NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jan-2010 | 
                    14-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.706 | 
                        5.908 | 
                        0.202 | 
                        3.5% | 
                        5.953 | 
                     
                    
                        | High | 
                        5.937 | 
                        5.960 | 
                        0.023 | 
                        0.4% | 
                        6.111 | 
                     
                    
                        | Low | 
                        5.680 | 
                        5.711 | 
                        0.031 | 
                        0.5% | 
                        5.800 | 
                     
                    
                        | Close | 
                        5.919 | 
                        5.815 | 
                        -0.104 | 
                        -1.8% | 
                        5.913 | 
                     
                    
                        | Range | 
                        0.257 | 
                        0.249 | 
                        -0.008 | 
                        -3.1% | 
                        0.311 | 
                     
                    
                        | ATR | 
                        0.210 | 
                        0.213 | 
                        0.003 | 
                        1.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,651 | 
                        1,814 | 
                        163 | 
                        9.9% | 
                        18,934 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.576 | 
                6.444 | 
                5.952 | 
                 | 
             
            
                | R3 | 
                6.327 | 
                6.195 | 
                5.883 | 
                 | 
             
            
                | R2 | 
                6.078 | 
                6.078 | 
                5.861 | 
                 | 
             
            
                | R1 | 
                5.946 | 
                5.946 | 
                5.838 | 
                5.888 | 
             
            
                | PP | 
                5.829 | 
                5.829 | 
                5.829 | 
                5.799 | 
             
            
                | S1 | 
                5.697 | 
                5.697 | 
                5.792 | 
                5.639 | 
             
            
                | S2 | 
                5.580 | 
                5.580 | 
                5.769 | 
                 | 
             
            
                | S3 | 
                5.331 | 
                5.448 | 
                5.747 | 
                 | 
             
            
                | S4 | 
                5.082 | 
                5.199 | 
                5.678 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            7.018 | 
         
        
            | 
2.618             | 
            6.612 | 
         
        
            | 
1.618             | 
            6.363 | 
         
        
            | 
1.000             | 
            6.209 | 
         
        
            | 
0.618             | 
            6.114 | 
         
        
            | 
HIGH             | 
            5.960 | 
         
        
            | 
0.618             | 
            5.865 | 
         
        
            | 
0.500             | 
            5.836 | 
         
        
            | 
0.382             | 
            5.806 | 
         
        
            | 
LOW             | 
            5.711 | 
         
        
            | 
0.618             | 
            5.557 | 
         
        
            | 
1.000             | 
            5.462 | 
         
        
            | 
1.618             | 
            5.308 | 
         
        
            | 
2.618             | 
            5.059 | 
         
        
            | 
4.250             | 
            4.653 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.836 | 
                                5.820 | 
                             
                            
                                | PP | 
                                5.829 | 
                                5.818 | 
                             
                            
                                | S1 | 
                                5.822 | 
                                5.817 | 
                             
             
         |