NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Apr-2010 | 
                    16-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.470 | 
                        4.308 | 
                        -0.162 | 
                        -3.6% | 
                        4.351 | 
                     
                    
                        | High | 
                        4.493 | 
                        4.375 | 
                        -0.118 | 
                        -2.6% | 
                        4.550 | 
                     
                    
                        | Low | 
                        4.260 | 
                        4.257 | 
                        -0.003 | 
                        -0.1% | 
                        4.257 | 
                     
                    
                        | Close | 
                        4.271 | 
                        4.326 | 
                        0.055 | 
                        1.3% | 
                        4.326 | 
                     
                    
                        | Range | 
                        0.233 | 
                        0.118 | 
                        -0.115 | 
                        -49.4% | 
                        0.293 | 
                     
                    
                        | ATR | 
                        0.170 | 
                        0.166 | 
                        -0.004 | 
                        -2.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,327 | 
                        18,305 | 
                        -1,022 | 
                        -5.3% | 
                        88,339 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.673 | 
                4.618 | 
                4.391 | 
                 | 
             
            
                | R3 | 
                4.555 | 
                4.500 | 
                4.358 | 
                 | 
             
            
                | R2 | 
                4.437 | 
                4.437 | 
                4.348 | 
                 | 
             
            
                | R1 | 
                4.382 | 
                4.382 | 
                4.337 | 
                4.410 | 
             
            
                | PP | 
                4.319 | 
                4.319 | 
                4.319 | 
                4.333 | 
             
            
                | S1 | 
                4.264 | 
                4.264 | 
                4.315 | 
                4.292 | 
             
            
                | S2 | 
                4.201 | 
                4.201 | 
                4.304 | 
                 | 
             
            
                | S3 | 
                4.083 | 
                4.146 | 
                4.294 | 
                 | 
             
            
                | S4 | 
                3.965 | 
                4.028 | 
                4.261 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.257 | 
                5.084 | 
                4.487 | 
                 | 
             
            
                | R3 | 
                4.964 | 
                4.791 | 
                4.407 | 
                 | 
             
            
                | R2 | 
                4.671 | 
                4.671 | 
                4.380 | 
                 | 
             
            
                | R1 | 
                4.498 | 
                4.498 | 
                4.353 | 
                4.438 | 
             
            
                | PP | 
                4.378 | 
                4.378 | 
                4.378 | 
                4.348 | 
             
            
                | S1 | 
                4.205 | 
                4.205 | 
                4.299 | 
                4.145 | 
             
            
                | S2 | 
                4.085 | 
                4.085 | 
                4.272 | 
                 | 
             
            
                | S3 | 
                3.792 | 
                3.912 | 
                4.245 | 
                 | 
             
            
                | S4 | 
                3.499 | 
                3.619 | 
                4.165 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.550 | 
                4.257 | 
                0.293 | 
                6.8% | 
                0.178 | 
                4.1% | 
                24% | 
                False | 
                True | 
                17,667 | 
                 
                
                | 10 | 
                4.601 | 
                4.178 | 
                0.423 | 
                9.8% | 
                0.191 | 
                4.4% | 
                35% | 
                False | 
                False | 
                16,097 | 
                 
                
                | 20 | 
                4.601 | 
                4.117 | 
                0.484 | 
                11.2% | 
                0.163 | 
                3.8% | 
                43% | 
                False | 
                False | 
                11,109 | 
                 
                
                | 40 | 
                5.360 | 
                4.117 | 
                1.243 | 
                28.7% | 
                0.134 | 
                3.1% | 
                17% | 
                False | 
                False | 
                7,919 | 
                 
                
                | 60 | 
                5.951 | 
                4.117 | 
                1.834 | 
                42.4% | 
                0.137 | 
                3.2% | 
                11% | 
                False | 
                False | 
                6,223 | 
                 
                
                | 80 | 
                6.111 | 
                4.117 | 
                1.994 | 
                46.1% | 
                0.145 | 
                3.3% | 
                10% | 
                False | 
                False | 
                5,317 | 
                 
                
                | 100 | 
                6.111 | 
                4.117 | 
                1.994 | 
                46.1% | 
                0.154 | 
                3.6% | 
                10% | 
                False | 
                False | 
                4,771 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.877 | 
         
        
            | 
2.618             | 
            4.684 | 
         
        
            | 
1.618             | 
            4.566 | 
         
        
            | 
1.000             | 
            4.493 | 
         
        
            | 
0.618             | 
            4.448 | 
         
        
            | 
HIGH             | 
            4.375 | 
         
        
            | 
0.618             | 
            4.330 | 
         
        
            | 
0.500             | 
            4.316 | 
         
        
            | 
0.382             | 
            4.302 | 
         
        
            | 
LOW             | 
            4.257 | 
         
        
            | 
0.618             | 
            4.184 | 
         
        
            | 
1.000             | 
            4.139 | 
         
        
            | 
1.618             | 
            4.066 | 
         
        
            | 
2.618             | 
            3.948 | 
         
        
            | 
4.250             | 
            3.756 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.323 | 
                                4.404 | 
                             
                            
                                | PP | 
                                4.319 | 
                                4.378 | 
                             
                            
                                | S1 | 
                                4.316 | 
                                4.352 | 
                             
             
         |