NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jun-2010 | 
                    14-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.686 | 
                        5.755 | 
                        0.069 | 
                        1.2% | 
                        5.689 | 
                     
                    
                        | High | 
                        5.705 | 
                        5.814 | 
                        0.109 | 
                        1.9% | 
                        5.822 | 
                     
                    
                        | Low | 
                        5.647 | 
                        5.703 | 
                        0.056 | 
                        1.0% | 
                        5.583 | 
                     
                    
                        | Close | 
                        5.686 | 
                        5.799 | 
                        0.113 | 
                        2.0% | 
                        5.686 | 
                     
                    
                        | Range | 
                        0.058 | 
                        0.111 | 
                        0.053 | 
                        91.4% | 
                        0.239 | 
                     
                    
                        | ATR | 
                        0.136 | 
                        0.135 | 
                        -0.001 | 
                        -0.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        14,389 | 
                        7,993 | 
                        -6,396 | 
                        -44.5% | 
                        70,579 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.105 | 
                6.063 | 
                5.860 | 
                 | 
             
            
                | R3 | 
                5.994 | 
                5.952 | 
                5.830 | 
                 | 
             
            
                | R2 | 
                5.883 | 
                5.883 | 
                5.819 | 
                 | 
             
            
                | R1 | 
                5.841 | 
                5.841 | 
                5.809 | 
                5.862 | 
             
            
                | PP | 
                5.772 | 
                5.772 | 
                5.772 | 
                5.783 | 
             
            
                | S1 | 
                5.730 | 
                5.730 | 
                5.789 | 
                5.751 | 
             
            
                | S2 | 
                5.661 | 
                5.661 | 
                5.779 | 
                 | 
             
            
                | S3 | 
                5.550 | 
                5.619 | 
                5.768 | 
                 | 
             
            
                | S4 | 
                5.439 | 
                5.508 | 
                5.738 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.414 | 
                6.289 | 
                5.817 | 
                 | 
             
            
                | R3 | 
                6.175 | 
                6.050 | 
                5.752 | 
                 | 
             
            
                | R2 | 
                5.936 | 
                5.936 | 
                5.730 | 
                 | 
             
            
                | R1 | 
                5.811 | 
                5.811 | 
                5.708 | 
                5.754 | 
             
            
                | PP | 
                5.697 | 
                5.697 | 
                5.697 | 
                5.669 | 
             
            
                | S1 | 
                5.572 | 
                5.572 | 
                5.664 | 
                5.515 | 
             
            
                | S2 | 
                5.458 | 
                5.458 | 
                5.642 | 
                 | 
             
            
                | S3 | 
                5.219 | 
                5.333 | 
                5.620 | 
                 | 
             
            
                | S4 | 
                4.980 | 
                5.094 | 
                5.555 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.286 | 
         
        
            | 
2.618             | 
            6.105 | 
         
        
            | 
1.618             | 
            5.994 | 
         
        
            | 
1.000             | 
            5.925 | 
         
        
            | 
0.618             | 
            5.883 | 
         
        
            | 
HIGH             | 
            5.814 | 
         
        
            | 
0.618             | 
            5.772 | 
         
        
            | 
0.500             | 
            5.759 | 
         
        
            | 
0.382             | 
            5.745 | 
         
        
            | 
LOW             | 
            5.703 | 
         
        
            | 
0.618             | 
            5.634 | 
         
        
            | 
1.000             | 
            5.592 | 
         
        
            | 
1.618             | 
            5.523 | 
         
        
            | 
2.618             | 
            5.412 | 
         
        
            | 
4.250             | 
            5.231 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.786 | 
                                5.767 | 
                             
                            
                                | PP | 
                                5.772 | 
                                5.734 | 
                             
                            
                                | S1 | 
                                5.759 | 
                                5.702 | 
                             
             
         |