NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Mar-2010 | 
                    18-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.641 | 
                        4.394 | 
                        -0.247 | 
                        -5.3% | 
                        4.819 | 
                     
                    
                        | High | 
                        4.643 | 
                        4.567 | 
                        -0.076 | 
                        -1.6% | 
                        4.875 | 
                     
                    
                        | Low | 
                        4.590 | 
                        4.371 | 
                        -0.219 | 
                        -4.8% | 
                        4.684 | 
                     
                    
                        | Close | 
                        4.603 | 
                        4.394 | 
                        -0.209 | 
                        -4.5% | 
                        4.702 | 
                     
                    
                        | Range | 
                        0.053 | 
                        0.196 | 
                        0.143 | 
                        269.8% | 
                        0.191 | 
                     
                    
                        | ATR | 
                        0.122 | 
                        0.130 | 
                        0.008 | 
                        6.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3,445 | 
                        2,959 | 
                        -486 | 
                        -14.1% | 
                        36,745 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.032 | 
                4.909 | 
                4.502 | 
                 | 
             
            
                | R3 | 
                4.836 | 
                4.713 | 
                4.448 | 
                 | 
             
            
                | R2 | 
                4.640 | 
                4.640 | 
                4.430 | 
                 | 
             
            
                | R1 | 
                4.517 | 
                4.517 | 
                4.412 | 
                4.492 | 
             
            
                | PP | 
                4.444 | 
                4.444 | 
                4.444 | 
                4.432 | 
             
            
                | S1 | 
                4.321 | 
                4.321 | 
                4.376 | 
                4.296 | 
             
            
                | S2 | 
                4.248 | 
                4.248 | 
                4.358 | 
                 | 
             
            
                | S3 | 
                4.052 | 
                4.125 | 
                4.340 | 
                 | 
             
            
                | S4 | 
                3.856 | 
                3.929 | 
                4.286 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.753 | 
                4.371 | 
                0.382 | 
                8.7% | 
                0.100 | 
                2.3% | 
                6% | 
                False | 
                True | 
                4,584 | 
                 
                
                | 10 | 
                4.910 | 
                4.371 | 
                0.539 | 
                12.3% | 
                0.104 | 
                2.4% | 
                4% | 
                False | 
                True | 
                5,798 | 
                 
                
                | 20 | 
                5.360 | 
                4.371 | 
                0.989 | 
                22.5% | 
                0.104 | 
                2.4% | 
                2% | 
                False | 
                True | 
                4,729 | 
                 
                
                | 40 | 
                5.951 | 
                4.371 | 
                1.580 | 
                36.0% | 
                0.124 | 
                2.8% | 
                1% | 
                False | 
                True | 
                3,780 | 
                 
                
                | 60 | 
                6.111 | 
                4.371 | 
                1.740 | 
                39.6% | 
                0.139 | 
                3.2% | 
                1% | 
                False | 
                True | 
                3,386 | 
                 
                
                | 80 | 
                6.111 | 
                4.371 | 
                1.740 | 
                39.6% | 
                0.152 | 
                3.5% | 
                1% | 
                False | 
                True | 
                3,187 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.400 | 
         
        
            | 
2.618             | 
            5.080 | 
         
        
            | 
1.618             | 
            4.884 | 
         
        
            | 
1.000             | 
            4.763 | 
         
        
            | 
0.618             | 
            4.688 | 
         
        
            | 
HIGH             | 
            4.567 | 
         
        
            | 
0.618             | 
            4.492 | 
         
        
            | 
0.500             | 
            4.469 | 
         
        
            | 
0.382             | 
            4.446 | 
         
        
            | 
LOW             | 
            4.371 | 
         
        
            | 
0.618             | 
            4.250 | 
         
        
            | 
1.000             | 
            4.175 | 
         
        
            | 
1.618             | 
            4.054 | 
         
        
            | 
2.618             | 
            3.858 | 
         
        
            | 
4.250             | 
            3.538 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.469 | 
                                4.543 | 
                             
                            
                                | PP | 
                                4.444 | 
                                4.493 | 
                             
                            
                                | S1 | 
                                4.419 | 
                                4.444 | 
                             
             
         |