NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Dec-2009 | 
                    22-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        6.107 | 
                        5.922 | 
                        -0.185 | 
                        -3.0% | 
                        5.712 | 
                     
                    
                        | High | 
                        6.107 | 
                        5.946 | 
                        -0.161 | 
                        -2.6% | 
                        6.099 | 
                     
                    
                        | Low | 
                        5.856 | 
                        5.741 | 
                        -0.115 | 
                        -2.0% | 
                        5.603 | 
                     
                    
                        | Close | 
                        5.887 | 
                        5.922 | 
                        0.035 | 
                        0.6% | 
                        5.993 | 
                     
                    
                        | Range | 
                        0.251 | 
                        0.205 | 
                        -0.046 | 
                        -18.3% | 
                        0.496 | 
                     
                    
                        | ATR | 
                        0.208 | 
                        0.208 | 
                        0.000 | 
                        -0.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,268 | 
                        1,595 | 
                        -673 | 
                        -29.7% | 
                        19,510 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.485 | 
                6.408 | 
                6.035 | 
                 | 
             
            
                | R3 | 
                6.280 | 
                6.203 | 
                5.978 | 
                 | 
             
            
                | R2 | 
                6.075 | 
                6.075 | 
                5.960 | 
                 | 
             
            
                | R1 | 
                5.998 | 
                5.998 | 
                5.941 | 
                6.025 | 
             
            
                | PP | 
                5.870 | 
                5.870 | 
                5.870 | 
                5.883 | 
             
            
                | S1 | 
                5.793 | 
                5.793 | 
                5.903 | 
                5.820 | 
             
            
                | S2 | 
                5.665 | 
                5.665 | 
                5.884 | 
                 | 
             
            
                | S3 | 
                5.460 | 
                5.588 | 
                5.866 | 
                 | 
             
            
                | S4 | 
                5.255 | 
                5.383 | 
                5.809 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.386 | 
                7.186 | 
                6.266 | 
                 | 
             
            
                | R3 | 
                6.890 | 
                6.690 | 
                6.129 | 
                 | 
             
            
                | R2 | 
                6.394 | 
                6.394 | 
                6.084 | 
                 | 
             
            
                | R1 | 
                6.194 | 
                6.194 | 
                6.038 | 
                6.294 | 
             
            
                | PP | 
                5.898 | 
                5.898 | 
                5.898 | 
                5.949 | 
             
            
                | S1 | 
                5.698 | 
                5.698 | 
                5.948 | 
                5.798 | 
             
            
                | S2 | 
                5.402 | 
                5.402 | 
                5.902 | 
                 | 
             
            
                | S3 | 
                4.906 | 
                5.202 | 
                5.857 | 
                 | 
             
            
                | S4 | 
                4.410 | 
                4.706 | 
                5.720 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.817 | 
         
        
            | 
2.618             | 
            6.483 | 
         
        
            | 
1.618             | 
            6.278 | 
         
        
            | 
1.000             | 
            6.151 | 
         
        
            | 
0.618             | 
            6.073 | 
         
        
            | 
HIGH             | 
            5.946 | 
         
        
            | 
0.618             | 
            5.868 | 
         
        
            | 
0.500             | 
            5.844 | 
         
        
            | 
0.382             | 
            5.819 | 
         
        
            | 
LOW             | 
            5.741 | 
         
        
            | 
0.618             | 
            5.614 | 
         
        
            | 
1.000             | 
            5.536 | 
         
        
            | 
1.618             | 
            5.409 | 
         
        
            | 
2.618             | 
            5.204 | 
         
        
            | 
4.250             | 
            4.870 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.896 | 
                                5.924 | 
                             
                            
                                | PP | 
                                5.870 | 
                                5.923 | 
                             
                            
                                | S1 | 
                                5.844 | 
                                5.923 | 
                             
             
         |