NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Mar-2010 | 
                    19-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.394 | 
                        4.404 | 
                        0.010 | 
                        0.2% | 
                        4.650 | 
                     
                    
                        | High | 
                        4.567 | 
                        4.480 | 
                        -0.087 | 
                        -1.9% | 
                        4.750 | 
                     
                    
                        | Low | 
                        4.371 | 
                        4.359 | 
                        -0.012 | 
                        -0.3% | 
                        4.359 | 
                     
                    
                        | Close | 
                        4.394 | 
                        4.462 | 
                        0.068 | 
                        1.5% | 
                        4.462 | 
                     
                    
                        | Range | 
                        0.196 | 
                        0.121 | 
                        -0.075 | 
                        -38.3% | 
                        0.391 | 
                     
                    
                        | ATR | 
                        0.130 | 
                        0.130 | 
                        -0.001 | 
                        -0.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,959 | 
                        12,164 | 
                        9,205 | 
                        311.1% | 
                        26,911 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.797 | 
                4.750 | 
                4.529 | 
                 | 
             
            
                | R3 | 
                4.676 | 
                4.629 | 
                4.495 | 
                 | 
             
            
                | R2 | 
                4.555 | 
                4.555 | 
                4.484 | 
                 | 
             
            
                | R1 | 
                4.508 | 
                4.508 | 
                4.473 | 
                4.532 | 
             
            
                | PP | 
                4.434 | 
                4.434 | 
                4.434 | 
                4.445 | 
             
            
                | S1 | 
                4.387 | 
                4.387 | 
                4.451 | 
                4.411 | 
             
            
                | S2 | 
                4.313 | 
                4.313 | 
                4.440 | 
                 | 
             
            
                | S3 | 
                4.192 | 
                4.266 | 
                4.429 | 
                 | 
             
            
                | S4 | 
                4.071 | 
                4.145 | 
                4.395 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.697 | 
                5.470 | 
                4.677 | 
                 | 
             
            
                | R3 | 
                5.306 | 
                5.079 | 
                4.570 | 
                 | 
             
            
                | R2 | 
                4.915 | 
                4.915 | 
                4.534 | 
                 | 
             
            
                | R1 | 
                4.688 | 
                4.688 | 
                4.498 | 
                4.606 | 
             
            
                | PP | 
                4.524 | 
                4.524 | 
                4.524 | 
                4.483 | 
             
            
                | S1 | 
                4.297 | 
                4.297 | 
                4.426 | 
                4.215 | 
             
            
                | S2 | 
                4.133 | 
                4.133 | 
                4.390 | 
                 | 
             
            
                | S3 | 
                3.742 | 
                3.906 | 
                4.354 | 
                 | 
             
            
                | S4 | 
                3.351 | 
                3.515 | 
                4.247 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.750 | 
                4.359 | 
                0.391 | 
                8.8% | 
                0.110 | 
                2.5% | 
                26% | 
                False | 
                True | 
                5,382 | 
                 
                
                | 10 | 
                4.875 | 
                4.359 | 
                0.516 | 
                11.6% | 
                0.109 | 
                2.4% | 
                20% | 
                False | 
                True | 
                6,365 | 
                 
                
                | 20 | 
                5.210 | 
                4.359 | 
                0.851 | 
                19.1% | 
                0.107 | 
                2.4% | 
                12% | 
                False | 
                True | 
                5,003 | 
                 
                
                | 40 | 
                5.951 | 
                4.359 | 
                1.592 | 
                35.7% | 
                0.124 | 
                2.8% | 
                6% | 
                False | 
                True | 
                4,046 | 
                 
                
                | 60 | 
                6.111 | 
                4.359 | 
                1.752 | 
                39.3% | 
                0.137 | 
                3.1% | 
                6% | 
                False | 
                True | 
                3,551 | 
                 
                
                | 80 | 
                6.111 | 
                4.359 | 
                1.752 | 
                39.3% | 
                0.152 | 
                3.4% | 
                6% | 
                False | 
                True | 
                3,310 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.994 | 
         
        
            | 
2.618             | 
            4.797 | 
         
        
            | 
1.618             | 
            4.676 | 
         
        
            | 
1.000             | 
            4.601 | 
         
        
            | 
0.618             | 
            4.555 | 
         
        
            | 
HIGH             | 
            4.480 | 
         
        
            | 
0.618             | 
            4.434 | 
         
        
            | 
0.500             | 
            4.420 | 
         
        
            | 
0.382             | 
            4.405 | 
         
        
            | 
LOW             | 
            4.359 | 
         
        
            | 
0.618             | 
            4.284 | 
         
        
            | 
1.000             | 
            4.238 | 
         
        
            | 
1.618             | 
            4.163 | 
         
        
            | 
2.618             | 
            4.042 | 
         
        
            | 
4.250             | 
            3.845 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.448 | 
                                4.501 | 
                             
                            
                                | PP | 
                                4.434 | 
                                4.488 | 
                             
                            
                                | S1 | 
                                4.420 | 
                                4.475 | 
                             
             
         |