NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Aug-2010 | 
                    12-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.966 | 
                        4.906 | 
                        -0.060 | 
                        -1.2% | 
                        5.412 | 
                     
                    
                        | High | 
                        4.966 | 
                        4.977 | 
                        0.011 | 
                        0.2% | 
                        5.468 | 
                     
                    
                        | Low | 
                        4.869 | 
                        4.905 | 
                        0.036 | 
                        0.7% | 
                        5.100 | 
                     
                    
                        | Close | 
                        4.906 | 
                        4.973 | 
                        0.067 | 
                        1.4% | 
                        5.139 | 
                     
                    
                        | Range | 
                        0.097 | 
                        0.072 | 
                        -0.025 | 
                        -25.8% | 
                        0.368 | 
                     
                    
                        | ATR | 
                        0.127 | 
                        0.123 | 
                        -0.004 | 
                        -3.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        22,509 | 
                        23,944 | 
                        1,435 | 
                        6.4% | 
                        84,140 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.168 | 
                5.142 | 
                5.013 | 
                 | 
             
            
                | R3 | 
                5.096 | 
                5.070 | 
                4.993 | 
                 | 
             
            
                | R2 | 
                5.024 | 
                5.024 | 
                4.986 | 
                 | 
             
            
                | R1 | 
                4.998 | 
                4.998 | 
                4.980 | 
                5.011 | 
             
            
                | PP | 
                4.952 | 
                4.952 | 
                4.952 | 
                4.958 | 
             
            
                | S1 | 
                4.926 | 
                4.926 | 
                4.966 | 
                4.939 | 
             
            
                | S2 | 
                4.880 | 
                4.880 | 
                4.960 | 
                 | 
             
            
                | S3 | 
                4.808 | 
                4.854 | 
                4.953 | 
                 | 
             
            
                | S4 | 
                4.736 | 
                4.782 | 
                4.933 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.340 | 
                6.107 | 
                5.341 | 
                 | 
             
            
                | R3 | 
                5.972 | 
                5.739 | 
                5.240 | 
                 | 
             
            
                | R2 | 
                5.604 | 
                5.604 | 
                5.206 | 
                 | 
             
            
                | R1 | 
                5.371 | 
                5.371 | 
                5.173 | 
                5.304 | 
             
            
                | PP | 
                5.236 | 
                5.236 | 
                5.236 | 
                5.202 | 
             
            
                | S1 | 
                5.003 | 
                5.003 | 
                5.105 | 
                4.936 | 
             
            
                | S2 | 
                4.868 | 
                4.868 | 
                5.072 | 
                 | 
             
            
                | S3 | 
                4.500 | 
                4.635 | 
                5.038 | 
                 | 
             
            
                | S4 | 
                4.132 | 
                4.267 | 
                4.937 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.207 | 
                4.869 | 
                0.338 | 
                6.8% | 
                0.110 | 
                2.2% | 
                31% | 
                False | 
                False | 
                21,233 | 
                 
                
                | 10 | 
                5.468 | 
                4.869 | 
                0.599 | 
                12.0% | 
                0.127 | 
                2.6% | 
                17% | 
                False | 
                False | 
                19,757 | 
                 
                
                | 20 | 
                5.468 | 
                4.869 | 
                0.599 | 
                12.0% | 
                0.116 | 
                2.3% | 
                17% | 
                False | 
                False | 
                17,017 | 
                 
                
                | 40 | 
                5.949 | 
                4.869 | 
                1.080 | 
                21.7% | 
                0.129 | 
                2.6% | 
                10% | 
                False | 
                False | 
                15,063 | 
                 
                
                | 60 | 
                5.949 | 
                4.869 | 
                1.080 | 
                21.7% | 
                0.131 | 
                2.6% | 
                10% | 
                False | 
                False | 
                13,878 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.283 | 
         
        
            | 
2.618             | 
            5.165 | 
         
        
            | 
1.618             | 
            5.093 | 
         
        
            | 
1.000             | 
            5.049 | 
         
        
            | 
0.618             | 
            5.021 | 
         
        
            | 
HIGH             | 
            4.977 | 
         
        
            | 
0.618             | 
            4.949 | 
         
        
            | 
0.500             | 
            4.941 | 
         
        
            | 
0.382             | 
            4.933 | 
         
        
            | 
LOW             | 
            4.905 | 
         
        
            | 
0.618             | 
            4.861 | 
         
        
            | 
1.000             | 
            4.833 | 
         
        
            | 
1.618             | 
            4.789 | 
         
        
            | 
2.618             | 
            4.717 | 
         
        
            | 
4.250             | 
            4.599 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.962 | 
                                4.966 | 
                             
                            
                                | PP | 
                                4.952 | 
                                4.960 | 
                             
                            
                                | S1 | 
                                4.941 | 
                                4.953 | 
                             
             
         |