NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Feb-2010 | 
                    17-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.570 | 
                        5.609 | 
                        0.039 | 
                        0.7% | 
                        5.642 | 
                     
                    
                        | High | 
                        5.752 | 
                        5.626 | 
                        -0.126 | 
                        -2.2% | 
                        5.864 | 
                     
                    
                        | Low | 
                        5.569 | 
                        5.530 | 
                        -0.039 | 
                        -0.7% | 
                        5.516 | 
                     
                    
                        | Close | 
                        5.570 | 
                        5.609 | 
                        0.039 | 
                        0.7% | 
                        5.694 | 
                     
                    
                        | Range | 
                        0.183 | 
                        0.096 | 
                        -0.087 | 
                        -47.5% | 
                        0.348 | 
                     
                    
                        | ATR | 
                        0.171 | 
                        0.165 | 
                        -0.005 | 
                        -3.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        4,472 | 
                        2,746 | 
                        -1,726 | 
                        -38.6% | 
                        17,361 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.876 | 
                5.839 | 
                5.662 | 
                 | 
             
            
                | R3 | 
                5.780 | 
                5.743 | 
                5.635 | 
                 | 
             
            
                | R2 | 
                5.684 | 
                5.684 | 
                5.627 | 
                 | 
             
            
                | R1 | 
                5.647 | 
                5.647 | 
                5.618 | 
                5.657 | 
             
            
                | PP | 
                5.588 | 
                5.588 | 
                5.588 | 
                5.594 | 
             
            
                | S1 | 
                5.551 | 
                5.551 | 
                5.600 | 
                5.561 | 
             
            
                | S2 | 
                5.492 | 
                5.492 | 
                5.591 | 
                 | 
             
            
                | S3 | 
                5.396 | 
                5.455 | 
                5.583 | 
                 | 
             
            
                | S4 | 
                5.300 | 
                5.359 | 
                5.556 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.735 | 
                6.563 | 
                5.885 | 
                 | 
             
            
                | R3 | 
                6.387 | 
                6.215 | 
                5.790 | 
                 | 
             
            
                | R2 | 
                6.039 | 
                6.039 | 
                5.758 | 
                 | 
             
            
                | R1 | 
                5.867 | 
                5.867 | 
                5.726 | 
                5.953 | 
             
            
                | PP | 
                5.691 | 
                5.691 | 
                5.691 | 
                5.735 | 
             
            
                | S1 | 
                5.519 | 
                5.519 | 
                5.662 | 
                5.605 | 
             
            
                | S2 | 
                5.343 | 
                5.343 | 
                5.630 | 
                 | 
             
            
                | S3 | 
                4.995 | 
                5.171 | 
                5.598 | 
                 | 
             
            
                | S4 | 
                4.647 | 
                4.823 | 
                5.503 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.752 | 
                5.516 | 
                0.236 | 
                4.2% | 
                0.126 | 
                2.2% | 
                39% | 
                False | 
                False | 
                3,537 | 
                 
                
                | 10 | 
                5.864 | 
                5.487 | 
                0.377 | 
                6.7% | 
                0.150 | 
                2.7% | 
                32% | 
                False | 
                False | 
                3,210 | 
                 
                
                | 20 | 
                5.951 | 
                5.370 | 
                0.581 | 
                10.4% | 
                0.141 | 
                2.5% | 
                41% | 
                False | 
                False | 
                2,677 | 
                 
                
                | 40 | 
                6.111 | 
                5.370 | 
                0.741 | 
                13.2% | 
                0.155 | 
                2.8% | 
                32% | 
                False | 
                False | 
                2,762 | 
                 
                
                | 60 | 
                6.111 | 
                4.920 | 
                1.191 | 
                21.2% | 
                0.168 | 
                3.0% | 
                58% | 
                False | 
                False | 
                2,616 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.034 | 
         
        
            | 
2.618             | 
            5.877 | 
         
        
            | 
1.618             | 
            5.781 | 
         
        
            | 
1.000             | 
            5.722 | 
         
        
            | 
0.618             | 
            5.685 | 
         
        
            | 
HIGH             | 
            5.626 | 
         
        
            | 
0.618             | 
            5.589 | 
         
        
            | 
0.500             | 
            5.578 | 
         
        
            | 
0.382             | 
            5.567 | 
         
        
            | 
LOW             | 
            5.530 | 
         
        
            | 
0.618             | 
            5.471 | 
         
        
            | 
1.000             | 
            5.434 | 
         
        
            | 
1.618             | 
            5.375 | 
         
        
            | 
2.618             | 
            5.279 | 
         
        
            | 
4.250             | 
            5.122 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.599 | 
                                5.641 | 
                             
                            
                                | PP | 
                                5.588 | 
                                5.630 | 
                             
                            
                                | S1 | 
                                5.578 | 
                                5.620 | 
                             
             
         |