NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jan-2010 | 
                    27-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.780 | 
                        5.610 | 
                        -0.170 | 
                        -2.9% | 
                        5.762 | 
                     
                    
                        | High | 
                        5.780 | 
                        5.610 | 
                        -0.170 | 
                        -2.9% | 
                        5.951 | 
                     
                    
                        | Low | 
                        5.640 | 
                        5.448 | 
                        -0.192 | 
                        -3.4% | 
                        5.696 | 
                     
                    
                        | Close | 
                        5.674 | 
                        5.485 | 
                        -0.189 | 
                        -3.3% | 
                        5.911 | 
                     
                    
                        | Range | 
                        0.140 | 
                        0.162 | 
                        0.022 | 
                        15.7% | 
                        0.255 | 
                     
                    
                        | ATR | 
                        0.188 | 
                        0.191 | 
                        0.003 | 
                        1.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,723 | 
                        2,381 | 
                        658 | 
                        38.2% | 
                        6,946 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.000 | 
                5.905 | 
                5.574 | 
                 | 
             
            
                | R3 | 
                5.838 | 
                5.743 | 
                5.530 | 
                 | 
             
            
                | R2 | 
                5.676 | 
                5.676 | 
                5.515 | 
                 | 
             
            
                | R1 | 
                5.581 | 
                5.581 | 
                5.500 | 
                5.548 | 
             
            
                | PP | 
                5.514 | 
                5.514 | 
                5.514 | 
                5.498 | 
             
            
                | S1 | 
                5.419 | 
                5.419 | 
                5.470 | 
                5.386 | 
             
            
                | S2 | 
                5.352 | 
                5.352 | 
                5.455 | 
                 | 
             
            
                | S3 | 
                5.190 | 
                5.257 | 
                5.440 | 
                 | 
             
            
                | S4 | 
                5.028 | 
                5.095 | 
                5.396 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.618 | 
                6.519 | 
                6.051 | 
                 | 
             
            
                | R3 | 
                6.363 | 
                6.264 | 
                5.981 | 
                 | 
             
            
                | R2 | 
                6.108 | 
                6.108 | 
                5.958 | 
                 | 
             
            
                | R1 | 
                6.009 | 
                6.009 | 
                5.934 | 
                6.059 | 
             
            
                | PP | 
                5.853 | 
                5.853 | 
                5.853 | 
                5.877 | 
             
            
                | S1 | 
                5.754 | 
                5.754 | 
                5.888 | 
                5.804 | 
             
            
                | S2 | 
                5.598 | 
                5.598 | 
                5.864 | 
                 | 
             
            
                | S3 | 
                5.343 | 
                5.499 | 
                5.841 | 
                 | 
             
            
                | S4 | 
                5.088 | 
                5.244 | 
                5.771 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.299 | 
         
        
            | 
2.618             | 
            6.034 | 
         
        
            | 
1.618             | 
            5.872 | 
         
        
            | 
1.000             | 
            5.772 | 
         
        
            | 
0.618             | 
            5.710 | 
         
        
            | 
HIGH             | 
            5.610 | 
         
        
            | 
0.618             | 
            5.548 | 
         
        
            | 
0.500             | 
            5.529 | 
         
        
            | 
0.382             | 
            5.510 | 
         
        
            | 
LOW             | 
            5.448 | 
         
        
            | 
0.618             | 
            5.348 | 
         
        
            | 
1.000             | 
            5.286 | 
         
        
            | 
1.618             | 
            5.186 | 
         
        
            | 
2.618             | 
            5.024 | 
         
        
            | 
4.250             | 
            4.760 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.529 | 
                                5.694 | 
                             
                            
                                | PP | 
                                5.514 | 
                                5.624 | 
                             
                            
                                | S1 | 
                                5.500 | 
                                5.555 | 
                             
             
         |