NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Mar-2010 | 
                    16-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.650 | 
                        4.655 | 
                        0.005 | 
                        0.1% | 
                        4.819 | 
                     
                    
                        | High | 
                        4.750 | 
                        4.715 | 
                        -0.035 | 
                        -0.7% | 
                        4.875 | 
                     
                    
                        | Low | 
                        4.650 | 
                        4.635 | 
                        -0.015 | 
                        -0.3% | 
                        4.684 | 
                     
                    
                        | Close | 
                        4.703 | 
                        4.655 | 
                        -0.048 | 
                        -1.0% | 
                        4.702 | 
                     
                    
                        | Range | 
                        0.100 | 
                        0.080 | 
                        -0.020 | 
                        -20.0% | 
                        0.191 | 
                     
                    
                        | ATR | 
                        0.131 | 
                        0.127 | 
                        -0.004 | 
                        -2.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        4,919 | 
                        3,424 | 
                        -1,495 | 
                        -30.4% | 
                        36,745 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.908 | 
                4.862 | 
                4.699 | 
                 | 
             
            
                | R3 | 
                4.828 | 
                4.782 | 
                4.677 | 
                 | 
             
            
                | R2 | 
                4.748 | 
                4.748 | 
                4.670 | 
                 | 
             
            
                | R1 | 
                4.702 | 
                4.702 | 
                4.662 | 
                4.695 | 
             
            
                | PP | 
                4.668 | 
                4.668 | 
                4.668 | 
                4.665 | 
             
            
                | S1 | 
                4.622 | 
                4.622 | 
                4.648 | 
                4.615 | 
             
            
                | S2 | 
                4.588 | 
                4.588 | 
                4.640 | 
                 | 
             
            
                | S3 | 
                4.508 | 
                4.542 | 
                4.633 | 
                 | 
             
            
                | S4 | 
                4.428 | 
                4.462 | 
                4.611 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.635 | 
                0.240 | 
                5.2% | 
                0.101 | 
                2.2% | 
                8% | 
                False | 
                True | 
                7,019 | 
                 
                
                | 10 | 
                5.058 | 
                4.635 | 
                0.423 | 
                9.1% | 
                0.108 | 
                2.3% | 
                5% | 
                False | 
                True | 
                5,907 | 
                 
                
                | 20 | 
                5.626 | 
                4.635 | 
                0.991 | 
                21.3% | 
                0.106 | 
                2.3% | 
                2% | 
                False | 
                True | 
                4,794 | 
                 
                
                | 40 | 
                5.951 | 
                4.635 | 
                1.316 | 
                28.3% | 
                0.124 | 
                2.7% | 
                2% | 
                False | 
                True | 
                3,714 | 
                 
                
                | 60 | 
                6.111 | 
                4.635 | 
                1.476 | 
                31.7% | 
                0.142 | 
                3.0% | 
                1% | 
                False | 
                True | 
                3,427 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.055 | 
         
        
            | 
2.618             | 
            4.924 | 
         
        
            | 
1.618             | 
            4.844 | 
         
        
            | 
1.000             | 
            4.795 | 
         
        
            | 
0.618             | 
            4.764 | 
         
        
            | 
HIGH             | 
            4.715 | 
         
        
            | 
0.618             | 
            4.684 | 
         
        
            | 
0.500             | 
            4.675 | 
         
        
            | 
0.382             | 
            4.666 | 
         
        
            | 
LOW             | 
            4.635 | 
         
        
            | 
0.618             | 
            4.586 | 
         
        
            | 
1.000             | 
            4.555 | 
         
        
            | 
1.618             | 
            4.506 | 
         
        
            | 
2.618             | 
            4.426 | 
         
        
            | 
4.250             | 
            4.295 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.675 | 
                                4.694 | 
                             
                            
                                | PP | 
                                4.668 | 
                                4.681 | 
                             
                            
                                | S1 | 
                                4.662 | 
                                4.668 | 
                             
             
         |