NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jun-2010 | 
                    16-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.850 | 
                        5.811 | 
                        -0.039 | 
                        -0.7% | 
                        5.689 | 
                     
                    
                        | High | 
                        5.924 | 
                        5.935 | 
                        0.011 | 
                        0.2% | 
                        5.822 | 
                     
                    
                        | Low | 
                        5.817 | 
                        5.790 | 
                        -0.027 | 
                        -0.5% | 
                        5.583 | 
                     
                    
                        | Close | 
                        5.920 | 
                        5.811 | 
                        -0.109 | 
                        -1.8% | 
                        5.686 | 
                     
                    
                        | Range | 
                        0.107 | 
                        0.145 | 
                        0.038 | 
                        35.5% | 
                        0.239 | 
                     
                    
                        | ATR | 
                        0.135 | 
                        0.135 | 
                        0.001 | 
                        0.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        16,420 | 
                        15,215 | 
                        -1,205 | 
                        -7.3% | 
                        70,579 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.280 | 
                6.191 | 
                5.891 | 
                 | 
             
            
                | R3 | 
                6.135 | 
                6.046 | 
                5.851 | 
                 | 
             
            
                | R2 | 
                5.990 | 
                5.990 | 
                5.838 | 
                 | 
             
            
                | R1 | 
                5.901 | 
                5.901 | 
                5.824 | 
                5.884 | 
             
            
                | PP | 
                5.845 | 
                5.845 | 
                5.845 | 
                5.837 | 
             
            
                | S1 | 
                5.756 | 
                5.756 | 
                5.798 | 
                5.739 | 
             
            
                | S2 | 
                5.700 | 
                5.700 | 
                5.784 | 
                 | 
             
            
                | S3 | 
                5.555 | 
                5.611 | 
                5.771 | 
                 | 
             
            
                | S4 | 
                5.410 | 
                5.466 | 
                5.731 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            6.551 | 
         
        
            | 
2.618             | 
            6.315 | 
         
        
            | 
1.618             | 
            6.170 | 
         
        
            | 
1.000             | 
            6.080 | 
         
        
            | 
0.618             | 
            6.025 | 
         
        
            | 
HIGH             | 
            5.935 | 
         
        
            | 
0.618             | 
            5.880 | 
         
        
            | 
0.500             | 
            5.863 | 
         
        
            | 
0.382             | 
            5.845 | 
         
        
            | 
LOW             | 
            5.790 | 
         
        
            | 
0.618             | 
            5.700 | 
         
        
            | 
1.000             | 
            5.645 | 
         
        
            | 
1.618             | 
            5.555 | 
         
        
            | 
2.618             | 
            5.410 | 
         
        
            | 
4.250             | 
            5.174 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.863 | 
                                5.819 | 
                             
                            
                                | PP | 
                                5.845 | 
                                5.816 | 
                             
                            
                                | S1 | 
                                5.828 | 
                                5.814 | 
                             
             
         |