NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Apr-2010 | 
                    23-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.289 | 
                        4.407 | 
                        0.118 | 
                        2.8% | 
                        4.330 | 
                     
                    
                        | High | 
                        4.431 | 
                        4.589 | 
                        0.158 | 
                        3.6% | 
                        4.589 | 
                     
                    
                        | Low | 
                        4.236 | 
                        4.363 | 
                        0.127 | 
                        3.0% | 
                        4.180 | 
                     
                    
                        | Close | 
                        4.426 | 
                        4.542 | 
                        0.116 | 
                        2.6% | 
                        4.542 | 
                     
                    
                        | Range | 
                        0.195 | 
                        0.226 | 
                        0.031 | 
                        15.9% | 
                        0.409 | 
                     
                    
                        | ATR | 
                        0.160 | 
                        0.164 | 
                        0.005 | 
                        3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        9,590 | 
                        10,506 | 
                        916 | 
                        9.6% | 
                        44,498 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.176 | 
                5.085 | 
                4.666 | 
                 | 
             
            
                | R3 | 
                4.950 | 
                4.859 | 
                4.604 | 
                 | 
             
            
                | R2 | 
                4.724 | 
                4.724 | 
                4.583 | 
                 | 
             
            
                | R1 | 
                4.633 | 
                4.633 | 
                4.563 | 
                4.679 | 
             
            
                | PP | 
                4.498 | 
                4.498 | 
                4.498 | 
                4.521 | 
             
            
                | S1 | 
                4.407 | 
                4.407 | 
                4.521 | 
                4.453 | 
             
            
                | S2 | 
                4.272 | 
                4.272 | 
                4.501 | 
                 | 
             
            
                | S3 | 
                4.046 | 
                4.181 | 
                4.480 | 
                 | 
             
            
                | S4 | 
                3.820 | 
                3.955 | 
                4.418 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.664 | 
                5.512 | 
                4.767 | 
                 | 
             
            
                | R3 | 
                5.255 | 
                5.103 | 
                4.654 | 
                 | 
             
            
                | R2 | 
                4.846 | 
                4.846 | 
                4.617 | 
                 | 
             
            
                | R1 | 
                4.694 | 
                4.694 | 
                4.579 | 
                4.770 | 
             
            
                | PP | 
                4.437 | 
                4.437 | 
                4.437 | 
                4.475 | 
             
            
                | S1 | 
                4.285 | 
                4.285 | 
                4.505 | 
                4.361 | 
             
            
                | S2 | 
                4.028 | 
                4.028 | 
                4.467 | 
                 | 
             
            
                | S3 | 
                3.619 | 
                3.876 | 
                4.430 | 
                 | 
             
            
                | S4 | 
                3.210 | 
                3.467 | 
                4.317 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.589 | 
                4.180 | 
                0.409 | 
                9.0% | 
                0.158 | 
                3.5% | 
                89% | 
                True | 
                False | 
                8,899 | 
                 
                
                | 10 | 
                4.589 | 
                4.180 | 
                0.409 | 
                9.0% | 
                0.168 | 
                3.7% | 
                89% | 
                True | 
                False | 
                13,283 | 
                 
                
                | 20 | 
                4.601 | 
                4.117 | 
                0.484 | 
                10.7% | 
                0.176 | 
                3.9% | 
                88% | 
                False | 
                False | 
                11,917 | 
                 
                
                | 40 | 
                5.139 | 
                4.117 | 
                1.022 | 
                22.5% | 
                0.142 | 
                3.1% | 
                42% | 
                False | 
                False | 
                8,553 | 
                 
                
                | 60 | 
                5.864 | 
                4.117 | 
                1.747 | 
                38.5% | 
                0.139 | 
                3.1% | 
                24% | 
                False | 
                False | 
                6,788 | 
                 
                
                | 80 | 
                6.111 | 
                4.117 | 
                1.994 | 
                43.9% | 
                0.143 | 
                3.2% | 
                21% | 
                False | 
                False | 
                5,724 | 
                 
                
                | 100 | 
                6.111 | 
                4.117 | 
                1.994 | 
                43.9% | 
                0.151 | 
                3.3% | 
                21% | 
                False | 
                False | 
                5,137 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.550 | 
         
        
            | 
2.618             | 
            5.181 | 
         
        
            | 
1.618             | 
            4.955 | 
         
        
            | 
1.000             | 
            4.815 | 
         
        
            | 
0.618             | 
            4.729 | 
         
        
            | 
HIGH             | 
            4.589 | 
         
        
            | 
0.618             | 
            4.503 | 
         
        
            | 
0.500             | 
            4.476 | 
         
        
            | 
0.382             | 
            4.449 | 
         
        
            | 
LOW             | 
            4.363 | 
         
        
            | 
0.618             | 
            4.223 | 
         
        
            | 
1.000             | 
            4.137 | 
         
        
            | 
1.618             | 
            3.997 | 
         
        
            | 
2.618             | 
            3.771 | 
         
        
            | 
4.250             | 
            3.403 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.520 | 
                                4.499 | 
                             
                            
                                | PP | 
                                4.498 | 
                                4.456 | 
                             
                            
                                | S1 | 
                                4.476 | 
                                4.413 | 
                             
             
         |