NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jun-2010 | 
                    09-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.030 | 
                        4.844 | 
                        -0.186 | 
                        -3.7% | 
                        4.448 | 
                     
                    
                        | High | 
                        5.044 | 
                        4.890 | 
                        -0.154 | 
                        -3.1% | 
                        5.017 | 
                     
                    
                        | Low | 
                        4.804 | 
                        4.728 | 
                        -0.076 | 
                        -1.6% | 
                        4.285 | 
                     
                    
                        | Close | 
                        4.865 | 
                        4.736 | 
                        -0.129 | 
                        -2.7% | 
                        4.842 | 
                     
                    
                        | Range | 
                        0.240 | 
                        0.162 | 
                        -0.078 | 
                        -32.5% | 
                        0.732 | 
                     
                    
                        | ATR | 
                        0.196 | 
                        0.194 | 
                        -0.002 | 
                        -1.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        51,951 | 
                        60,640 | 
                        8,689 | 
                        16.7% | 
                        124,067 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.271 | 
                5.165 | 
                4.825 | 
                 | 
             
            
                | R3 | 
                5.109 | 
                5.003 | 
                4.781 | 
                 | 
             
            
                | R2 | 
                4.947 | 
                4.947 | 
                4.766 | 
                 | 
             
            
                | R1 | 
                4.841 | 
                4.841 | 
                4.751 | 
                4.813 | 
             
            
                | PP | 
                4.785 | 
                4.785 | 
                4.785 | 
                4.771 | 
             
            
                | S1 | 
                4.679 | 
                4.679 | 
                4.721 | 
                4.651 | 
             
            
                | S2 | 
                4.623 | 
                4.623 | 
                4.706 | 
                 | 
             
            
                | S3 | 
                4.461 | 
                4.517 | 
                4.691 | 
                 | 
             
            
                | S4 | 
                4.299 | 
                4.355 | 
                4.647 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.911 | 
                6.608 | 
                5.245 | 
                 | 
             
            
                | R3 | 
                6.179 | 
                5.876 | 
                5.043 | 
                 | 
             
            
                | R2 | 
                5.447 | 
                5.447 | 
                4.976 | 
                 | 
             
            
                | R1 | 
                5.144 | 
                5.144 | 
                4.909 | 
                5.296 | 
             
            
                | PP | 
                4.715 | 
                4.715 | 
                4.715 | 
                4.790 | 
             
            
                | S1 | 
                4.412 | 
                4.412 | 
                4.775 | 
                4.564 | 
             
            
                | S2 | 
                3.983 | 
                3.983 | 
                4.708 | 
                 | 
             
            
                | S3 | 
                3.251 | 
                3.680 | 
                4.641 | 
                 | 
             
            
                | S4 | 
                2.519 | 
                2.948 | 
                4.439 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.044 | 
                4.440 | 
                0.604 | 
                12.8% | 
                0.269 | 
                5.7% | 
                49% | 
                False | 
                False | 
                47,849 | 
                 
                
                | 10 | 
                5.044 | 
                4.212 | 
                0.832 | 
                17.6% | 
                0.223 | 
                4.7% | 
                63% | 
                False | 
                False | 
                33,824 | 
                 
                
                | 20 | 
                5.044 | 
                4.108 | 
                0.936 | 
                19.8% | 
                0.188 | 
                4.0% | 
                67% | 
                False | 
                False | 
                27,351 | 
                 
                
                | 40 | 
                5.044 | 
                4.070 | 
                0.974 | 
                20.6% | 
                0.173 | 
                3.6% | 
                68% | 
                False | 
                False | 
                20,907 | 
                 
                
                | 60 | 
                5.044 | 
                4.070 | 
                0.974 | 
                20.6% | 
                0.167 | 
                3.5% | 
                68% | 
                False | 
                False | 
                16,832 | 
                 
                
                | 80 | 
                5.752 | 
                4.070 | 
                1.682 | 
                35.5% | 
                0.153 | 
                3.2% | 
                40% | 
                False | 
                False | 
                13,836 | 
                 
                
                | 100 | 
                5.951 | 
                4.070 | 
                1.881 | 
                39.7% | 
                0.150 | 
                3.2% | 
                35% | 
                False | 
                False | 
                11,572 | 
                 
                
                | 120 | 
                6.111 | 
                4.070 | 
                2.041 | 
                43.1% | 
                0.155 | 
                3.3% | 
                33% | 
                False | 
                False | 
                10,131 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.579 | 
         
        
            | 
2.618             | 
            5.314 | 
         
        
            | 
1.618             | 
            5.152 | 
         
        
            | 
1.000             | 
            5.052 | 
         
        
            | 
0.618             | 
            4.990 | 
         
        
            | 
HIGH             | 
            4.890 | 
         
        
            | 
0.618             | 
            4.828 | 
         
        
            | 
0.500             | 
            4.809 | 
         
        
            | 
0.382             | 
            4.790 | 
         
        
            | 
LOW             | 
            4.728 | 
         
        
            | 
0.618             | 
            4.628 | 
         
        
            | 
1.000             | 
            4.566 | 
         
        
            | 
1.618             | 
            4.466 | 
         
        
            | 
2.618             | 
            4.304 | 
         
        
            | 
4.250             | 
            4.040 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.809 | 
                                4.879 | 
                             
                            
                                | PP | 
                                4.785 | 
                                4.831 | 
                             
                            
                                | S1 | 
                                4.760 | 
                                4.784 | 
                             
             
         |