NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Apr-2010 | 
                    27-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.579 | 
                        4.515 | 
                        -0.064 | 
                        -1.4% | 
                        4.330 | 
                     
                    
                        | High | 
                        4.593 | 
                        4.587 | 
                        -0.006 | 
                        -0.1% | 
                        4.589 | 
                     
                    
                        | Low | 
                        4.471 | 
                        4.494 | 
                        0.023 | 
                        0.5% | 
                        4.180 | 
                     
                    
                        | Close | 
                        4.558 | 
                        4.532 | 
                        -0.026 | 
                        -0.6% | 
                        4.542 | 
                     
                    
                        | Range | 
                        0.122 | 
                        0.093 | 
                        -0.029 | 
                        -23.8% | 
                        0.409 | 
                     
                    
                        | ATR | 
                        0.161 | 
                        0.156 | 
                        -0.005 | 
                        -3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        7,336 | 
                        8,034 | 
                        698 | 
                        9.5% | 
                        44,498 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.817 | 
                4.767 | 
                4.583 | 
                 | 
             
            
                | R3 | 
                4.724 | 
                4.674 | 
                4.558 | 
                 | 
             
            
                | R2 | 
                4.631 | 
                4.631 | 
                4.549 | 
                 | 
             
            
                | R1 | 
                4.581 | 
                4.581 | 
                4.541 | 
                4.606 | 
             
            
                | PP | 
                4.538 | 
                4.538 | 
                4.538 | 
                4.550 | 
             
            
                | S1 | 
                4.488 | 
                4.488 | 
                4.523 | 
                4.513 | 
             
            
                | S2 | 
                4.445 | 
                4.445 | 
                4.515 | 
                 | 
             
            
                | S3 | 
                4.352 | 
                4.395 | 
                4.506 | 
                 | 
             
            
                | S4 | 
                4.259 | 
                4.302 | 
                4.481 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.593 | 
                4.236 | 
                0.357 | 
                7.9% | 
                0.146 | 
                3.2% | 
                83% | 
                False | 
                False | 
                8,611 | 
                 
                
                | 10 | 
                4.593 | 
                4.180 | 
                0.413 | 
                9.1% | 
                0.148 | 
                3.3% | 
                85% | 
                False | 
                False | 
                11,825 | 
                 
                
                | 20 | 
                4.601 | 
                4.117 | 
                0.484 | 
                10.7% | 
                0.177 | 
                3.9% | 
                86% | 
                False | 
                False | 
                12,191 | 
                 
                
                | 40 | 
                5.058 | 
                4.117 | 
                0.941 | 
                20.8% | 
                0.142 | 
                3.1% | 
                44% | 
                False | 
                False | 
                8,796 | 
                 
                
                | 60 | 
                5.864 | 
                4.117 | 
                1.747 | 
                38.5% | 
                0.138 | 
                3.0% | 
                24% | 
                False | 
                False | 
                6,950 | 
                 
                
                | 80 | 
                6.111 | 
                4.117 | 
                1.994 | 
                44.0% | 
                0.143 | 
                3.1% | 
                21% | 
                False | 
                False | 
                5,844 | 
                 
                
                | 100 | 
                6.111 | 
                4.117 | 
                1.994 | 
                44.0% | 
                0.150 | 
                3.3% | 
                21% | 
                False | 
                False | 
                5,267 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.982 | 
         
        
            | 
2.618             | 
            4.830 | 
         
        
            | 
1.618             | 
            4.737 | 
         
        
            | 
1.000             | 
            4.680 | 
         
        
            | 
0.618             | 
            4.644 | 
         
        
            | 
HIGH             | 
            4.587 | 
         
        
            | 
0.618             | 
            4.551 | 
         
        
            | 
0.500             | 
            4.541 | 
         
        
            | 
0.382             | 
            4.530 | 
         
        
            | 
LOW             | 
            4.494 | 
         
        
            | 
0.618             | 
            4.437 | 
         
        
            | 
1.000             | 
            4.401 | 
         
        
            | 
1.618             | 
            4.344 | 
         
        
            | 
2.618             | 
            4.251 | 
         
        
            | 
4.250             | 
            4.099 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.541 | 
                                4.514 | 
                             
                            
                                | PP | 
                                4.538 | 
                                4.496 | 
                             
                            
                                | S1 | 
                                4.535 | 
                                4.478 | 
                             
             
         |