NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Jun-2010 | 
                    22-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.665 | 
                        5.651 | 
                        -0.014 | 
                        -0.2% | 
                        5.755 | 
                     
                    
                        | High | 
                        5.904 | 
                        5.665 | 
                        -0.239 | 
                        -4.0% | 
                        5.949 | 
                     
                    
                        | Low | 
                        5.633 | 
                        5.542 | 
                        -0.091 | 
                        -1.6% | 
                        5.703 | 
                     
                    
                        | Close | 
                        5.665 | 
                        5.599 | 
                        -0.066 | 
                        -1.2% | 
                        5.783 | 
                     
                    
                        | Range | 
                        0.271 | 
                        0.123 | 
                        -0.148 | 
                        -54.6% | 
                        0.246 | 
                     
                    
                        | ATR | 
                        0.146 | 
                        0.144 | 
                        -0.002 | 
                        -1.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        12,029 | 
                        12,983 | 
                        954 | 
                        7.9% | 
                        69,437 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.971 | 
                5.908 | 
                5.667 | 
                 | 
             
            
                | R3 | 
                5.848 | 
                5.785 | 
                5.633 | 
                 | 
             
            
                | R2 | 
                5.725 | 
                5.725 | 
                5.622 | 
                 | 
             
            
                | R1 | 
                5.662 | 
                5.662 | 
                5.610 | 
                5.632 | 
             
            
                | PP | 
                5.602 | 
                5.602 | 
                5.602 | 
                5.587 | 
             
            
                | S1 | 
                5.539 | 
                5.539 | 
                5.588 | 
                5.509 | 
             
            
                | S2 | 
                5.479 | 
                5.479 | 
                5.576 | 
                 | 
             
            
                | S3 | 
                5.356 | 
                5.416 | 
                5.565 | 
                 | 
             
            
                | S4 | 
                5.233 | 
                5.293 | 
                5.531 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            6.188 | 
         
        
            | 
2.618             | 
            5.987 | 
         
        
            | 
1.618             | 
            5.864 | 
         
        
            | 
1.000             | 
            5.788 | 
         
        
            | 
0.618             | 
            5.741 | 
         
        
            | 
HIGH             | 
            5.665 | 
         
        
            | 
0.618             | 
            5.618 | 
         
        
            | 
0.500             | 
            5.604 | 
         
        
            | 
0.382             | 
            5.589 | 
         
        
            | 
LOW             | 
            5.542 | 
         
        
            | 
0.618             | 
            5.466 | 
         
        
            | 
1.000             | 
            5.419 | 
         
        
            | 
1.618             | 
            5.343 | 
         
        
            | 
2.618             | 
            5.220 | 
         
        
            | 
4.250             | 
            5.019 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.604 | 
                                5.746 | 
                             
                            
                                | PP | 
                                5.602 | 
                                5.697 | 
                             
                            
                                | S1 | 
                                5.601 | 
                                5.648 | 
                             
             
         |