NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jan-2010 | 
                    20-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.762 | 
                        5.711 | 
                        -0.051 | 
                        -0.9% | 
                        5.804 | 
                     
                    
                        | High | 
                        5.835 | 
                        5.795 | 
                        -0.040 | 
                        -0.7% | 
                        5.960 | 
                     
                    
                        | Low | 
                        5.707 | 
                        5.696 | 
                        -0.011 | 
                        -0.2% | 
                        5.622 | 
                     
                    
                        | Close | 
                        5.762 | 
                        5.711 | 
                        -0.051 | 
                        -0.9% | 
                        5.901 | 
                     
                    
                        | Range | 
                        0.128 | 
                        0.099 | 
                        -0.029 | 
                        -22.7% | 
                        0.338 | 
                     
                    
                        | ATR | 
                        0.205 | 
                        0.197 | 
                        -0.008 | 
                        -3.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,878 | 
                        1,876 | 
                        -2 | 
                        -0.1% | 
                        9,761 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.031 | 
                5.970 | 
                5.765 | 
                 | 
             
            
                | R3 | 
                5.932 | 
                5.871 | 
                5.738 | 
                 | 
             
            
                | R2 | 
                5.833 | 
                5.833 | 
                5.729 | 
                 | 
             
            
                | R1 | 
                5.772 | 
                5.772 | 
                5.720 | 
                5.761 | 
             
            
                | PP | 
                5.734 | 
                5.734 | 
                5.734 | 
                5.728 | 
             
            
                | S1 | 
                5.673 | 
                5.673 | 
                5.702 | 
                5.662 | 
             
            
                | S2 | 
                5.635 | 
                5.635 | 
                5.693 | 
                 | 
             
            
                | S3 | 
                5.536 | 
                5.574 | 
                5.684 | 
                 | 
             
            
                | S4 | 
                5.437 | 
                5.475 | 
                5.657 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.842 | 
                6.709 | 
                6.087 | 
                 | 
             
            
                | R3 | 
                6.504 | 
                6.371 | 
                5.994 | 
                 | 
             
            
                | R2 | 
                6.166 | 
                6.166 | 
                5.963 | 
                 | 
             
            
                | R1 | 
                6.033 | 
                6.033 | 
                5.932 | 
                6.100 | 
             
            
                | PP | 
                5.828 | 
                5.828 | 
                5.828 | 
                5.861 | 
             
            
                | S1 | 
                5.695 | 
                5.695 | 
                5.870 | 
                5.762 | 
             
            
                | S2 | 
                5.490 | 
                5.490 | 
                5.839 | 
                 | 
             
            
                | S3 | 
                5.152 | 
                5.357 | 
                5.808 | 
                 | 
             
            
                | S4 | 
                4.814 | 
                5.019 | 
                5.715 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.216 | 
         
        
            | 
2.618             | 
            6.054 | 
         
        
            | 
1.618             | 
            5.955 | 
         
        
            | 
1.000             | 
            5.894 | 
         
        
            | 
0.618             | 
            5.856 | 
         
        
            | 
HIGH             | 
            5.795 | 
         
        
            | 
0.618             | 
            5.757 | 
         
        
            | 
0.500             | 
            5.746 | 
         
        
            | 
0.382             | 
            5.734 | 
         
        
            | 
LOW             | 
            5.696 | 
         
        
            | 
0.618             | 
            5.635 | 
         
        
            | 
1.000             | 
            5.597 | 
         
        
            | 
1.618             | 
            5.536 | 
         
        
            | 
2.618             | 
            5.437 | 
         
        
            | 
4.250             | 
            5.275 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.746 | 
                                5.808 | 
                             
                            
                                | PP | 
                                5.734 | 
                                5.776 | 
                             
                            
                                | S1 | 
                                5.723 | 
                                5.743 | 
                             
             
         |