NYMEX Natural Gas Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jul-2010 | 
                    14-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.419 | 
                        4.373 | 
                        -0.046 | 
                        -1.0% | 
                        4.660 | 
                     
                    
                        | High | 
                        4.487 | 
                        4.389 | 
                        -0.098 | 
                        -2.2% | 
                        4.900 | 
                     
                    
                        | Low | 
                        4.334 | 
                        4.303 | 
                        -0.031 | 
                        -0.7% | 
                        4.339 | 
                     
                    
                        | Close | 
                        4.354 | 
                        4.306 | 
                        -0.048 | 
                        -1.1% | 
                        4.402 | 
                     
                    
                        | Range | 
                        0.153 | 
                        0.086 | 
                        -0.067 | 
                        -43.8% | 
                        0.561 | 
                     
                    
                        | ATR | 
                        0.200 | 
                        0.192 | 
                        -0.008 | 
                        -4.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        67,874 | 
                        110,325 | 
                        42,451 | 
                        62.5% | 
                        429,868 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.591 | 
                4.534 | 
                4.353 | 
                 | 
             
            
                | R3 | 
                4.505 | 
                4.448 | 
                4.330 | 
                 | 
             
            
                | R2 | 
                4.419 | 
                4.419 | 
                4.322 | 
                 | 
             
            
                | R1 | 
                4.362 | 
                4.362 | 
                4.314 | 
                4.348 | 
             
            
                | PP | 
                4.333 | 
                4.333 | 
                4.333 | 
                4.325 | 
             
            
                | S1 | 
                4.276 | 
                4.276 | 
                4.298 | 
                4.262 | 
             
            
                | S2 | 
                4.247 | 
                4.247 | 
                4.290 | 
                 | 
             
            
                | S3 | 
                4.161 | 
                4.190 | 
                4.282 | 
                 | 
             
            
                | S4 | 
                4.075 | 
                4.104 | 
                4.259 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.230 | 
                5.877 | 
                4.711 | 
                 | 
             
            
                | R3 | 
                5.669 | 
                5.316 | 
                4.556 | 
                 | 
             
            
                | R2 | 
                5.108 | 
                5.108 | 
                4.505 | 
                 | 
             
            
                | R1 | 
                4.755 | 
                4.755 | 
                4.453 | 
                4.651 | 
             
            
                | PP | 
                4.547 | 
                4.547 | 
                4.547 | 
                4.495 | 
             
            
                | S1 | 
                4.194 | 
                4.194 | 
                4.351 | 
                4.090 | 
             
            
                | S2 | 
                3.986 | 
                3.986 | 
                4.299 | 
                 | 
             
            
                | S3 | 
                3.425 | 
                3.633 | 
                4.248 | 
                 | 
             
            
                | S4 | 
                2.864 | 
                3.072 | 
                4.093 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.619 | 
                4.303 | 
                0.316 | 
                7.3% | 
                0.144 | 
                3.3% | 
                1% | 
                False | 
                True | 
                94,813 | 
                 
                
                | 10 | 
                4.923 | 
                4.303 | 
                0.620 | 
                14.4% | 
                0.200 | 
                4.6% | 
                0% | 
                False | 
                True | 
                101,016 | 
                 
                
                | 20 | 
                5.249 | 
                4.303 | 
                0.946 | 
                22.0% | 
                0.200 | 
                4.7% | 
                0% | 
                False | 
                True | 
                79,266 | 
                 
                
                | 40 | 
                5.249 | 
                4.108 | 
                1.141 | 
                26.5% | 
                0.195 | 
                4.5% | 
                17% | 
                False | 
                False | 
                56,044 | 
                 
                
                | 60 | 
                5.249 | 
                4.070 | 
                1.179 | 
                27.4% | 
                0.182 | 
                4.2% | 
                20% | 
                False | 
                False | 
                42,543 | 
                 
                
                | 80 | 
                5.249 | 
                4.070 | 
                1.179 | 
                27.4% | 
                0.178 | 
                4.1% | 
                20% | 
                False | 
                False | 
                34,621 | 
                 
                
                | 100 | 
                5.249 | 
                4.070 | 
                1.179 | 
                27.4% | 
                0.164 | 
                3.8% | 
                20% | 
                False | 
                False | 
                28,697 | 
                 
                
                | 120 | 
                5.951 | 
                4.070 | 
                1.881 | 
                43.7% | 
                0.160 | 
                3.7% | 
                13% | 
                False | 
                False | 
                24,429 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.755 | 
         
        
            | 
2.618             | 
            4.614 | 
         
        
            | 
1.618             | 
            4.528 | 
         
        
            | 
1.000             | 
            4.475 | 
         
        
            | 
0.618             | 
            4.442 | 
         
        
            | 
HIGH             | 
            4.389 | 
         
        
            | 
0.618             | 
            4.356 | 
         
        
            | 
0.500             | 
            4.346 | 
         
        
            | 
0.382             | 
            4.336 | 
         
        
            | 
LOW             | 
            4.303 | 
         
        
            | 
0.618             | 
            4.250 | 
         
        
            | 
1.000             | 
            4.217 | 
         
        
            | 
1.618             | 
            4.164 | 
         
        
            | 
2.618             | 
            4.078 | 
         
        
            | 
4.250             | 
            3.938 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.346 | 
                                4.395 | 
                             
                            
                                | PP | 
                                4.333 | 
                                4.365 | 
                             
                            
                                | S1 | 
                                4.319 | 
                                4.336 | 
                             
             
         |