NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jan-2010 | 
                    11-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.940 | 
                        5.804 | 
                        -0.136 | 
                        -2.3% | 
                        5.953 | 
                     
                    
                        | High | 
                        5.980 | 
                        5.804 | 
                        -0.176 | 
                        -2.9% | 
                        6.111 | 
                     
                    
                        | Low | 
                        5.800 | 
                        5.622 | 
                        -0.178 | 
                        -3.1% | 
                        5.800 | 
                     
                    
                        | Close | 
                        5.913 | 
                        5.684 | 
                        -0.229 | 
                        -3.9% | 
                        5.913 | 
                     
                    
                        | Range | 
                        0.180 | 
                        0.182 | 
                        0.002 | 
                        1.1% | 
                        0.311 | 
                     
                    
                        | ATR | 
                        0.210 | 
                        0.215 | 
                        0.006 | 
                        2.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,629 | 
                        1,361 | 
                        -1,268 | 
                        -48.2% | 
                        18,934 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.249 | 
                6.149 | 
                5.784 | 
                 | 
             
            
                | R3 | 
                6.067 | 
                5.967 | 
                5.734 | 
                 | 
             
            
                | R2 | 
                5.885 | 
                5.885 | 
                5.717 | 
                 | 
             
            
                | R1 | 
                5.785 | 
                5.785 | 
                5.701 | 
                5.744 | 
             
            
                | PP | 
                5.703 | 
                5.703 | 
                5.703 | 
                5.683 | 
             
            
                | S1 | 
                5.603 | 
                5.603 | 
                5.667 | 
                5.562 | 
             
            
                | S2 | 
                5.521 | 
                5.521 | 
                5.651 | 
                 | 
             
            
                | S3 | 
                5.339 | 
                5.421 | 
                5.634 | 
                 | 
             
            
                | S4 | 
                5.157 | 
                5.239 | 
                5.584 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.874 | 
                6.705 | 
                6.084 | 
                 | 
             
            
                | R3 | 
                6.563 | 
                6.394 | 
                5.999 | 
                 | 
             
            
                | R2 | 
                6.252 | 
                6.252 | 
                5.970 | 
                 | 
             
            
                | R1 | 
                6.083 | 
                6.083 | 
                5.942 | 
                6.012 | 
             
            
                | PP | 
                5.941 | 
                5.941 | 
                5.941 | 
                5.906 | 
             
            
                | S1 | 
                5.772 | 
                5.772 | 
                5.884 | 
                5.701 | 
             
            
                | S2 | 
                5.630 | 
                5.630 | 
                5.856 | 
                 | 
             
            
                | S3 | 
                5.319 | 
                5.461 | 
                5.827 | 
                 | 
             
            
                | S4 | 
                5.008 | 
                5.150 | 
                5.742 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.578 | 
         
        
            | 
2.618             | 
            6.280 | 
         
        
            | 
1.618             | 
            6.098 | 
         
        
            | 
1.000             | 
            5.986 | 
         
        
            | 
0.618             | 
            5.916 | 
         
        
            | 
HIGH             | 
            5.804 | 
         
        
            | 
0.618             | 
            5.734 | 
         
        
            | 
0.500             | 
            5.713 | 
         
        
            | 
0.382             | 
            5.692 | 
         
        
            | 
LOW             | 
            5.622 | 
         
        
            | 
0.618             | 
            5.510 | 
         
        
            | 
1.000             | 
            5.440 | 
         
        
            | 
1.618             | 
            5.328 | 
         
        
            | 
2.618             | 
            5.146 | 
         
        
            | 
4.250             | 
            4.849 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.713 | 
                                5.867 | 
                             
                            
                                | PP | 
                                5.703 | 
                                5.806 | 
                             
                            
                                | S1 | 
                                5.694 | 
                                5.745 | 
                             
             
         |