | 
                10.9% | 
                0.201 | 
                4.1% | 
                37% | 
                False | 
                False | 
                36,585 | 
                 
                
                | 20 | 
                5.282 | 
                4.168 | 
                1.114 | 
                22.5% | 
                0.196 | 
                4.0% | 
                70% | 
                False | 
                False | 
                29,317 | 
                 
                
                | 40 | 
                5.282 | 
                4.140 | 
                1.142 | 
                23.1% | 
                0.175 | 
                3.5% | 
                70% | 
                False | 
                False | 
                22,211 | 
                 
                
                | 60 | 
                5.282 | 
                4.140 | 
                1.142 | 
                23.1% | 
                0.174 | 
                3.5% | 
                70% | 
                False | 
                False | 
                17,531 | 
                 
                
                | 80 | 
                5.282 | 
                4.140 | 
                1.142 | 
                23.1% | 
                0.157 | 
                3.2% | 
                70% | 
                False | 
                False | 
                14,322 | 
                 
                
                | 100 | 
                5.884 | 
                4.140 | 
                1.744 | 
                35.3% | 
                0.155 | 
                3.1% | 
                46% | 
                False | 
                False | 
                11,993 | 
                 
                
                | 120 | 
                6.160 | 
                4.140 | 
                2.020 | 
                40.9% | 
                0.154 | 
                3.1% | 
                40% | 
                False | 
                False | 
                10,289 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.748 | 
         
        
            | 
2.618             | 
            6.174 | 
         
        
            | 
1.618             | 
            5.822 | 
         
        
            | 
1.000             | 
            5.604 | 
         
        
            | 
0.618             | 
            5.470 | 
         
        
            | 
HIGH             | 
            5.252 | 
         
        
            | 
0.618             | 
            5.118 | 
         
        
            | 
0.500             | 
            5.076 | 
         
        
            | 
0.382             | 
            5.034 | 
         
        
            | 
LOW             | 
            4.900 | 
         
        
            | 
0.618             | 
            4.682 | 
         
        
            | 
1.000             | 
            4.548 | 
         
        
            | 
1.618             | 
            4.330 | 
         
        
            | 
2.618             | 
            3.978 | 
         
        
            | 
4.250             | 
            3.404 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.076 | 
                                5.085 | 
                             
                            
                                | PP | 
                                5.032 | 
                                5.038 | 
                             
                            
                                | S1 | 
                                4.988 | 
                                4.991 | 
                             
             
         |