NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-May-2010 | 
                    10-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.143 | 
                        4.230 | 
                        0.087 | 
                        2.1% | 
                        4.158 | 
                     
                    
                        | High | 
                        4.243 | 
                        4.420 | 
                        0.177 | 
                        4.2% | 
                        4.329 | 
                     
                    
                        | Low | 
                        4.111 | 
                        4.226 | 
                        0.115 | 
                        2.8% | 
                        4.070 | 
                     
                    
                        | Close | 
                        4.221 | 
                        4.357 | 
                        0.136 | 
                        3.2% | 
                        4.221 | 
                     
                    
                        | Range | 
                        0.132 | 
                        0.194 | 
                        0.062 | 
                        47.0% | 
                        0.259 | 
                     
                    
                        | ATR | 
                        0.161 | 
                        0.164 | 
                        0.003 | 
                        1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        21,261 | 
                        19,572 | 
                        -1,689 | 
                        -7.9% | 
                        81,015 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.916 | 
                4.831 | 
                4.464 | 
                 | 
             
            
                | R3 | 
                4.722 | 
                4.637 | 
                4.410 | 
                 | 
             
            
                | R2 | 
                4.528 | 
                4.528 | 
                4.393 | 
                 | 
             
            
                | R1 | 
                4.443 | 
                4.443 | 
                4.375 | 
                4.486 | 
             
            
                | PP | 
                4.334 | 
                4.334 | 
                4.334 | 
                4.356 | 
             
            
                | S1 | 
                4.249 | 
                4.249 | 
                4.339 | 
                4.292 | 
             
            
                | S2 | 
                4.140 | 
                4.140 | 
                4.321 | 
                 | 
             
            
                | S3 | 
                3.946 | 
                4.055 | 
                4.304 | 
                 | 
             
            
                | S4 | 
                3.752 | 
                3.861 | 
                4.250 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.984 | 
                4.861 | 
                4.363 | 
                 | 
             
            
                | R3 | 
                4.725 | 
                4.602 | 
                4.292 | 
                 | 
             
            
                | R2 | 
                4.466 | 
                4.466 | 
                4.268 | 
                 | 
             
            
                | R1 | 
                4.343 | 
                4.343 | 
                4.245 | 
                4.405 | 
             
            
                | PP | 
                4.207 | 
                4.207 | 
                4.207 | 
                4.237 | 
             
            
                | S1 | 
                4.084 | 
                4.084 | 
                4.197 | 
                4.146 | 
             
            
                | S2 | 
                3.948 | 
                3.948 | 
                4.174 | 
                 | 
             
            
                | S3 | 
                3.689 | 
                3.825 | 
                4.150 | 
                 | 
             
            
                | S4 | 
                3.430 | 
                3.566 | 
                4.079 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.420 | 
                4.070 | 
                0.350 | 
                8.0% | 
                0.153 | 
                3.5% | 
                82% | 
                True | 
                False | 
                17,452 | 
                 
                
                | 10 | 
                4.639 | 
                4.070 | 
                0.569 | 
                13.1% | 
                0.165 | 
                3.8% | 
                50% | 
                False | 
                False | 
                15,364 | 
                 
                
                | 20 | 
                4.639 | 
                4.070 | 
                0.569 | 
                13.1% | 
                0.161 | 
                3.7% | 
                50% | 
                False | 
                False | 
                13,933 | 
                 
                
                | 40 | 
                4.750 | 
                4.070 | 
                0.680 | 
                15.6% | 
                0.156 | 
                3.6% | 
                42% | 
                False | 
                False | 
                11,060 | 
                 
                
                | 60 | 
                5.752 | 
                4.070 | 
                1.682 | 
                38.6% | 
                0.143 | 
                3.3% | 
                17% | 
                False | 
                False | 
                8,940 | 
                 
                
                | 80 | 
                5.960 | 
                4.070 | 
                1.890 | 
                43.4% | 
                0.142 | 
                3.3% | 
                15% | 
                False | 
                False | 
                7,332 | 
                 
                
                | 100 | 
                6.111 | 
                4.070 | 
                2.041 | 
                46.8% | 
                0.148 | 
                3.4% | 
                14% | 
                False | 
                False | 
                6,465 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.245 | 
         
        
            | 
2.618             | 
            4.928 | 
         
        
            | 
1.618             | 
            4.734 | 
         
        
            | 
1.000             | 
            4.614 | 
         
        
            | 
0.618             | 
            4.540 | 
         
        
            | 
HIGH             | 
            4.420 | 
         
        
            | 
0.618             | 
            4.346 | 
         
        
            | 
0.500             | 
            4.323 | 
         
        
            | 
0.382             | 
            4.300 | 
         
        
            | 
LOW             | 
            4.226 | 
         
        
            | 
0.618             | 
            4.106 | 
         
        
            | 
1.000             | 
            4.032 | 
         
        
            | 
1.618             | 
            3.912 | 
         
        
            | 
2.618             | 
            3.718 | 
         
        
            | 
4.250             | 
            3.402 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.346 | 
                                4.320 | 
                             
                            
                                | PP | 
                                4.334 | 
                                4.282 | 
                             
                            
                                | S1 | 
                                4.323 | 
                                4.245 | 
                             
             
         |