NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jan-2010 | 
                    01-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.455 | 
                        5.656 | 
                        0.201 | 
                        3.7% | 
                        5.870 | 
                     
                    
                        | High | 
                        5.517 | 
                        5.660 | 
                        0.143 | 
                        2.6% | 
                        5.940 | 
                     
                    
                        | Low | 
                        5.370 | 
                        5.516 | 
                        0.146 | 
                        2.7% | 
                        5.370 | 
                     
                    
                        | Close | 
                        5.390 | 
                        5.656 | 
                        0.266 | 
                        4.9% | 
                        5.390 | 
                     
                    
                        | Range | 
                        0.147 | 
                        0.144 | 
                        -0.003 | 
                        -2.0% | 
                        0.570 | 
                     
                    
                        | ATR | 
                        0.183 | 
                        0.189 | 
                        0.006 | 
                        3.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,534 | 
                        1,849 | 
                        -685 | 
                        -27.0% | 
                        13,059 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.043 | 
                5.993 | 
                5.735 | 
                 | 
             
            
                | R3 | 
                5.899 | 
                5.849 | 
                5.696 | 
                 | 
             
            
                | R2 | 
                5.755 | 
                5.755 | 
                5.682 | 
                 | 
             
            
                | R1 | 
                5.705 | 
                5.705 | 
                5.669 | 
                5.728 | 
             
            
                | PP | 
                5.611 | 
                5.611 | 
                5.611 | 
                5.622 | 
             
            
                | S1 | 
                5.561 | 
                5.561 | 
                5.643 | 
                5.584 | 
             
            
                | S2 | 
                5.467 | 
                5.467 | 
                5.630 | 
                 | 
             
            
                | S3 | 
                5.323 | 
                5.417 | 
                5.616 | 
                 | 
             
            
                | S4 | 
                5.179 | 
                5.273 | 
                5.577 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            6.272 | 
         
        
            | 
2.618             | 
            6.037 | 
         
        
            | 
1.618             | 
            5.893 | 
         
        
            | 
1.000             | 
            5.804 | 
         
        
            | 
0.618             | 
            5.749 | 
         
        
            | 
HIGH             | 
            5.660 | 
         
        
            | 
0.618             | 
            5.605 | 
         
        
            | 
0.500             | 
            5.588 | 
         
        
            | 
0.382             | 
            5.571 | 
         
        
            | 
LOW             | 
            5.516 | 
         
        
            | 
0.618             | 
            5.427 | 
         
        
            | 
1.000             | 
            5.372 | 
         
        
            | 
1.618             | 
            5.283 | 
         
        
            | 
2.618             | 
            5.139 | 
         
        
            | 
4.250             | 
            4.904 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.633 | 
                                5.609 | 
                             
                            
                                | PP | 
                                5.611 | 
                                5.562 | 
                             
                            
                                | S1 | 
                                5.588 | 
                                5.515 | 
                             
             
         |