NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Mar-2010 | 
                    12-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.827 | 
                        4.753 | 
                        -0.074 | 
                        -1.5% | 
                        4.819 | 
                     
                    
                        | High | 
                        4.827 | 
                        4.753 | 
                        -0.074 | 
                        -1.5% | 
                        4.875 | 
                     
                    
                        | Low | 
                        4.717 | 
                        4.684 | 
                        -0.033 | 
                        -0.7% | 
                        4.684 | 
                     
                    
                        | Close | 
                        4.740 | 
                        4.702 | 
                        -0.038 | 
                        -0.8% | 
                        4.702 | 
                     
                    
                        | Range | 
                        0.110 | 
                        0.069 | 
                        -0.041 | 
                        -37.3% | 
                        0.191 | 
                     
                    
                        | ATR | 
                        0.138 | 
                        0.133 | 
                        -0.005 | 
                        -3.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        13,262 | 
                        8,177 | 
                        -5,085 | 
                        -38.3% | 
                        36,745 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.920 | 
                4.880 | 
                4.740 | 
                 | 
             
            
                | R3 | 
                4.851 | 
                4.811 | 
                4.721 | 
                 | 
             
            
                | R2 | 
                4.782 | 
                4.782 | 
                4.715 | 
                 | 
             
            
                | R1 | 
                4.742 | 
                4.742 | 
                4.708 | 
                4.728 | 
             
            
                | PP | 
                4.713 | 
                4.713 | 
                4.713 | 
                4.706 | 
             
            
                | S1 | 
                4.673 | 
                4.673 | 
                4.696 | 
                4.659 | 
             
            
                | S2 | 
                4.644 | 
                4.644 | 
                4.689 | 
                 | 
             
            
                | S3 | 
                4.575 | 
                4.604 | 
                4.683 | 
                 | 
             
            
                | S4 | 
                4.506 | 
                4.535 | 
                4.664 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.327 | 
                5.205 | 
                4.807 | 
                 | 
             
            
                | R3 | 
                5.136 | 
                5.014 | 
                4.755 | 
                 | 
             
            
                | R2 | 
                4.945 | 
                4.945 | 
                4.737 | 
                 | 
             
            
                | R1 | 
                4.823 | 
                4.823 | 
                4.720 | 
                4.789 | 
             
            
                | PP | 
                4.754 | 
                4.754 | 
                4.754 | 
                4.736 | 
             
            
                | S1 | 
                4.632 | 
                4.632 | 
                4.684 | 
                4.598 | 
             
            
                | S2 | 
                4.563 | 
                4.563 | 
                4.667 | 
                 | 
             
            
                | S3 | 
                4.372 | 
                4.441 | 
                4.649 | 
                 | 
             
            
                | S4 | 
                4.181 | 
                4.250 | 
                4.597 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.875 | 
                4.684 | 
                0.191 | 
                4.1% | 
                0.108 | 
                2.3% | 
                9% | 
                False | 
                True | 
                7,349 | 
                 
                
                | 10 | 
                5.139 | 
                4.684 | 
                0.455 | 
                9.7% | 
                0.114 | 
                2.4% | 
                4% | 
                False | 
                True | 
                5,774 | 
                 
                
                | 20 | 
                5.752 | 
                4.684 | 
                1.068 | 
                22.7% | 
                0.115 | 
                2.4% | 
                2% | 
                False | 
                True | 
                4,701 | 
                 
                
                | 40 | 
                5.960 | 
                4.684 | 
                1.276 | 
                27.1% | 
                0.127 | 
                2.7% | 
                1% | 
                False | 
                True | 
                3,603 | 
                 
                
                | 60 | 
                6.111 | 
                4.684 | 
                1.427 | 
                30.3% | 
                0.142 | 
                3.0% | 
                1% | 
                False | 
                True | 
                3,402 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.046 | 
         
        
            | 
2.618             | 
            4.934 | 
         
        
            | 
1.618             | 
            4.865 | 
         
        
            | 
1.000             | 
            4.822 | 
         
        
            | 
0.618             | 
            4.796 | 
         
        
            | 
HIGH             | 
            4.753 | 
         
        
            | 
0.618             | 
            4.727 | 
         
        
            | 
0.500             | 
            4.719 | 
         
        
            | 
0.382             | 
            4.710 | 
         
        
            | 
LOW             | 
            4.684 | 
         
        
            | 
0.618             | 
            4.641 | 
         
        
            | 
1.000             | 
            4.615 | 
         
        
            | 
1.618             | 
            4.572 | 
         
        
            | 
2.618             | 
            4.503 | 
         
        
            | 
4.250             | 
            4.391 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.719 | 
                                4.780 | 
                             
                            
                                | PP | 
                                4.713 | 
                                4.754 | 
                             
                            
                                | S1 | 
                                4.708 | 
                                4.728 | 
                             
             
         |