NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Apr-2010 | 
                    19-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.308 | 
                        4.330 | 
                        0.022 | 
                        0.5% | 
                        4.351 | 
                     
                    
                        | High | 
                        4.375 | 
                        4.363 | 
                        -0.012 | 
                        -0.3% | 
                        4.550 | 
                     
                    
                        | Low | 
                        4.257 | 
                        4.200 | 
                        -0.057 | 
                        -1.3% | 
                        4.257 | 
                     
                    
                        | Close | 
                        4.326 | 
                        4.241 | 
                        -0.085 | 
                        -2.0% | 
                        4.326 | 
                     
                    
                        | Range | 
                        0.118 | 
                        0.163 | 
                        0.045 | 
                        38.1% | 
                        0.293 | 
                     
                    
                        | ATR | 
                        0.166 | 
                        0.166 | 
                        0.000 | 
                        -0.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        18,305 | 
                        7,061 | 
                        -11,244 | 
                        -61.4% | 
                        88,339 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.757 | 
                4.662 | 
                4.331 | 
                 | 
             
            
                | R3 | 
                4.594 | 
                4.499 | 
                4.286 | 
                 | 
             
            
                | R2 | 
                4.431 | 
                4.431 | 
                4.271 | 
                 | 
             
            
                | R1 | 
                4.336 | 
                4.336 | 
                4.256 | 
                4.302 | 
             
            
                | PP | 
                4.268 | 
                4.268 | 
                4.268 | 
                4.251 | 
             
            
                | S1 | 
                4.173 | 
                4.173 | 
                4.226 | 
                4.139 | 
             
            
                | S2 | 
                4.105 | 
                4.105 | 
                4.211 | 
                 | 
             
            
                | S3 | 
                3.942 | 
                4.010 | 
                4.196 | 
                 | 
             
            
                | S4 | 
                3.779 | 
                3.847 | 
                4.151 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.200 | 
                0.350 | 
                8.3% | 
                0.166 | 
                3.9% | 
                12% | 
                False | 
                True | 
                16,049 | 
                 
                
                | 10 | 
                4.593 | 
                4.178 | 
                0.415 | 
                9.8% | 
                0.179 | 
                4.2% | 
                15% | 
                False | 
                False | 
                15,254 | 
                 
                
                | 20 | 
                4.601 | 
                4.117 | 
                0.484 | 
                11.4% | 
                0.165 | 
                3.9% | 
                26% | 
                False | 
                False | 
                10,854 | 
                 
                
                | 40 | 
                5.210 | 
                4.117 | 
                1.093 | 
                25.8% | 
                0.136 | 
                3.2% | 
                11% | 
                False | 
                False | 
                7,929 | 
                 
                
                | 60 | 
                5.951 | 
                4.117 | 
                1.834 | 
                43.2% | 
                0.138 | 
                3.2% | 
                7% | 
                False | 
                False | 
                6,316 | 
                 
                
                | 80 | 
                6.111 | 
                4.117 | 
                1.994 | 
                47.0% | 
                0.144 | 
                3.4% | 
                6% | 
                False | 
                False | 
                5,376 | 
                 
                
                | 100 | 
                6.111 | 
                4.117 | 
                1.994 | 
                47.0% | 
                0.154 | 
                3.6% | 
                6% | 
                False | 
                False | 
                4,818 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.056 | 
         
        
            | 
2.618             | 
            4.790 | 
         
        
            | 
1.618             | 
            4.627 | 
         
        
            | 
1.000             | 
            4.526 | 
         
        
            | 
0.618             | 
            4.464 | 
         
        
            | 
HIGH             | 
            4.363 | 
         
        
            | 
0.618             | 
            4.301 | 
         
        
            | 
0.500             | 
            4.282 | 
         
        
            | 
0.382             | 
            4.262 | 
         
        
            | 
LOW             | 
            4.200 | 
         
        
            | 
0.618             | 
            4.099 | 
         
        
            | 
1.000             | 
            4.037 | 
         
        
            | 
1.618             | 
            3.936 | 
         
        
            | 
2.618             | 
            3.773 | 
         
        
            | 
4.250             | 
            3.507 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.282 | 
                                4.347 | 
                             
                            
                                | PP | 
                                4.268 | 
                                4.311 | 
                             
                            
                                | S1 | 
                                4.255 | 
                                4.276 | 
                             
             
         |