NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jun-2010 | 
                    29-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.694 | 
                        5.624 | 
                        -0.070 | 
                        -1.2% | 
                        5.665 | 
                     
                    
                        | High | 
                        5.705 | 
                        5.624 | 
                        -0.081 | 
                        -1.4% | 
                        5.904 | 
                     
                    
                        | Low | 
                        5.600 | 
                        5.418 | 
                        -0.182 | 
                        -3.3% | 
                        5.542 | 
                     
                    
                        | Close | 
                        5.609 | 
                        5.427 | 
                        -0.182 | 
                        -3.2% | 
                        5.743 | 
                     
                    
                        | Range | 
                        0.105 | 
                        0.206 | 
                        0.101 | 
                        96.2% | 
                        0.362 | 
                     
                    
                        | ATR | 
                        0.136 | 
                        0.141 | 
                        0.005 | 
                        3.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        7,315 | 
                        9,011 | 
                        1,696 | 
                        23.2% | 
                        52,968 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.108 | 
                5.973 | 
                5.540 | 
                 | 
             
            
                | R3 | 
                5.902 | 
                5.767 | 
                5.484 | 
                 | 
             
            
                | R2 | 
                5.696 | 
                5.696 | 
                5.465 | 
                 | 
             
            
                | R1 | 
                5.561 | 
                5.561 | 
                5.446 | 
                5.526 | 
             
            
                | PP | 
                5.490 | 
                5.490 | 
                5.490 | 
                5.472 | 
             
            
                | S1 | 
                5.355 | 
                5.355 | 
                5.408 | 
                5.320 | 
             
            
                | S2 | 
                5.284 | 
                5.284 | 
                5.389 | 
                 | 
             
            
                | S3 | 
                5.078 | 
                5.149 | 
                5.370 | 
                 | 
             
            
                | S4 | 
                4.872 | 
                4.943 | 
                5.314 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.816 | 
                6.641 | 
                5.942 | 
                 | 
             
            
                | R3 | 
                6.454 | 
                6.279 | 
                5.843 | 
                 | 
             
            
                | R2 | 
                6.092 | 
                6.092 | 
                5.809 | 
                 | 
             
            
                | R1 | 
                5.917 | 
                5.917 | 
                5.776 | 
                6.005 | 
             
            
                | PP | 
                5.730 | 
                5.730 | 
                5.730 | 
                5.773 | 
             
            
                | S1 | 
                5.555 | 
                5.555 | 
                5.710 | 
                5.643 | 
             
            
                | S2 | 
                5.368 | 
                5.368 | 
                5.677 | 
                 | 
             
            
                | S3 | 
                5.006 | 
                5.193 | 
                5.643 | 
                 | 
             
            
                | S4 | 
                4.644 | 
                4.831 | 
                5.544 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.500 | 
         
        
            | 
2.618             | 
            6.163 | 
         
        
            | 
1.618             | 
            5.957 | 
         
        
            | 
1.000             | 
            5.830 | 
         
        
            | 
0.618             | 
            5.751 | 
         
        
            | 
HIGH             | 
            5.624 | 
         
        
            | 
0.618             | 
            5.545 | 
         
        
            | 
0.500             | 
            5.521 | 
         
        
            | 
0.382             | 
            5.497 | 
         
        
            | 
LOW             | 
            5.418 | 
         
        
            | 
0.618             | 
            5.291 | 
         
        
            | 
1.000             | 
            5.212 | 
         
        
            | 
1.618             | 
            5.085 | 
         
        
            | 
2.618             | 
            4.879 | 
         
        
            | 
4.250             | 
            4.543 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.521 | 
                                5.584 | 
                             
                            
                                | PP | 
                                5.490 | 
                                5.532 | 
                             
                            
                                | S1 | 
                                5.458 | 
                                5.479 | 
                             
             
         |