NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jan-2010 | 
                    28-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.610 | 
                        5.476 | 
                        -0.134 | 
                        -2.4% | 
                        5.762 | 
                     
                    
                        | High | 
                        5.610 | 
                        5.500 | 
                        -0.110 | 
                        -2.0% | 
                        5.951 | 
                     
                    
                        | Low | 
                        5.448 | 
                        5.390 | 
                        -0.058 | 
                        -1.1% | 
                        5.696 | 
                     
                    
                        | Close | 
                        5.485 | 
                        5.404 | 
                        -0.081 | 
                        -1.5% | 
                        5.911 | 
                     
                    
                        | Range | 
                        0.162 | 
                        0.110 | 
                        -0.052 | 
                        -32.1% | 
                        0.255 | 
                     
                    
                        | ATR | 
                        0.191 | 
                        0.185 | 
                        -0.006 | 
                        -3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,381 | 
                        3,097 | 
                        716 | 
                        30.1% | 
                        6,946 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.761 | 
                5.693 | 
                5.465 | 
                 | 
             
            
                | R3 | 
                5.651 | 
                5.583 | 
                5.434 | 
                 | 
             
            
                | R2 | 
                5.541 | 
                5.541 | 
                5.424 | 
                 | 
             
            
                | R1 | 
                5.473 | 
                5.473 | 
                5.414 | 
                5.452 | 
             
            
                | PP | 
                5.431 | 
                5.431 | 
                5.431 | 
                5.421 | 
             
            
                | S1 | 
                5.363 | 
                5.363 | 
                5.394 | 
                5.342 | 
             
            
                | S2 | 
                5.321 | 
                5.321 | 
                5.384 | 
                 | 
             
            
                | S3 | 
                5.211 | 
                5.253 | 
                5.374 | 
                 | 
             
            
                | S4 | 
                5.101 | 
                5.143 | 
                5.344 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            5.968 | 
         
        
            | 
2.618             | 
            5.788 | 
         
        
            | 
1.618             | 
            5.678 | 
         
        
            | 
1.000             | 
            5.610 | 
         
        
            | 
0.618             | 
            5.568 | 
         
        
            | 
HIGH             | 
            5.500 | 
         
        
            | 
0.618             | 
            5.458 | 
         
        
            | 
0.500             | 
            5.445 | 
         
        
            | 
0.382             | 
            5.432 | 
         
        
            | 
LOW             | 
            5.390 | 
         
        
            | 
0.618             | 
            5.322 | 
         
        
            | 
1.000             | 
            5.280 | 
         
        
            | 
1.618             | 
            5.212 | 
         
        
            | 
2.618             | 
            5.102 | 
         
        
            | 
4.250             | 
            4.923 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.445 | 
                                5.585 | 
                             
                            
                                | PP | 
                                5.431 | 
                                5.525 | 
                             
                            
                                | S1 | 
                                5.418 | 
                                5.464 | 
                             
             
         |