NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Mar-2010 | 
                    23-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.379 | 
                        4.402 | 
                        0.023 | 
                        0.5% | 
                        4.650 | 
                     
                    
                        | High | 
                        4.438 | 
                        4.441 | 
                        0.003 | 
                        0.1% | 
                        4.750 | 
                     
                    
                        | Low | 
                        4.337 | 
                        4.358 | 
                        0.021 | 
                        0.5% | 
                        4.359 | 
                     
                    
                        | Close | 
                        4.379 | 
                        4.423 | 
                        0.044 | 
                        1.0% | 
                        4.462 | 
                     
                    
                        | Range | 
                        0.101 | 
                        0.083 | 
                        -0.018 | 
                        -17.8% | 
                        0.391 | 
                     
                    
                        | ATR | 
                        0.129 | 
                        0.126 | 
                        -0.003 | 
                        -2.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        4,036 | 
                        4,318 | 
                        282 | 
                        7.0% | 
                        26,911 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.656 | 
                4.623 | 
                4.469 | 
                 | 
             
            
                | R3 | 
                4.573 | 
                4.540 | 
                4.446 | 
                 | 
             
            
                | R2 | 
                4.490 | 
                4.490 | 
                4.438 | 
                 | 
             
            
                | R1 | 
                4.457 | 
                4.457 | 
                4.431 | 
                4.474 | 
             
            
                | PP | 
                4.407 | 
                4.407 | 
                4.407 | 
                4.416 | 
             
            
                | S1 | 
                4.374 | 
                4.374 | 
                4.415 | 
                4.391 | 
             
            
                | S2 | 
                4.324 | 
                4.324 | 
                4.408 | 
                 | 
             
            
                | S3 | 
                4.241 | 
                4.291 | 
                4.400 | 
                 | 
             
            
                | S4 | 
                4.158 | 
                4.208 | 
                4.377 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.643 | 
                4.337 | 
                0.306 | 
                6.9% | 
                0.111 | 
                2.5% | 
                28% | 
                False | 
                False | 
                5,384 | 
                 
                
                | 10 | 
                4.875 | 
                4.337 | 
                0.538 | 
                12.2% | 
                0.106 | 
                2.4% | 
                16% | 
                False | 
                False | 
                6,202 | 
                 
                
                | 20 | 
                5.199 | 
                4.337 | 
                0.862 | 
                19.5% | 
                0.108 | 
                2.4% | 
                10% | 
                False | 
                False | 
                5,074 | 
                 
                
                | 40 | 
                5.864 | 
                4.337 | 
                1.527 | 
                34.5% | 
                0.122 | 
                2.8% | 
                6% | 
                False | 
                False | 
                4,130 | 
                 
                
                | 60 | 
                6.111 | 
                4.337 | 
                1.774 | 
                40.1% | 
                0.133 | 
                3.0% | 
                5% | 
                False | 
                False | 
                3,627 | 
                 
                
                | 80 | 
                6.111 | 
                4.337 | 
                1.774 | 
                40.1% | 
                0.151 | 
                3.4% | 
                5% | 
                False | 
                False | 
                3,390 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.794 | 
         
        
            | 
2.618             | 
            4.658 | 
         
        
            | 
1.618             | 
            4.575 | 
         
        
            | 
1.000             | 
            4.524 | 
         
        
            | 
0.618             | 
            4.492 | 
         
        
            | 
HIGH             | 
            4.441 | 
         
        
            | 
0.618             | 
            4.409 | 
         
        
            | 
0.500             | 
            4.400 | 
         
        
            | 
0.382             | 
            4.390 | 
         
        
            | 
LOW             | 
            4.358 | 
         
        
            | 
0.618             | 
            4.307 | 
         
        
            | 
1.000             | 
            4.275 | 
         
        
            | 
1.618             | 
            4.224 | 
         
        
            | 
2.618             | 
            4.141 | 
         
        
            | 
4.250             | 
            4.005 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.415 | 
                                4.418 | 
                             
                            
                                | PP | 
                                4.407 | 
                                4.413 | 
                             
                            
                                | S1 | 
                                4.400 | 
                                4.409 | 
                             
             
         |