NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jan-2010 | 
                    29-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.476 | 
                        5.455 | 
                        -0.021 | 
                        -0.4% | 
                        5.870 | 
                     
                    
                        | High | 
                        5.500 | 
                        5.517 | 
                        0.017 | 
                        0.3% | 
                        5.940 | 
                     
                    
                        | Low | 
                        5.390 | 
                        5.370 | 
                        -0.020 | 
                        -0.4% | 
                        5.370 | 
                     
                    
                        | Close | 
                        5.404 | 
                        5.390 | 
                        -0.014 | 
                        -0.3% | 
                        5.390 | 
                     
                    
                        | Range | 
                        0.110 | 
                        0.147 | 
                        0.037 | 
                        33.6% | 
                        0.570 | 
                     
                    
                        | ATR | 
                        0.185 | 
                        0.183 | 
                        -0.003 | 
                        -1.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3,097 | 
                        2,534 | 
                        -563 | 
                        -18.2% | 
                        13,059 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.867 | 
                5.775 | 
                5.471 | 
                 | 
             
            
                | R3 | 
                5.720 | 
                5.628 | 
                5.430 | 
                 | 
             
            
                | R2 | 
                5.573 | 
                5.573 | 
                5.417 | 
                 | 
             
            
                | R1 | 
                5.481 | 
                5.481 | 
                5.403 | 
                5.454 | 
             
            
                | PP | 
                5.426 | 
                5.426 | 
                5.426 | 
                5.412 | 
             
            
                | S1 | 
                5.334 | 
                5.334 | 
                5.377 | 
                5.307 | 
             
            
                | S2 | 
                5.279 | 
                5.279 | 
                5.363 | 
                 | 
             
            
                | S3 | 
                5.132 | 
                5.187 | 
                5.350 | 
                 | 
             
            
                | S4 | 
                4.985 | 
                5.040 | 
                5.309 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.277 | 
                6.903 | 
                5.704 | 
                 | 
             
            
                | R3 | 
                6.707 | 
                6.333 | 
                5.547 | 
                 | 
             
            
                | R2 | 
                6.137 | 
                6.137 | 
                5.495 | 
                 | 
             
            
                | R1 | 
                5.763 | 
                5.763 | 
                5.442 | 
                5.665 | 
             
            
                | PP | 
                5.567 | 
                5.567 | 
                5.567 | 
                5.518 | 
             
            
                | S1 | 
                5.193 | 
                5.193 | 
                5.338 | 
                5.095 | 
             
            
                | S2 | 
                4.997 | 
                4.997 | 
                5.286 | 
                 | 
             
            
                | S3 | 
                4.427 | 
                4.623 | 
                5.233 | 
                 | 
             
            
                | S4 | 
                3.857 | 
                4.053 | 
                5.077 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.142 | 
         
        
            | 
2.618             | 
            5.902 | 
         
        
            | 
1.618             | 
            5.755 | 
         
        
            | 
1.000             | 
            5.664 | 
         
        
            | 
0.618             | 
            5.608 | 
         
        
            | 
HIGH             | 
            5.517 | 
         
        
            | 
0.618             | 
            5.461 | 
         
        
            | 
0.500             | 
            5.444 | 
         
        
            | 
0.382             | 
            5.426 | 
         
        
            | 
LOW             | 
            5.370 | 
         
        
            | 
0.618             | 
            5.279 | 
         
        
            | 
1.000             | 
            5.223 | 
         
        
            | 
1.618             | 
            5.132 | 
         
        
            | 
2.618             | 
            4.985 | 
         
        
            | 
4.250             | 
            4.745 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.444 | 
                                5.490 | 
                             
                            
                                | PP | 
                                5.426 | 
                                5.457 | 
                             
                            
                                | S1 | 
                                5.408 | 
                                5.423 | 
                             
             
         |