NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2010 | 
                    12-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.354 | 
                        4.321 | 
                        -0.033 | 
                        -0.8% | 
                        4.158 | 
                     
                    
                        | High | 
                        4.405 | 
                        4.471 | 
                        0.066 | 
                        1.5% | 
                        4.329 | 
                     
                    
                        | Low | 
                        4.297 | 
                        4.321 | 
                        0.024 | 
                        0.6% | 
                        4.070 | 
                     
                    
                        | Close | 
                        4.311 | 
                        4.464 | 
                        0.153 | 
                        3.5% | 
                        4.221 | 
                     
                    
                        | Range | 
                        0.108 | 
                        0.150 | 
                        0.042 | 
                        38.9% | 
                        0.259 | 
                     
                    
                        | ATR | 
                        0.160 | 
                        0.160 | 
                        0.000 | 
                        0.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        25,413 | 
                        17,355 | 
                        -8,058 | 
                        -31.7% | 
                        81,015 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.869 | 
                4.816 | 
                4.547 | 
                 | 
             
            
                | R3 | 
                4.719 | 
                4.666 | 
                4.505 | 
                 | 
             
            
                | R2 | 
                4.569 | 
                4.569 | 
                4.492 | 
                 | 
             
            
                | R1 | 
                4.516 | 
                4.516 | 
                4.478 | 
                4.543 | 
             
            
                | PP | 
                4.419 | 
                4.419 | 
                4.419 | 
                4.432 | 
             
            
                | S1 | 
                4.366 | 
                4.366 | 
                4.450 | 
                4.393 | 
             
            
                | S2 | 
                4.269 | 
                4.269 | 
                4.437 | 
                 | 
             
            
                | S3 | 
                4.119 | 
                4.216 | 
                4.423 | 
                 | 
             
            
                | S4 | 
                3.969 | 
                4.066 | 
                4.382 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.471 | 
                4.070 | 
                0.401 | 
                9.0% | 
                0.169 | 
                3.8% | 
                98% | 
                True | 
                False | 
                20,350 | 
                 
                
                | 10 | 
                4.603 | 
                4.070 | 
                0.533 | 
                11.9% | 
                0.169 | 
                3.8% | 
                74% | 
                False | 
                False | 
                17,839 | 
                 
                
                | 20 | 
                4.639 | 
                4.070 | 
                0.569 | 
                12.7% | 
                0.158 | 
                3.5% | 
                69% | 
                False | 
                False | 
                14,293 | 
                 
                
                | 40 | 
                4.643 | 
                4.070 | 
                0.573 | 
                12.8% | 
                0.158 | 
                3.5% | 
                69% | 
                False | 
                False | 
                11,921 | 
                 
                
                | 60 | 
                5.626 | 
                4.070 | 
                1.556 | 
                34.9% | 
                0.141 | 
                3.2% | 
                25% | 
                False | 
                False | 
                9,545 | 
                 
                
                | 80 | 
                5.951 | 
                4.070 | 
                1.881 | 
                42.1% | 
                0.141 | 
                3.2% | 
                21% | 
                False | 
                False | 
                7,817 | 
                 
                
                | 100 | 
                6.111 | 
                4.070 | 
                2.041 | 
                45.7% | 
                0.148 | 
                3.3% | 
                19% | 
                False | 
                False | 
                6,824 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.109 | 
         
        
            | 
2.618             | 
            4.864 | 
         
        
            | 
1.618             | 
            4.714 | 
         
        
            | 
1.000             | 
            4.621 | 
         
        
            | 
0.618             | 
            4.564 | 
         
        
            | 
HIGH             | 
            4.471 | 
         
        
            | 
0.618             | 
            4.414 | 
         
        
            | 
0.500             | 
            4.396 | 
         
        
            | 
0.382             | 
            4.378 | 
         
        
            | 
LOW             | 
            4.321 | 
         
        
            | 
0.618             | 
            4.228 | 
         
        
            | 
1.000             | 
            4.171 | 
         
        
            | 
1.618             | 
            4.078 | 
         
        
            | 
2.618             | 
            3.928 | 
         
        
            | 
4.250             | 
            3.684 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.441 | 
                                4.426 | 
                             
                            
                                | PP | 
                                4.419 | 
                                4.387 | 
                             
                            
                                | S1 | 
                                4.396 | 
                                4.349 | 
                             
             
         |