NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Apr-2010 | 
                    28-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.515 | 
                        4.570 | 
                        0.055 | 
                        1.2% | 
                        4.330 | 
                     
                    
                        | High | 
                        4.587 | 
                        4.639 | 
                        0.052 | 
                        1.1% | 
                        4.589 | 
                     
                    
                        | Low | 
                        4.494 | 
                        4.519 | 
                        0.025 | 
                        0.6% | 
                        4.180 | 
                     
                    
                        | Close | 
                        4.532 | 
                        4.570 | 
                        0.038 | 
                        0.8% | 
                        4.542 | 
                     
                    
                        | Range | 
                        0.093 | 
                        0.120 | 
                        0.027 | 
                        29.0% | 
                        0.409 | 
                     
                    
                        | ATR | 
                        0.156 | 
                        0.154 | 
                        -0.003 | 
                        -1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        8,034 | 
                        9,987 | 
                        1,953 | 
                        24.3% | 
                        44,498 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.936 | 
                4.873 | 
                4.636 | 
                 | 
             
            
                | R3 | 
                4.816 | 
                4.753 | 
                4.603 | 
                 | 
             
            
                | R2 | 
                4.696 | 
                4.696 | 
                4.592 | 
                 | 
             
            
                | R1 | 
                4.633 | 
                4.633 | 
                4.581 | 
                4.630 | 
             
            
                | PP | 
                4.576 | 
                4.576 | 
                4.576 | 
                4.575 | 
             
            
                | S1 | 
                4.513 | 
                4.513 | 
                4.559 | 
                4.510 | 
             
            
                | S2 | 
                4.456 | 
                4.456 | 
                4.548 | 
                 | 
             
            
                | S3 | 
                4.336 | 
                4.393 | 
                4.537 | 
                 | 
             
            
                | S4 | 
                4.216 | 
                4.273 | 
                4.504 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.639 | 
                4.236 | 
                0.403 | 
                8.8% | 
                0.151 | 
                3.3% | 
                83% | 
                True | 
                False | 
                9,090 | 
                 
                
                | 10 | 
                4.639 | 
                4.180 | 
                0.459 | 
                10.0% | 
                0.147 | 
                3.2% | 
                85% | 
                True | 
                False | 
                10,748 | 
                 
                
                | 20 | 
                4.639 | 
                4.120 | 
                0.519 | 
                11.4% | 
                0.176 | 
                3.9% | 
                87% | 
                True | 
                False | 
                12,336 | 
                 
                
                | 40 | 
                5.058 | 
                4.117 | 
                0.941 | 
                20.6% | 
                0.143 | 
                3.1% | 
                48% | 
                False | 
                False | 
                8,938 | 
                 
                
                | 60 | 
                5.864 | 
                4.117 | 
                1.747 | 
                38.2% | 
                0.138 | 
                3.0% | 
                26% | 
                False | 
                False | 
                7,086 | 
                 
                
                | 80 | 
                6.111 | 
                4.117 | 
                1.994 | 
                43.6% | 
                0.141 | 
                3.1% | 
                23% | 
                False | 
                False | 
                5,946 | 
                 
                
                | 100 | 
                6.111 | 
                4.117 | 
                1.994 | 
                43.6% | 
                0.149 | 
                3.3% | 
                23% | 
                False | 
                False | 
                5,345 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.149 | 
         
        
            | 
2.618             | 
            4.953 | 
         
        
            | 
1.618             | 
            4.833 | 
         
        
            | 
1.000             | 
            4.759 | 
         
        
            | 
0.618             | 
            4.713 | 
         
        
            | 
HIGH             | 
            4.639 | 
         
        
            | 
0.618             | 
            4.593 | 
         
        
            | 
0.500             | 
            4.579 | 
         
        
            | 
0.382             | 
            4.565 | 
         
        
            | 
LOW             | 
            4.519 | 
         
        
            | 
0.618             | 
            4.445 | 
         
        
            | 
1.000             | 
            4.399 | 
         
        
            | 
1.618             | 
            4.325 | 
         
        
            | 
2.618             | 
            4.205 | 
         
        
            | 
4.250             | 
            4.009 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.579 | 
                                4.565 | 
                             
                            
                                | PP | 
                                4.576 | 
                                4.560 | 
                             
                            
                                | S1 | 
                                4.573 | 
                                4.555 | 
                             
             
         |