NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Mar-2010 | 
                    10-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.860 | 
                        4.765 | 
                        -0.095 | 
                        -2.0% | 
                        5.050 | 
                     
                    
                        | High | 
                        4.875 | 
                        4.875 | 
                        0.000 | 
                        0.0% | 
                        5.139 | 
                     
                    
                        | Low | 
                        4.755 | 
                        4.731 | 
                        -0.024 | 
                        -0.5% | 
                        4.840 | 
                     
                    
                        | Close | 
                        4.797 | 
                        4.851 | 
                        0.054 | 
                        1.1% | 
                        4.883 | 
                     
                    
                        | Range | 
                        0.120 | 
                        0.144 | 
                        0.024 | 
                        20.0% | 
                        0.299 | 
                     
                    
                        | ATR | 
                        0.138 | 
                        0.138 | 
                        0.000 | 
                        0.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        4,967 | 
                        5,316 | 
                        349 | 
                        7.0% | 
                        21,000 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.251 | 
                5.195 | 
                4.930 | 
                 | 
             
            
                | R3 | 
                5.107 | 
                5.051 | 
                4.891 | 
                 | 
             
            
                | R2 | 
                4.963 | 
                4.963 | 
                4.877 | 
                 | 
             
            
                | R1 | 
                4.907 | 
                4.907 | 
                4.864 | 
                4.935 | 
             
            
                | PP | 
                4.819 | 
                4.819 | 
                4.819 | 
                4.833 | 
             
            
                | S1 | 
                4.763 | 
                4.763 | 
                4.838 | 
                4.791 | 
             
            
                | S2 | 
                4.675 | 
                4.675 | 
                4.825 | 
                 | 
             
            
                | S3 | 
                4.531 | 
                4.619 | 
                4.811 | 
                 | 
             
            
                | S4 | 
                4.387 | 
                4.475 | 
                4.772 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.851 | 
                5.666 | 
                5.047 | 
                 | 
             
            
                | R3 | 
                5.552 | 
                5.367 | 
                4.965 | 
                 | 
             
            
                | R2 | 
                5.253 | 
                5.253 | 
                4.938 | 
                 | 
             
            
                | R1 | 
                5.068 | 
                5.068 | 
                4.910 | 
                5.011 | 
             
            
                | PP | 
                4.954 | 
                4.954 | 
                4.954 | 
                4.926 | 
             
            
                | S1 | 
                4.769 | 
                4.769 | 
                4.856 | 
                4.712 | 
             
            
                | S2 | 
                4.655 | 
                4.655 | 
                4.828 | 
                 | 
             
            
                | S3 | 
                4.356 | 
                4.470 | 
                4.801 | 
                 | 
             
            
                | S4 | 
                4.057 | 
                4.171 | 
                4.719 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.050 | 
                4.731 | 
                0.319 | 
                6.6% | 
                0.126 | 
                2.6% | 
                38% | 
                False | 
                True | 
                5,110 | 
                 
                
                | 10 | 
                5.146 | 
                4.731 | 
                0.415 | 
                8.6% | 
                0.114 | 
                2.3% | 
                29% | 
                False | 
                True | 
                4,181 | 
                 
                
                | 20 | 
                5.752 | 
                4.731 | 
                1.021 | 
                21.0% | 
                0.114 | 
                2.4% | 
                12% | 
                False | 
                True | 
                4,052 | 
                 
                
                | 40 | 
                5.960 | 
                4.731 | 
                1.229 | 
                25.3% | 
                0.131 | 
                2.7% | 
                10% | 
                False | 
                True | 
                3,180 | 
                 
                
                | 60 | 
                6.111 | 
                4.731 | 
                1.380 | 
                28.4% | 
                0.145 | 
                3.0% | 
                9% | 
                False | 
                True | 
                3,182 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.487 | 
         
        
            | 
2.618             | 
            5.252 | 
         
        
            | 
1.618             | 
            5.108 | 
         
        
            | 
1.000             | 
            5.019 | 
         
        
            | 
0.618             | 
            4.964 | 
         
        
            | 
HIGH             | 
            4.875 | 
         
        
            | 
0.618             | 
            4.820 | 
         
        
            | 
0.500             | 
            4.803 | 
         
        
            | 
0.382             | 
            4.786 | 
         
        
            | 
LOW             | 
            4.731 | 
         
        
            | 
0.618             | 
            4.642 | 
         
        
            | 
1.000             | 
            4.587 | 
         
        
            | 
1.618             | 
            4.498 | 
         
        
            | 
2.618             | 
            4.354 | 
         
        
            | 
4.250             | 
            4.119 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.835 | 
                                4.835 | 
                             
                            
                                | PP | 
                                4.819 | 
                                4.819 | 
                             
                            
                                | S1 | 
                                4.803 | 
                                4.803 | 
                             
             
         |