NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jun-2010 | 
                    10-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.656 | 
                        5.626 | 
                        -0.030 | 
                        -0.5% | 
                        5.504 | 
                     
                    
                        | High | 
                        5.733 | 
                        5.745 | 
                        0.012 | 
                        0.2% | 
                        5.750 | 
                     
                    
                        | Low | 
                        5.634 | 
                        5.590 | 
                        -0.044 | 
                        -0.8% | 
                        5.351 | 
                     
                    
                        | Close | 
                        5.655 | 
                        5.626 | 
                        -0.029 | 
                        -0.5% | 
                        5.664 | 
                     
                    
                        | Range | 
                        0.099 | 
                        0.155 | 
                        0.056 | 
                        56.6% | 
                        0.399 | 
                     
                    
                        | ATR | 
                        0.139 | 
                        0.140 | 
                        0.001 | 
                        0.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        11,410 | 
                        13,275 | 
                        1,865 | 
                        16.3% | 
                        47,978 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.119 | 
                6.027 | 
                5.711 | 
                 | 
             
            
                | R3 | 
                5.964 | 
                5.872 | 
                5.669 | 
                 | 
             
            
                | R2 | 
                5.809 | 
                5.809 | 
                5.654 | 
                 | 
             
            
                | R1 | 
                5.717 | 
                5.717 | 
                5.640 | 
                5.704 | 
             
            
                | PP | 
                5.654 | 
                5.654 | 
                5.654 | 
                5.647 | 
             
            
                | S1 | 
                5.562 | 
                5.562 | 
                5.612 | 
                5.549 | 
             
            
                | S2 | 
                5.499 | 
                5.499 | 
                5.598 | 
                 | 
             
            
                | S3 | 
                5.344 | 
                5.407 | 
                5.583 | 
                 | 
             
            
                | S4 | 
                5.189 | 
                5.252 | 
                5.541 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.785 | 
                6.624 | 
                5.883 | 
                 | 
             
            
                | R3 | 
                6.386 | 
                6.225 | 
                5.774 | 
                 | 
             
            
                | R2 | 
                5.987 | 
                5.987 | 
                5.737 | 
                 | 
             
            
                | R1 | 
                5.826 | 
                5.826 | 
                5.701 | 
                5.907 | 
             
            
                | PP | 
                5.588 | 
                5.588 | 
                5.588 | 
                5.629 | 
             
            
                | S1 | 
                5.427 | 
                5.427 | 
                5.627 | 
                5.508 | 
             
            
                | S2 | 
                5.189 | 
                5.189 | 
                5.591 | 
                 | 
             
            
                | S3 | 
                4.790 | 
                5.028 | 
                5.554 | 
                 | 
             
            
                | S4 | 
                4.391 | 
                4.629 | 
                5.445 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.404 | 
         
        
            | 
2.618             | 
            6.151 | 
         
        
            | 
1.618             | 
            5.996 | 
         
        
            | 
1.000             | 
            5.900 | 
         
        
            | 
0.618             | 
            5.841 | 
         
        
            | 
HIGH             | 
            5.745 | 
         
        
            | 
0.618             | 
            5.686 | 
         
        
            | 
0.500             | 
            5.668 | 
         
        
            | 
0.382             | 
            5.649 | 
         
        
            | 
LOW             | 
            5.590 | 
         
        
            | 
0.618             | 
            5.494 | 
         
        
            | 
1.000             | 
            5.435 | 
         
        
            | 
1.618             | 
            5.339 | 
         
        
            | 
2.618             | 
            5.184 | 
         
        
            | 
4.250             | 
            4.931 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.668 | 
                                5.706 | 
                             
                            
                                | PP | 
                                5.654 | 
                                5.679 | 
                             
                            
                                | S1 | 
                                5.640 | 
                                5.653 | 
                             
             
         |