NYMEX Natural Gas Future November 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Feb-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Feb-2010 | 24-Feb-2010 | Change | Change % | Previous Week |  
                        | Open | 5.577 | 5.500 | -0.077 | -1.4% | 5.998 |  
                        | High | 5.587 | 5.631 | 0.044 | 0.8% | 6.170 |  
                        | Low | 5.529 | 5.500 | -0.029 | -0.5% | 5.695 |  
                        | Close | 5.524 | 5.581 | 0.057 | 1.0% | 5.716 |  
                        | Range | 0.058 | 0.131 | 0.073 | 125.9% | 0.475 |  
                        | ATR | 0.141 | 0.141 | -0.001 | -0.5% | 0.000 |  
                        | Volume | 1,108 | 1,200 | 92 | 8.3% | 5,261 |  | 
    
| 
        
            | Daily Pivots for day following 24-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.964 | 5.903 | 5.653 |  |  
                | R3 | 5.833 | 5.772 | 5.617 |  |  
                | R2 | 5.702 | 5.702 | 5.605 |  |  
                | R1 | 5.641 | 5.641 | 5.593 | 5.672 |  
                | PP | 5.571 | 5.571 | 5.571 | 5.586 |  
                | S1 | 5.510 | 5.510 | 5.569 | 5.541 |  
                | S2 | 5.440 | 5.440 | 5.557 |  |  
                | S3 | 5.309 | 5.379 | 5.545 |  |  
                | S4 | 5.178 | 5.248 | 5.509 |  |  | 
        
            | Weekly Pivots for week ending 19-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7.285 | 6.976 | 5.977 |  |  
                | R3 | 6.810 | 6.501 | 5.847 |  |  
                | R2 | 6.335 | 6.335 | 5.803 |  |  
                | R1 | 6.026 | 6.026 | 5.760 | 5.943 |  
                | PP | 5.860 | 5.860 | 5.860 | 5.819 |  
                | S1 | 5.551 | 5.551 | 5.672 | 5.468 |  
                | S2 | 5.385 | 5.385 | 5.629 |  |  
                | S3 | 4.910 | 5.076 | 5.585 |  |  
                | S4 | 4.435 | 4.601 | 5.455 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6.188 |  
            | 2.618 | 5.974 |  
            | 1.618 | 5.843 |  
            | 1.000 | 5.762 |  
            | 0.618 | 5.712 |  
            | HIGH | 5.631 |  
            | 0.618 | 5.581 |  
            | 0.500 | 5.566 |  
            | 0.382 | 5.550 |  
            | LOW | 5.500 |  
            | 0.618 | 5.419 |  
            | 1.000 | 5.369 |  
            | 1.618 | 5.288 |  
            | 2.618 | 5.157 |  
            | 4.250 | 4.943 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Feb-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5.576 | 5.590 |  
                                | PP | 5.571 | 5.587 |  
                                | S1 | 5.566 | 5.584 |  |