NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jul-2010 | 
                    19-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.268 | 
                        5.241 | 
                        -0.027 | 
                        -0.5% | 
                        5.370 | 
                     
                    
                        | High | 
                        5.360 | 
                        5.268 | 
                        -0.092 | 
                        -1.7% | 
                        5.377 | 
                     
                    
                        | Low | 
                        5.228 | 
                        5.210 | 
                        -0.018 | 
                        -0.3% | 
                        5.136 | 
                     
                    
                        | Close | 
                        5.268 | 
                        5.241 | 
                        -0.027 | 
                        -0.5% | 
                        5.268 | 
                     
                    
                        | Range | 
                        0.132 | 
                        0.058 | 
                        -0.074 | 
                        -56.1% | 
                        0.241 | 
                     
                    
                        | ATR | 
                        0.139 | 
                        0.133 | 
                        -0.006 | 
                        -4.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        23,894 | 
                        14,560 | 
                        -9,334 | 
                        -39.1% | 
                        81,884 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.414 | 
                5.385 | 
                5.273 | 
                 | 
             
            
                | R3 | 
                5.356 | 
                5.327 | 
                5.257 | 
                 | 
             
            
                | R2 | 
                5.298 | 
                5.298 | 
                5.252 | 
                 | 
             
            
                | R1 | 
                5.269 | 
                5.269 | 
                5.246 | 
                5.270 | 
             
            
                | PP | 
                5.240 | 
                5.240 | 
                5.240 | 
                5.240 | 
             
            
                | S1 | 
                5.211 | 
                5.211 | 
                5.236 | 
                5.212 | 
             
            
                | S2 | 
                5.182 | 
                5.182 | 
                5.230 | 
                 | 
             
            
                | S3 | 
                5.124 | 
                5.153 | 
                5.225 | 
                 | 
             
            
                | S4 | 
                5.066 | 
                5.095 | 
                5.209 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.983 | 
                5.867 | 
                5.401 | 
                 | 
             
            
                | R3 | 
                5.742 | 
                5.626 | 
                5.334 | 
                 | 
             
            
                | R2 | 
                5.501 | 
                5.501 | 
                5.312 | 
                 | 
             
            
                | R1 | 
                5.385 | 
                5.385 | 
                5.290 | 
                5.323 | 
             
            
                | PP | 
                5.260 | 
                5.260 | 
                5.260 | 
                5.229 | 
             
            
                | S1 | 
                5.144 | 
                5.144 | 
                5.246 | 
                5.082 | 
             
            
                | S2 | 
                5.019 | 
                5.019 | 
                5.224 | 
                 | 
             
            
                | S3 | 
                4.778 | 
                4.903 | 
                5.202 | 
                 | 
             
            
                | S4 | 
                4.537 | 
                4.662 | 
                5.135 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.515 | 
         
        
            | 
2.618             | 
            5.420 | 
         
        
            | 
1.618             | 
            5.362 | 
         
        
            | 
1.000             | 
            5.326 | 
         
        
            | 
0.618             | 
            5.304 | 
         
        
            | 
HIGH             | 
            5.268 | 
         
        
            | 
0.618             | 
            5.246 | 
         
        
            | 
0.500             | 
            5.239 | 
         
        
            | 
0.382             | 
            5.232 | 
         
        
            | 
LOW             | 
            5.210 | 
         
        
            | 
0.618             | 
            5.174 | 
         
        
            | 
1.000             | 
            5.152 | 
         
        
            | 
1.618             | 
            5.116 | 
         
        
            | 
2.618             | 
            5.058 | 
         
        
            | 
4.250             | 
            4.964 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.240 | 
                                5.248 | 
                             
                            
                                | PP | 
                                5.240 | 
                                5.246 | 
                             
                            
                                | S1 | 
                                5.239 | 
                                5.243 | 
                             
             
         |