NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jun-2010 | 
                    18-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.860 | 
                        5.943 | 
                        0.083 | 
                        1.4% | 
                        5.755 | 
                     
                    
                        | High | 
                        5.907 | 
                        5.949 | 
                        0.042 | 
                        0.7% | 
                        5.949 | 
                     
                    
                        | Low | 
                        5.795 | 
                        5.777 | 
                        -0.018 | 
                        -0.3% | 
                        5.703 | 
                     
                    
                        | Close | 
                        5.897 | 
                        5.783 | 
                        -0.114 | 
                        -1.9% | 
                        5.783 | 
                     
                    
                        | Range | 
                        0.112 | 
                        0.172 | 
                        0.060 | 
                        53.6% | 
                        0.246 | 
                     
                    
                        | ATR | 
                        0.134 | 
                        0.136 | 
                        0.003 | 
                        2.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        15,803 | 
                        14,006 | 
                        -1,797 | 
                        -11.4% | 
                        69,437 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.352 | 
                6.240 | 
                5.878 | 
                 | 
             
            
                | R3 | 
                6.180 | 
                6.068 | 
                5.830 | 
                 | 
             
            
                | R2 | 
                6.008 | 
                6.008 | 
                5.815 | 
                 | 
             
            
                | R1 | 
                5.896 | 
                5.896 | 
                5.799 | 
                5.866 | 
             
            
                | PP | 
                5.836 | 
                5.836 | 
                5.836 | 
                5.822 | 
             
            
                | S1 | 
                5.724 | 
                5.724 | 
                5.767 | 
                5.694 | 
             
            
                | S2 | 
                5.664 | 
                5.664 | 
                5.751 | 
                 | 
             
            
                | S3 | 
                5.492 | 
                5.552 | 
                5.736 | 
                 | 
             
            
                | S4 | 
                5.320 | 
                5.380 | 
                5.688 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.550 | 
                6.412 | 
                5.918 | 
                 | 
             
            
                | R3 | 
                6.304 | 
                6.166 | 
                5.851 | 
                 | 
             
            
                | R2 | 
                6.058 | 
                6.058 | 
                5.828 | 
                 | 
             
            
                | R1 | 
                5.920 | 
                5.920 | 
                5.806 | 
                5.989 | 
             
            
                | PP | 
                5.812 | 
                5.812 | 
                5.812 | 
                5.846 | 
             
            
                | S1 | 
                5.674 | 
                5.674 | 
                5.760 | 
                5.743 | 
             
            
                | S2 | 
                5.566 | 
                5.566 | 
                5.738 | 
                 | 
             
            
                | S3 | 
                5.320 | 
                5.428 | 
                5.715 | 
                 | 
             
            
                | S4 | 
                5.074 | 
                5.182 | 
                5.648 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.680 | 
         
        
            | 
2.618             | 
            6.399 | 
         
        
            | 
1.618             | 
            6.227 | 
         
        
            | 
1.000             | 
            6.121 | 
         
        
            | 
0.618             | 
            6.055 | 
         
        
            | 
HIGH             | 
            5.949 | 
         
        
            | 
0.618             | 
            5.883 | 
         
        
            | 
0.500             | 
            5.863 | 
         
        
            | 
0.382             | 
            5.843 | 
         
        
            | 
LOW             | 
            5.777 | 
         
        
            | 
0.618             | 
            5.671 | 
         
        
            | 
1.000             | 
            5.605 | 
         
        
            | 
1.618             | 
            5.499 | 
         
        
            | 
2.618             | 
            5.327 | 
         
        
            | 
4.250             | 
            5.046 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.863 | 
                                5.863 | 
                             
                            
                                | PP | 
                                5.836 | 
                                5.836 | 
                             
                            
                                | S1 | 
                                5.810 | 
                                5.810 | 
                             
             
         |