NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Apr-2010 | 
                    21-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.280 | 
                        4.278 | 
                        -0.002 | 
                        0.0% | 
                        4.351 | 
                     
                    
                        | High | 
                        4.290 | 
                        4.339 | 
                        0.049 | 
                        1.1% | 
                        4.550 | 
                     
                    
                        | Low | 
                        4.180 | 
                        4.245 | 
                        0.065 | 
                        1.6% | 
                        4.257 | 
                     
                    
                        | Close | 
                        4.280 | 
                        4.266 | 
                        -0.014 | 
                        -0.3% | 
                        4.326 | 
                     
                    
                        | Range | 
                        0.110 | 
                        0.094 | 
                        -0.016 | 
                        -14.5% | 
                        0.293 | 
                     
                    
                        | ATR | 
                        0.162 | 
                        0.157 | 
                        -0.005 | 
                        -3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        9,749 | 
                        7,592 | 
                        -2,157 | 
                        -22.1% | 
                        88,339 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.565 | 
                4.510 | 
                4.318 | 
                 | 
             
            
                | R3 | 
                4.471 | 
                4.416 | 
                4.292 | 
                 | 
             
            
                | R2 | 
                4.377 | 
                4.377 | 
                4.283 | 
                 | 
             
            
                | R1 | 
                4.322 | 
                4.322 | 
                4.275 | 
                4.303 | 
             
            
                | PP | 
                4.283 | 
                4.283 | 
                4.283 | 
                4.274 | 
             
            
                | S1 | 
                4.228 | 
                4.228 | 
                4.257 | 
                4.209 | 
             
            
                | S2 | 
                4.189 | 
                4.189 | 
                4.249 | 
                 | 
             
            
                | S3 | 
                4.095 | 
                4.134 | 
                4.240 | 
                 | 
             
            
                | S4 | 
                4.001 | 
                4.040 | 
                4.214 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.493 | 
                4.180 | 
                0.313 | 
                7.3% | 
                0.144 | 
                3.4% | 
                27% | 
                False | 
                False | 
                12,406 | 
                 
                
                | 10 | 
                4.550 | 
                4.178 | 
                0.372 | 
                8.7% | 
                0.163 | 
                3.8% | 
                24% | 
                False | 
                False | 
                14,176 | 
                 
                
                | 20 | 
                4.601 | 
                4.117 | 
                0.484 | 
                11.3% | 
                0.166 | 
                3.9% | 
                31% | 
                False | 
                False | 
                11,304 | 
                 
                
                | 40 | 
                5.199 | 
                4.117 | 
                1.082 | 
                25.4% | 
                0.137 | 
                3.2% | 
                14% | 
                False | 
                False | 
                8,189 | 
                 
                
                | 60 | 
                5.864 | 
                4.117 | 
                1.747 | 
                41.0% | 
                0.137 | 
                3.2% | 
                9% | 
                False | 
                False | 
                6,521 | 
                 
                
                | 80 | 
                6.111 | 
                4.117 | 
                1.994 | 
                46.7% | 
                0.141 | 
                3.3% | 
                7% | 
                False | 
                False | 
                5,546 | 
                 
                
                | 100 | 
                6.111 | 
                4.117 | 
                1.994 | 
                46.7% | 
                0.154 | 
                3.6% | 
                7% | 
                False | 
                False | 
                4,972 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.739 | 
         
        
            | 
2.618             | 
            4.585 | 
         
        
            | 
1.618             | 
            4.491 | 
         
        
            | 
1.000             | 
            4.433 | 
         
        
            | 
0.618             | 
            4.397 | 
         
        
            | 
HIGH             | 
            4.339 | 
         
        
            | 
0.618             | 
            4.303 | 
         
        
            | 
0.500             | 
            4.292 | 
         
        
            | 
0.382             | 
            4.281 | 
         
        
            | 
LOW             | 
            4.245 | 
         
        
            | 
0.618             | 
            4.187 | 
         
        
            | 
1.000             | 
            4.151 | 
         
        
            | 
1.618             | 
            4.093 | 
         
        
            | 
2.618             | 
            3.999 | 
         
        
            | 
4.250             | 
            3.846 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.292 | 
                                4.272 | 
                             
                            
                                | PP | 
                                4.283 | 
                                4.270 | 
                             
                            
                                | S1 | 
                                4.275 | 
                                4.268 | 
                             
             
         |