NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Feb-2010 | 
                    19-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.429 | 
                        5.316 | 
                        -0.113 | 
                        -2.1% | 
                        5.570 | 
                     
                    
                        | High | 
                        5.580 | 
                        5.360 | 
                        -0.220 | 
                        -3.9% | 
                        5.752 | 
                     
                    
                        | Low | 
                        5.400 | 
                        5.287 | 
                        -0.113 | 
                        -2.1% | 
                        5.287 | 
                     
                    
                        | Close | 
                        5.429 | 
                        5.316 | 
                        -0.113 | 
                        -2.1% | 
                        5.316 | 
                     
                    
                        | Range | 
                        0.180 | 
                        0.073 | 
                        -0.107 | 
                        -59.4% | 
                        0.465 | 
                     
                    
                        | ATR | 
                        0.168 | 
                        0.167 | 
                        -0.002 | 
                        -1.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        4,975 | 
                        6,670 | 
                        1,695 | 
                        34.1% | 
                        18,863 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.540 | 
                5.501 | 
                5.356 | 
                 | 
             
            
                | R3 | 
                5.467 | 
                5.428 | 
                5.336 | 
                 | 
             
            
                | R2 | 
                5.394 | 
                5.394 | 
                5.329 | 
                 | 
             
            
                | R1 | 
                5.355 | 
                5.355 | 
                5.323 | 
                5.353 | 
             
            
                | PP | 
                5.321 | 
                5.321 | 
                5.321 | 
                5.320 | 
             
            
                | S1 | 
                5.282 | 
                5.282 | 
                5.309 | 
                5.280 | 
             
            
                | S2 | 
                5.248 | 
                5.248 | 
                5.303 | 
                 | 
             
            
                | S3 | 
                5.175 | 
                5.209 | 
                5.296 | 
                 | 
             
            
                | S4 | 
                5.102 | 
                5.136 | 
                5.276 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.847 | 
                6.546 | 
                5.572 | 
                 | 
             
            
                | R3 | 
                6.382 | 
                6.081 | 
                5.444 | 
                 | 
             
            
                | R2 | 
                5.917 | 
                5.917 | 
                5.401 | 
                 | 
             
            
                | R1 | 
                5.616 | 
                5.616 | 
                5.359 | 
                5.534 | 
             
            
                | PP | 
                5.452 | 
                5.452 | 
                5.452 | 
                5.411 | 
             
            
                | S1 | 
                5.151 | 
                5.151 | 
                5.273 | 
                5.069 | 
             
            
                | S2 | 
                4.987 | 
                4.987 | 
                5.231 | 
                 | 
             
            
                | S3 | 
                4.522 | 
                4.686 | 
                5.188 | 
                 | 
             
            
                | S4 | 
                4.057 | 
                4.221 | 
                5.060 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.752 | 
                5.287 | 
                0.465 | 
                8.7% | 
                0.144 | 
                2.7% | 
                6% | 
                False | 
                True | 
                4,174 | 
                 
                
                | 10 | 
                5.864 | 
                5.287 | 
                0.577 | 
                10.9% | 
                0.142 | 
                2.7% | 
                5% | 
                False | 
                True | 
                3,855 | 
                 
                
                | 20 | 
                5.951 | 
                5.287 | 
                0.664 | 
                12.5% | 
                0.141 | 
                2.6% | 
                4% | 
                False | 
                True | 
                3,090 | 
                 
                
                | 40 | 
                6.111 | 
                5.287 | 
                0.824 | 
                15.5% | 
                0.151 | 
                2.8% | 
                4% | 
                False | 
                True | 
                2,824 | 
                 
                
                | 60 | 
                6.111 | 
                4.920 | 
                1.191 | 
                22.4% | 
                0.167 | 
                3.1% | 
                33% | 
                False | 
                False | 
                2,745 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.670 | 
         
        
            | 
2.618             | 
            5.551 | 
         
        
            | 
1.618             | 
            5.478 | 
         
        
            | 
1.000             | 
            5.433 | 
         
        
            | 
0.618             | 
            5.405 | 
         
        
            | 
HIGH             | 
            5.360 | 
         
        
            | 
0.618             | 
            5.332 | 
         
        
            | 
0.500             | 
            5.324 | 
         
        
            | 
0.382             | 
            5.315 | 
         
        
            | 
LOW             | 
            5.287 | 
         
        
            | 
0.618             | 
            5.242 | 
         
        
            | 
1.000             | 
            5.214 | 
         
        
            | 
1.618             | 
            5.169 | 
         
        
            | 
2.618             | 
            5.096 | 
         
        
            | 
4.250             | 
            4.977 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.324 | 
                                5.457 | 
                             
                            
                                | PP | 
                                5.321 | 
                                5.410 | 
                             
                            
                                | S1 | 
                                5.319 | 
                                5.363 | 
                             
             
         |