NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Feb-2010 | 
                    22-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.316 | 
                        5.204 | 
                        -0.112 | 
                        -2.1% | 
                        5.570 | 
                     
                    
                        | High | 
                        5.360 | 
                        5.210 | 
                        -0.150 | 
                        -2.8% | 
                        5.752 | 
                     
                    
                        | Low | 
                        5.287 | 
                        5.137 | 
                        -0.150 | 
                        -2.8% | 
                        5.287 | 
                     
                    
                        | Close | 
                        5.316 | 
                        5.183 | 
                        -0.133 | 
                        -2.5% | 
                        5.316 | 
                     
                    
                        | Range | 
                        0.073 | 
                        0.073 | 
                        0.000 | 
                        0.0% | 
                        0.465 | 
                     
                    
                        | ATR | 
                        0.167 | 
                        0.167 | 
                        0.001 | 
                        0.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        6,670 | 
                        3,802 | 
                        -2,868 | 
                        -43.0% | 
                        18,863 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.396 | 
                5.362 | 
                5.223 | 
                 | 
             
            
                | R3 | 
                5.323 | 
                5.289 | 
                5.203 | 
                 | 
             
            
                | R2 | 
                5.250 | 
                5.250 | 
                5.196 | 
                 | 
             
            
                | R1 | 
                5.216 | 
                5.216 | 
                5.190 | 
                5.197 | 
             
            
                | PP | 
                5.177 | 
                5.177 | 
                5.177 | 
                5.167 | 
             
            
                | S1 | 
                5.143 | 
                5.143 | 
                5.176 | 
                5.124 | 
             
            
                | S2 | 
                5.104 | 
                5.104 | 
                5.170 | 
                 | 
             
            
                | S3 | 
                5.031 | 
                5.070 | 
                5.163 | 
                 | 
             
            
                | S4 | 
                4.958 | 
                4.997 | 
                5.143 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                5.137 | 
                0.615 | 
                11.9% | 
                0.121 | 
                2.3% | 
                7% | 
                False | 
                True | 
                4,533 | 
                 
                
                | 10 | 
                5.864 | 
                5.137 | 
                0.727 | 
                14.0% | 
                0.133 | 
                2.6% | 
                6% | 
                False | 
                True | 
                4,002 | 
                 
                
                | 20 | 
                5.940 | 
                5.137 | 
                0.803 | 
                15.5% | 
                0.138 | 
                2.7% | 
                6% | 
                False | 
                True | 
                3,196 | 
                 
                
                | 40 | 
                6.111 | 
                5.137 | 
                0.974 | 
                18.8% | 
                0.148 | 
                2.9% | 
                5% | 
                False | 
                True | 
                2,879 | 
                 
                
                | 60 | 
                6.111 | 
                4.920 | 
                1.191 | 
                23.0% | 
                0.166 | 
                3.2% | 
                22% | 
                False | 
                False | 
                2,787 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.520 | 
         
        
            | 
2.618             | 
            5.401 | 
         
        
            | 
1.618             | 
            5.328 | 
         
        
            | 
1.000             | 
            5.283 | 
         
        
            | 
0.618             | 
            5.255 | 
         
        
            | 
HIGH             | 
            5.210 | 
         
        
            | 
0.618             | 
            5.182 | 
         
        
            | 
0.500             | 
            5.174 | 
         
        
            | 
0.382             | 
            5.165 | 
         
        
            | 
LOW             | 
            5.137 | 
         
        
            | 
0.618             | 
            5.092 | 
         
        
            | 
1.000             | 
            5.064 | 
         
        
            | 
1.618             | 
            5.019 | 
         
        
            | 
2.618             | 
            4.946 | 
         
        
            | 
4.250             | 
            4.827 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.180 | 
                                5.359 | 
                             
                            
                                | PP | 
                                5.177 | 
                                5.300 | 
                             
                            
                                | S1 | 
                                5.174 | 
                                5.242 | 
                             
             
         |