NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Mar-2010 | 
                    15-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.753 | 
                        4.650 | 
                        -0.103 | 
                        -2.2% | 
                        4.819 | 
                     
                    
                        | High | 
                        4.753 | 
                        4.750 | 
                        -0.003 | 
                        -0.1% | 
                        4.875 | 
                     
                    
                        | Low | 
                        4.684 | 
                        4.650 | 
                        -0.034 | 
                        -0.7% | 
                        4.684 | 
                     
                    
                        | Close | 
                        4.702 | 
                        4.703 | 
                        0.001 | 
                        0.0% | 
                        4.702 | 
                     
                    
                        | Range | 
                        0.069 | 
                        0.100 | 
                        0.031 | 
                        44.9% | 
                        0.191 | 
                     
                    
                        | ATR | 
                        0.133 | 
                        0.131 | 
                        -0.002 | 
                        -1.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        8,177 | 
                        4,919 | 
                        -3,258 | 
                        -39.8% | 
                        36,745 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.001 | 
                4.952 | 
                4.758 | 
                 | 
             
            
                | R3 | 
                4.901 | 
                4.852 | 
                4.731 | 
                 | 
             
            
                | R2 | 
                4.801 | 
                4.801 | 
                4.721 | 
                 | 
             
            
                | R1 | 
                4.752 | 
                4.752 | 
                4.712 | 
                4.777 | 
             
            
                | PP | 
                4.701 | 
                4.701 | 
                4.701 | 
                4.713 | 
             
            
                | S1 | 
                4.652 | 
                4.652 | 
                4.694 | 
                4.677 | 
             
            
                | S2 | 
                4.601 | 
                4.601 | 
                4.685 | 
                 | 
             
            
                | S3 | 
                4.501 | 
                4.552 | 
                4.676 | 
                 | 
             
            
                | S4 | 
                4.401 | 
                4.452 | 
                4.648 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.650 | 
                0.225 | 
                4.8% | 
                0.109 | 
                2.3% | 
                24% | 
                False | 
                True | 
                7,328 | 
                 
                
                | 10 | 
                5.058 | 
                4.650 | 
                0.408 | 
                8.7% | 
                0.106 | 
                2.3% | 
                13% | 
                False | 
                True | 
                5,997 | 
                 
                
                | 20 | 
                5.752 | 
                4.650 | 
                1.102 | 
                23.4% | 
                0.111 | 
                2.4% | 
                5% | 
                False | 
                True | 
                4,847 | 
                 
                
                | 40 | 
                5.951 | 
                4.650 | 
                1.301 | 
                27.7% | 
                0.124 | 
                2.6% | 
                4% | 
                False | 
                True | 
                3,681 | 
                 
                
                | 60 | 
                6.111 | 
                4.650 | 
                1.461 | 
                31.1% | 
                0.143 | 
                3.0% | 
                4% | 
                False | 
                True | 
                3,430 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.175 | 
         
        
            | 
2.618             | 
            5.012 | 
         
        
            | 
1.618             | 
            4.912 | 
         
        
            | 
1.000             | 
            4.850 | 
         
        
            | 
0.618             | 
            4.812 | 
         
        
            | 
HIGH             | 
            4.750 | 
         
        
            | 
0.618             | 
            4.712 | 
         
        
            | 
0.500             | 
            4.700 | 
         
        
            | 
0.382             | 
            4.688 | 
         
        
            | 
LOW             | 
            4.650 | 
         
        
            | 
0.618             | 
            4.588 | 
         
        
            | 
1.000             | 
            4.550 | 
         
        
            | 
1.618             | 
            4.488 | 
         
        
            | 
2.618             | 
            4.388 | 
         
        
            | 
4.250             | 
            4.225 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.702 | 
                                4.739 | 
                             
                            
                                | PP | 
                                4.701 | 
                                4.727 | 
                             
                            
                                | S1 | 
                                4.700 | 
                                4.715 | 
                             
             
         |