NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Apr-2010 | 
                    05-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.200 | 
                        4.575 | 
                        0.375 | 
                        8.9% | 
                        4.160 | 
                     
                    
                        | High | 
                        4.417 | 
                        4.601 | 
                        0.184 | 
                        4.2% | 
                        4.417 | 
                     
                    
                        | Low | 
                        4.120 | 
                        4.310 | 
                        0.190 | 
                        4.6% | 
                        4.117 | 
                     
                    
                        | Close | 
                        4.370 | 
                        4.575 | 
                        0.205 | 
                        4.7% | 
                        4.370 | 
                     
                    
                        | Range | 
                        0.297 | 
                        0.291 | 
                        -0.006 | 
                        -2.0% | 
                        0.300 | 
                     
                    
                        | ATR | 
                        0.140 | 
                        0.151 | 
                        0.011 | 
                        7.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        10,453 | 
                        15,490 | 
                        5,037 | 
                        48.2% | 
                        27,124 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.368 | 
                5.263 | 
                4.735 | 
                 | 
             
            
                | R3 | 
                5.077 | 
                4.972 | 
                4.655 | 
                 | 
             
            
                | R2 | 
                4.786 | 
                4.786 | 
                4.628 | 
                 | 
             
            
                | R1 | 
                4.681 | 
                4.681 | 
                4.602 | 
                4.721 | 
             
            
                | PP | 
                4.495 | 
                4.495 | 
                4.495 | 
                4.515 | 
             
            
                | S1 | 
                4.390 | 
                4.390 | 
                4.548 | 
                4.430 | 
             
            
                | S2 | 
                4.204 | 
                4.204 | 
                4.522 | 
                 | 
             
            
                | S3 | 
                3.913 | 
                4.099 | 
                4.495 | 
                 | 
             
            
                | S4 | 
                3.622 | 
                3.808 | 
                4.415 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.201 | 
                5.086 | 
                4.535 | 
                 | 
             
            
                | R3 | 
                4.901 | 
                4.786 | 
                4.453 | 
                 | 
             
            
                | R2 | 
                4.601 | 
                4.601 | 
                4.425 | 
                 | 
             
            
                | R1 | 
                4.486 | 
                4.486 | 
                4.398 | 
                4.544 | 
             
            
                | PP | 
                4.301 | 
                4.301 | 
                4.301 | 
                4.330 | 
             
            
                | S1 | 
                4.186 | 
                4.186 | 
                4.343 | 
                4.244 | 
             
            
                | S2 | 
                4.001 | 
                4.001 | 
                4.315 | 
                 | 
             
            
                | S3 | 
                3.701 | 
                3.886 | 
                4.288 | 
                 | 
             
            
                | S4 | 
                3.401 | 
                3.586 | 
                4.205 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.601 | 
                4.117 | 
                0.484 | 
                10.6% | 
                0.205 | 
                4.5% | 
                95% | 
                True | 
                False | 
                8,522 | 
                 
                
                | 10 | 
                4.601 | 
                4.117 | 
                0.484 | 
                10.6% | 
                0.152 | 
                3.3% | 
                95% | 
                True | 
                False | 
                6,454 | 
                 
                
                | 20 | 
                4.875 | 
                4.117 | 
                0.758 | 
                16.6% | 
                0.131 | 
                2.9% | 
                60% | 
                False | 
                False | 
                6,410 | 
                 
                
                | 40 | 
                5.864 | 
                4.117 | 
                1.747 | 
                38.2% | 
                0.127 | 
                2.8% | 
                26% | 
                False | 
                False | 
                5,079 | 
                 
                
                | 60 | 
                6.111 | 
                4.117 | 
                1.994 | 
                43.6% | 
                0.134 | 
                2.9% | 
                23% | 
                False | 
                False | 
                4,200 | 
                 
                
                | 80 | 
                6.111 | 
                4.117 | 
                1.994 | 
                43.6% | 
                0.146 | 
                3.2% | 
                23% | 
                False | 
                False | 
                3,904 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.838 | 
         
        
            | 
2.618             | 
            5.363 | 
         
        
            | 
1.618             | 
            5.072 | 
         
        
            | 
1.000             | 
            4.892 | 
         
        
            | 
0.618             | 
            4.781 | 
         
        
            | 
HIGH             | 
            4.601 | 
         
        
            | 
0.618             | 
            4.490 | 
         
        
            | 
0.500             | 
            4.456 | 
         
        
            | 
0.382             | 
            4.421 | 
         
        
            | 
LOW             | 
            4.310 | 
         
        
            | 
0.618             | 
            4.130 | 
         
        
            | 
1.000             | 
            4.019 | 
         
        
            | 
1.618             | 
            3.839 | 
         
        
            | 
2.618             | 
            3.548 | 
         
        
            | 
4.250             | 
            3.073 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.535 | 
                                4.504 | 
                             
                            
                                | PP | 
                                4.495 | 
                                4.432 | 
                             
                            
                                | S1 | 
                                4.456 | 
                                4.361 | 
                             
             
         |