NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jan-2010 | 
                    06-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.971 | 
                        6.075 | 
                        0.104 | 
                        1.7% | 
                        6.049 | 
                     
                    
                        | High | 
                        5.987 | 
                        6.080 | 
                        0.093 | 
                        1.6% | 
                        6.110 | 
                     
                    
                        | Low | 
                        5.811 | 
                        5.927 | 
                        0.116 | 
                        2.0% | 
                        5.726 | 
                     
                    
                        | Close | 
                        5.820 | 
                        6.075 | 
                        0.255 | 
                        4.4% | 
                        5.765 | 
                     
                    
                        | Range | 
                        0.176 | 
                        0.153 | 
                        -0.023 | 
                        -13.1% | 
                        0.384 | 
                     
                    
                        | ATR | 
                        0.210 | 
                        0.213 | 
                        0.004 | 
                        1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,849 | 
                        2,316 | 
                        -533 | 
                        -18.7% | 
                        10,842 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.486 | 
                6.434 | 
                6.159 | 
                 | 
             
            
                | R3 | 
                6.333 | 
                6.281 | 
                6.117 | 
                 | 
             
            
                | R2 | 
                6.180 | 
                6.180 | 
                6.103 | 
                 | 
             
            
                | R1 | 
                6.128 | 
                6.128 | 
                6.089 | 
                6.152 | 
             
            
                | PP | 
                6.027 | 
                6.027 | 
                6.027 | 
                6.039 | 
             
            
                | S1 | 
                5.975 | 
                5.975 | 
                6.061 | 
                5.999 | 
             
            
                | S2 | 
                5.874 | 
                5.874 | 
                6.047 | 
                 | 
             
            
                | S3 | 
                5.721 | 
                5.822 | 
                6.033 | 
                 | 
             
            
                | S4 | 
                5.568 | 
                5.669 | 
                5.991 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.019 | 
                6.776 | 
                5.976 | 
                 | 
             
            
                | R3 | 
                6.635 | 
                6.392 | 
                5.871 | 
                 | 
             
            
                | R2 | 
                6.251 | 
                6.251 | 
                5.835 | 
                 | 
             
            
                | R1 | 
                6.008 | 
                6.008 | 
                5.800 | 
                5.938 | 
             
            
                | PP | 
                5.867 | 
                5.867 | 
                5.867 | 
                5.832 | 
             
            
                | S1 | 
                5.624 | 
                5.624 | 
                5.730 | 
                5.554 | 
             
            
                | S2 | 
                5.483 | 
                5.483 | 
                5.695 | 
                 | 
             
            
                | S3 | 
                5.099 | 
                5.240 | 
                5.659 | 
                 | 
             
            
                | S4 | 
                4.715 | 
                4.856 | 
                5.554 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.730 | 
         
        
            | 
2.618             | 
            6.481 | 
         
        
            | 
1.618             | 
            6.328 | 
         
        
            | 
1.000             | 
            6.233 | 
         
        
            | 
0.618             | 
            6.175 | 
         
        
            | 
HIGH             | 
            6.080 | 
         
        
            | 
0.618             | 
            6.022 | 
         
        
            | 
0.500             | 
            6.004 | 
         
        
            | 
0.382             | 
            5.985 | 
         
        
            | 
LOW             | 
            5.927 | 
         
        
            | 
0.618             | 
            5.832 | 
         
        
            | 
1.000             | 
            5.774 | 
         
        
            | 
1.618             | 
            5.679 | 
         
        
            | 
2.618             | 
            5.526 | 
         
        
            | 
4.250             | 
            5.277 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                6.051 | 
                                6.032 | 
                             
                            
                                | PP | 
                                6.027 | 
                                5.989 | 
                             
                            
                                | S1 | 
                                6.004 | 
                                5.946 | 
                             
             
         |