NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Mar-2010 | 
                    01-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.269 | 
                        4.200 | 
                        -0.069 | 
                        -1.6% | 
                        4.379 | 
                     
                    
                        | High | 
                        4.345 | 
                        4.417 | 
                        0.072 | 
                        1.7% | 
                        4.441 | 
                     
                    
                        | Low | 
                        4.153 | 
                        4.120 | 
                        -0.033 | 
                        -0.8% | 
                        4.177 | 
                     
                    
                        | Close | 
                        4.163 | 
                        4.370 | 
                        0.207 | 
                        5.0% | 
                        4.171 | 
                     
                    
                        | Range | 
                        0.192 | 
                        0.297 | 
                        0.105 | 
                        54.7% | 
                        0.264 | 
                     
                    
                        | ATR | 
                        0.128 | 
                        0.140 | 
                        0.012 | 
                        9.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        5,442 | 
                        10,453 | 
                        5,011 | 
                        92.1% | 
                        21,934 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.193 | 
                5.079 | 
                4.533 | 
                 | 
             
            
                | R3 | 
                4.896 | 
                4.782 | 
                4.452 | 
                 | 
             
            
                | R2 | 
                4.599 | 
                4.599 | 
                4.424 | 
                 | 
             
            
                | R1 | 
                4.485 | 
                4.485 | 
                4.397 | 
                4.542 | 
             
            
                | PP | 
                4.302 | 
                4.302 | 
                4.302 | 
                4.331 | 
             
            
                | S1 | 
                4.188 | 
                4.188 | 
                4.343 | 
                4.245 | 
             
            
                | S2 | 
                4.005 | 
                4.005 | 
                4.316 | 
                 | 
             
            
                | S3 | 
                3.708 | 
                3.891 | 
                4.288 | 
                 | 
             
            
                | S4 | 
                3.411 | 
                3.594 | 
                4.207 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.055 | 
                4.877 | 
                4.316 | 
                 | 
             
            
                | R3 | 
                4.791 | 
                4.613 | 
                4.244 | 
                 | 
             
            
                | R2 | 
                4.527 | 
                4.527 | 
                4.219 | 
                 | 
             
            
                | R1 | 
                4.349 | 
                4.349 | 
                4.195 | 
                4.306 | 
             
            
                | PP | 
                4.263 | 
                4.263 | 
                4.263 | 
                4.242 | 
             
            
                | S1 | 
                4.085 | 
                4.085 | 
                4.147 | 
                4.042 | 
             
            
                | S2 | 
                3.999 | 
                3.999 | 
                4.123 | 
                 | 
             
            
                | S3 | 
                3.735 | 
                3.821 | 
                4.098 | 
                 | 
             
            
                | S4 | 
                3.471 | 
                3.557 | 
                4.026 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.417 | 
                4.117 | 
                0.300 | 
                6.9% | 
                0.165 | 
                3.8% | 
                84% | 
                True | 
                False | 
                6,574 | 
                 
                
                | 10 | 
                4.480 | 
                4.117 | 
                0.363 | 
                8.3% | 
                0.135 | 
                3.1% | 
                70% | 
                False | 
                False | 
                6,122 | 
                 
                
                | 20 | 
                4.910 | 
                4.117 | 
                0.793 | 
                18.1% | 
                0.120 | 
                2.7% | 
                32% | 
                False | 
                False | 
                5,960 | 
                 
                
                | 40 | 
                5.864 | 
                4.117 | 
                1.747 | 
                40.0% | 
                0.124 | 
                2.8% | 
                14% | 
                False | 
                False | 
                4,744 | 
                 
                
                | 60 | 
                6.111 | 
                4.117 | 
                1.994 | 
                45.6% | 
                0.132 | 
                3.0% | 
                13% | 
                False | 
                False | 
                3,980 | 
                 
                
                | 80 | 
                6.111 | 
                4.117 | 
                1.994 | 
                45.6% | 
                0.146 | 
                3.3% | 
                13% | 
                False | 
                False | 
                3,730 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.679 | 
         
        
            | 
2.618             | 
            5.195 | 
         
        
            | 
1.618             | 
            4.898 | 
         
        
            | 
1.000             | 
            4.714 | 
         
        
            | 
0.618             | 
            4.601 | 
         
        
            | 
HIGH             | 
            4.417 | 
         
        
            | 
0.618             | 
            4.304 | 
         
        
            | 
0.500             | 
            4.269 | 
         
        
            | 
0.382             | 
            4.233 | 
         
        
            | 
LOW             | 
            4.120 | 
         
        
            | 
0.618             | 
            3.936 | 
         
        
            | 
1.000             | 
            3.823 | 
         
        
            | 
1.618             | 
            3.639 | 
         
        
            | 
2.618             | 
            3.342 | 
         
        
            | 
4.250             | 
            2.858 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.336 | 
                                4.336 | 
                             
                            
                                | PP | 
                                4.302 | 
                                4.301 | 
                             
                            
                                | S1 | 
                                4.269 | 
                                4.267 | 
                             
             
         |