NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Apr-2010 | 
                    12-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.308 | 
                        4.351 | 
                        0.043 | 
                        1.0% | 
                        4.575 | 
                     
                    
                        | High | 
                        4.429 | 
                        4.508 | 
                        0.079 | 
                        1.8% | 
                        4.601 | 
                     
                    
                        | Low | 
                        4.258 | 
                        4.285 | 
                        0.027 | 
                        0.6% | 
                        4.178 | 
                     
                    
                        | Close | 
                        4.407 | 
                        4.351 | 
                        -0.056 | 
                        -1.3% | 
                        4.407 | 
                     
                    
                        | Range | 
                        0.171 | 
                        0.223 | 
                        0.052 | 
                        30.4% | 
                        0.423 | 
                     
                    
                        | ATR | 
                        0.160 | 
                        0.165 | 
                        0.004 | 
                        2.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        16,929 | 
                        15,153 | 
                        -1,776 | 
                        -10.5% | 
                        72,636 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.050 | 
                4.924 | 
                4.474 | 
                 | 
             
            
                | R3 | 
                4.827 | 
                4.701 | 
                4.412 | 
                 | 
             
            
                | R2 | 
                4.604 | 
                4.604 | 
                4.392 | 
                 | 
             
            
                | R1 | 
                4.478 | 
                4.478 | 
                4.371 | 
                4.463 | 
             
            
                | PP | 
                4.381 | 
                4.381 | 
                4.381 | 
                4.374 | 
             
            
                | S1 | 
                4.255 | 
                4.255 | 
                4.331 | 
                4.240 | 
             
            
                | S2 | 
                4.158 | 
                4.158 | 
                4.310 | 
                 | 
             
            
                | S3 | 
                3.935 | 
                4.032 | 
                4.290 | 
                 | 
             
            
                | S4 | 
                3.712 | 
                3.809 | 
                4.228 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.664 | 
                5.459 | 
                4.640 | 
                 | 
             
            
                | R3 | 
                5.241 | 
                5.036 | 
                4.523 | 
                 | 
             
            
                | R2 | 
                4.818 | 
                4.818 | 
                4.485 | 
                 | 
             
            
                | R1 | 
                4.613 | 
                4.613 | 
                4.446 | 
                4.504 | 
             
            
                | PP | 
                4.395 | 
                4.395 | 
                4.395 | 
                4.341 | 
             
            
                | S1 | 
                4.190 | 
                4.190 | 
                4.368 | 
                4.081 | 
             
            
                | S2 | 
                3.972 | 
                3.972 | 
                4.329 | 
                 | 
             
            
                | S3 | 
                3.549 | 
                3.767 | 
                4.291 | 
                 | 
             
            
                | S4 | 
                3.126 | 
                3.344 | 
                4.174 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.593 | 
                4.178 | 
                0.415 | 
                9.5% | 
                0.191 | 
                4.4% | 
                42% | 
                False | 
                False | 
                14,459 | 
                 
                
                | 10 | 
                4.601 | 
                4.117 | 
                0.484 | 
                11.1% | 
                0.198 | 
                4.5% | 
                48% | 
                False | 
                False | 
                11,491 | 
                 
                
                | 20 | 
                4.750 | 
                4.117 | 
                0.633 | 
                14.5% | 
                0.151 | 
                3.5% | 
                37% | 
                False | 
                False | 
                8,187 | 
                 
                
                | 40 | 
                5.752 | 
                4.117 | 
                1.635 | 
                37.6% | 
                0.133 | 
                3.1% | 
                14% | 
                False | 
                False | 
                6,444 | 
                 
                
                | 60 | 
                5.960 | 
                4.117 | 
                1.843 | 
                42.4% | 
                0.135 | 
                3.1% | 
                13% | 
                False | 
                False | 
                5,131 | 
                 
                
                | 80 | 
                6.111 | 
                4.117 | 
                1.994 | 
                45.8% | 
                0.145 | 
                3.3% | 
                12% | 
                False | 
                False | 
                4,598 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.456 | 
         
        
            | 
2.618             | 
            5.092 | 
         
        
            | 
1.618             | 
            4.869 | 
         
        
            | 
1.000             | 
            4.731 | 
         
        
            | 
0.618             | 
            4.646 | 
         
        
            | 
HIGH             | 
            4.508 | 
         
        
            | 
0.618             | 
            4.423 | 
         
        
            | 
0.500             | 
            4.397 | 
         
        
            | 
0.382             | 
            4.370 | 
         
        
            | 
LOW             | 
            4.285 | 
         
        
            | 
0.618             | 
            4.147 | 
         
        
            | 
1.000             | 
            4.062 | 
         
        
            | 
1.618             | 
            3.924 | 
         
        
            | 
2.618             | 
            3.701 | 
         
        
            | 
4.250             | 
            3.337 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.397 | 
                                4.348 | 
                             
                            
                                | PP | 
                                4.381 | 
                                4.346 | 
                             
                            
                                | S1 | 
                                4.366 | 
                                4.343 | 
                             
             
         |