NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Apr-2010 | 
                    08-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.439 | 
                        4.327 | 
                        -0.112 | 
                        -2.5% | 
                        4.160 | 
                     
                    
                        | High | 
                        4.461 | 
                        4.374 | 
                        -0.087 | 
                        -2.0% | 
                        4.417 | 
                     
                    
                        | Low | 
                        4.320 | 
                        4.178 | 
                        -0.142 | 
                        -3.3% | 
                        4.117 | 
                     
                    
                        | Close | 
                        4.326 | 
                        4.233 | 
                        -0.093 | 
                        -2.1% | 
                        4.370 | 
                     
                    
                        | Range | 
                        0.141 | 
                        0.196 | 
                        0.055 | 
                        39.0% | 
                        0.300 | 
                     
                    
                        | ATR | 
                        0.155 | 
                        0.158 | 
                        0.003 | 
                        1.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        14,599 | 
                        12,099 | 
                        -2,500 | 
                        -17.1% | 
                        27,124 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.850 | 
                4.737 | 
                4.341 | 
                 | 
             
            
                | R3 | 
                4.654 | 
                4.541 | 
                4.287 | 
                 | 
             
            
                | R2 | 
                4.458 | 
                4.458 | 
                4.269 | 
                 | 
             
            
                | R1 | 
                4.345 | 
                4.345 | 
                4.251 | 
                4.304 | 
             
            
                | PP | 
                4.262 | 
                4.262 | 
                4.262 | 
                4.241 | 
             
            
                | S1 | 
                4.149 | 
                4.149 | 
                4.215 | 
                4.108 | 
             
            
                | S2 | 
                4.066 | 
                4.066 | 
                4.197 | 
                 | 
             
            
                | S3 | 
                3.870 | 
                3.953 | 
                4.179 | 
                 | 
             
            
                | S4 | 
                3.674 | 
                3.757 | 
                4.125 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.120 | 
                0.481 | 
                11.4% | 
                0.230 | 
                5.4% | 
                23% | 
                False | 
                False | 
                13,232 | 
                 
                
                | 10 | 
                4.601 | 
                4.117 | 
                0.484 | 
                11.4% | 
                0.184 | 
                4.3% | 
                24% | 
                False | 
                False | 
                9,250 | 
                 
                
                | 20 | 
                4.827 | 
                4.117 | 
                0.710 | 
                16.8% | 
                0.141 | 
                3.3% | 
                16% | 
                False | 
                False | 
                7,655 | 
                 
                
                | 40 | 
                5.752 | 
                4.117 | 
                1.635 | 
                38.6% | 
                0.127 | 
                3.0% | 
                7% | 
                False | 
                False | 
                5,854 | 
                 
                
                | 60 | 
                5.960 | 
                4.117 | 
                1.843 | 
                43.5% | 
                0.134 | 
                3.2% | 
                6% | 
                False | 
                False | 
                4,671 | 
                 
                
                | 80 | 
                6.111 | 
                4.117 | 
                1.994 | 
                47.1% | 
                0.144 | 
                3.4% | 
                6% | 
                False | 
                False | 
                4,300 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.207 | 
         
        
            | 
2.618             | 
            4.887 | 
         
        
            | 
1.618             | 
            4.691 | 
         
        
            | 
1.000             | 
            4.570 | 
         
        
            | 
0.618             | 
            4.495 | 
         
        
            | 
HIGH             | 
            4.374 | 
         
        
            | 
0.618             | 
            4.299 | 
         
        
            | 
0.500             | 
            4.276 | 
         
        
            | 
0.382             | 
            4.253 | 
         
        
            | 
LOW             | 
            4.178 | 
         
        
            | 
0.618             | 
            4.057 | 
         
        
            | 
1.000             | 
            3.982 | 
         
        
            | 
1.618             | 
            3.861 | 
         
        
            | 
2.618             | 
            3.665 | 
         
        
            | 
4.250             | 
            3.345 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.276 | 
                                4.386 | 
                             
                            
                                | PP | 
                                4.262 | 
                                4.335 | 
                             
                            
                                | S1 | 
                                4.247 | 
                                4.284 | 
                             
             
         |