NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-May-2010 | 
                    28-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.380 | 
                        5.459 | 
                        0.079 | 
                        1.5% | 
                        5.302 | 
                     
                    
                        | High | 
                        5.464 | 
                        5.504 | 
                        0.040 | 
                        0.7% | 
                        5.504 | 
                     
                    
                        | Low | 
                        5.339 | 
                        5.400 | 
                        0.061 | 
                        1.1% | 
                        5.228 | 
                     
                    
                        | Close | 
                        5.441 | 
                        5.467 | 
                        0.026 | 
                        0.5% | 
                        5.467 | 
                     
                    
                        | Range | 
                        0.125 | 
                        0.104 | 
                        -0.021 | 
                        -16.8% | 
                        0.276 | 
                     
                    
                        | ATR | 
                        0.125 | 
                        0.124 | 
                        -0.002 | 
                        -1.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        7,472 | 
                        12,286 | 
                        4,814 | 
                        64.4% | 
                        38,273 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.769 | 
                5.722 | 
                5.524 | 
                 | 
             
            
                | R3 | 
                5.665 | 
                5.618 | 
                5.496 | 
                 | 
             
            
                | R2 | 
                5.561 | 
                5.561 | 
                5.486 | 
                 | 
             
            
                | R1 | 
                5.514 | 
                5.514 | 
                5.477 | 
                5.538 | 
             
            
                | PP | 
                5.457 | 
                5.457 | 
                5.457 | 
                5.469 | 
             
            
                | S1 | 
                5.410 | 
                5.410 | 
                5.457 | 
                5.434 | 
             
            
                | S2 | 
                5.353 | 
                5.353 | 
                5.448 | 
                 | 
             
            
                | S3 | 
                5.249 | 
                5.306 | 
                5.438 | 
                 | 
             
            
                | S4 | 
                5.145 | 
                5.202 | 
                5.410 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.228 | 
                6.123 | 
                5.619 | 
                 | 
             
            
                | R3 | 
                5.952 | 
                5.847 | 
                5.543 | 
                 | 
             
            
                | R2 | 
                5.676 | 
                5.676 | 
                5.518 | 
                 | 
             
            
                | R1 | 
                5.571 | 
                5.571 | 
                5.492 | 
                5.624 | 
             
            
                | PP | 
                5.400 | 
                5.400 | 
                5.400 | 
                5.426 | 
             
            
                | S1 | 
                5.295 | 
                5.295 | 
                5.442 | 
                5.348 | 
             
            
                | S2 | 
                5.124 | 
                5.124 | 
                5.416 | 
                 | 
             
            
                | S3 | 
                4.848 | 
                5.019 | 
                5.391 | 
                 | 
             
            
                | S4 | 
                4.572 | 
                4.743 | 
                5.315 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.946 | 
         
        
            | 
2.618             | 
            5.776 | 
         
        
            | 
1.618             | 
            5.672 | 
         
        
            | 
1.000             | 
            5.608 | 
         
        
            | 
0.618             | 
            5.568 | 
         
        
            | 
HIGH             | 
            5.504 | 
         
        
            | 
0.618             | 
            5.464 | 
         
        
            | 
0.500             | 
            5.452 | 
         
        
            | 
0.382             | 
            5.440 | 
         
        
            | 
LOW             | 
            5.400 | 
         
        
            | 
0.618             | 
            5.336 | 
         
        
            | 
1.000             | 
            5.296 | 
         
        
            | 
1.618             | 
            5.232 | 
         
        
            | 
2.618             | 
            5.128 | 
         
        
            | 
4.250             | 
            4.958 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.462 | 
                                5.452 | 
                             
                            
                                | PP | 
                                5.457 | 
                                5.437 | 
                             
                            
                                | S1 | 
                                5.452 | 
                                5.422 | 
                             
             
         |