NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jul-2010 | 
                    12-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.336 | 
                        5.370 | 
                        0.034 | 
                        0.6% | 
                        5.470 | 
                     
                    
                        | High | 
                        5.375 | 
                        5.377 | 
                        0.002 | 
                        0.0% | 
                        5.593 | 
                     
                    
                        | Low | 
                        5.281 | 
                        5.310 | 
                        0.029 | 
                        0.5% | 
                        5.260 | 
                     
                    
                        | Close | 
                        5.352 | 
                        5.334 | 
                        -0.018 | 
                        -0.3% | 
                        5.352 | 
                     
                    
                        | Range | 
                        0.094 | 
                        0.067 | 
                        -0.027 | 
                        -28.7% | 
                        0.333 | 
                     
                    
                        | ATR | 
                        0.145 | 
                        0.139 | 
                        -0.006 | 
                        -3.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        20,653 | 
                        13,799 | 
                        -6,854 | 
                        -33.2% | 
                        58,100 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.541 | 
                5.505 | 
                5.371 | 
                 | 
             
            
                | R3 | 
                5.474 | 
                5.438 | 
                5.352 | 
                 | 
             
            
                | R2 | 
                5.407 | 
                5.407 | 
                5.346 | 
                 | 
             
            
                | R1 | 
                5.371 | 
                5.371 | 
                5.340 | 
                5.356 | 
             
            
                | PP | 
                5.340 | 
                5.340 | 
                5.340 | 
                5.333 | 
             
            
                | S1 | 
                5.304 | 
                5.304 | 
                5.328 | 
                5.289 | 
             
            
                | S2 | 
                5.273 | 
                5.273 | 
                5.322 | 
                 | 
             
            
                | S3 | 
                5.206 | 
                5.237 | 
                5.316 | 
                 | 
             
            
                | S4 | 
                5.139 | 
                5.170 | 
                5.297 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.401 | 
                6.209 | 
                5.535 | 
                 | 
             
            
                | R3 | 
                6.068 | 
                5.876 | 
                5.444 | 
                 | 
             
            
                | R2 | 
                5.735 | 
                5.735 | 
                5.413 | 
                 | 
             
            
                | R1 | 
                5.543 | 
                5.543 | 
                5.383 | 
                5.473 | 
             
            
                | PP | 
                5.402 | 
                5.402 | 
                5.402 | 
                5.366 | 
             
            
                | S1 | 
                5.210 | 
                5.210 | 
                5.321 | 
                5.140 | 
             
            
                | S2 | 
                5.069 | 
                5.069 | 
                5.291 | 
                 | 
             
            
                | S3 | 
                4.736 | 
                4.877 | 
                5.260 | 
                 | 
             
            
                | S4 | 
                4.403 | 
                4.544 | 
                5.169 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.662 | 
         
        
            | 
2.618             | 
            5.552 | 
         
        
            | 
1.618             | 
            5.485 | 
         
        
            | 
1.000             | 
            5.444 | 
         
        
            | 
0.618             | 
            5.418 | 
         
        
            | 
HIGH             | 
            5.377 | 
         
        
            | 
0.618             | 
            5.351 | 
         
        
            | 
0.500             | 
            5.344 | 
         
        
            | 
0.382             | 
            5.336 | 
         
        
            | 
LOW             | 
            5.310 | 
         
        
            | 
0.618             | 
            5.269 | 
         
        
            | 
1.000             | 
            5.243 | 
         
        
            | 
1.618             | 
            5.202 | 
         
        
            | 
2.618             | 
            5.135 | 
         
        
            | 
4.250             | 
            5.025 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.344 | 
                                5.358 | 
                             
                            
                                | PP | 
                                5.340 | 
                                5.350 | 
                             
                            
                                | S1 | 
                                5.337 | 
                                5.342 | 
                             
             
         |