NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Sep-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Sep-2010 | 
                    08-Sep-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.594 | 
                        4.612 | 
                        0.018 | 
                        0.4% | 
                        4.525 | 
                     
                    
                        | High | 
                        4.634 | 
                        4.612 | 
                        -0.022 | 
                        -0.5% | 
                        4.678 | 
                     
                    
                        | Low | 
                        4.480 | 
                        4.493 | 
                        0.013 | 
                        0.3% | 
                        4.467 | 
                     
                    
                        | Close | 
                        4.571 | 
                        4.534 | 
                        -0.037 | 
                        -0.8% | 
                        4.648 | 
                     
                    
                        | Range | 
                        0.154 | 
                        0.119 | 
                        -0.035 | 
                        -22.7% | 
                        0.211 | 
                     
                    
                        | ATR | 
                        0.116 | 
                        0.116 | 
                        0.000 | 
                        0.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,996 | 
                        24,675 | 
                        4,679 | 
                        23.4% | 
                        103,765 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.903 | 
                4.838 | 
                4.599 | 
                 | 
             
            
                | R3 | 
                4.784 | 
                4.719 | 
                4.567 | 
                 | 
             
            
                | R2 | 
                4.665 | 
                4.665 | 
                4.556 | 
                 | 
             
            
                | R1 | 
                4.600 | 
                4.600 | 
                4.545 | 
                4.573 | 
             
            
                | PP | 
                4.546 | 
                4.546 | 
                4.546 | 
                4.533 | 
             
            
                | S1 | 
                4.481 | 
                4.481 | 
                4.523 | 
                4.454 | 
             
            
                | S2 | 
                4.427 | 
                4.427 | 
                4.512 | 
                 | 
             
            
                | S3 | 
                4.308 | 
                4.362 | 
                4.501 | 
                 | 
             
            
                | S4 | 
                4.189 | 
                4.243 | 
                4.469 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.231 | 
                5.150 | 
                4.764 | 
                 | 
             
            
                | R3 | 
                5.020 | 
                4.939 | 
                4.706 | 
                 | 
             
            
                | R2 | 
                4.809 | 
                4.809 | 
                4.687 | 
                 | 
             
            
                | R1 | 
                4.728 | 
                4.728 | 
                4.667 | 
                4.769 | 
             
            
                | PP | 
                4.598 | 
                4.598 | 
                4.598 | 
                4.618 | 
             
            
                | S1 | 
                4.517 | 
                4.517 | 
                4.629 | 
                4.558 | 
             
            
                | S2 | 
                4.387 | 
                4.387 | 
                4.609 | 
                 | 
             
            
                | S3 | 
                4.176 | 
                4.306 | 
                4.590 | 
                 | 
             
            
                | S4 | 
                3.965 | 
                4.095 | 
                4.532 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.669 | 
                4.480 | 
                0.189 | 
                4.2% | 
                0.121 | 
                2.7% | 
                29% | 
                False | 
                False | 
                23,149 | 
                 
                
                | 10 | 
                4.678 | 
                4.467 | 
                0.211 | 
                4.7% | 
                0.119 | 
                2.6% | 
                32% | 
                False | 
                False | 
                20,100 | 
                 
                
                | 20 | 
                5.010 | 
                4.467 | 
                0.543 | 
                12.0% | 
                0.105 | 
                2.3% | 
                12% | 
                False | 
                False | 
                17,568 | 
                 
                
                | 40 | 
                5.468 | 
                4.467 | 
                1.001 | 
                22.1% | 
                0.113 | 
                2.5% | 
                7% | 
                False | 
                False | 
                16,973 | 
                 
                
                | 60 | 
                5.949 | 
                4.467 | 
                1.482 | 
                32.7% | 
                0.122 | 
                2.7% | 
                5% | 
                False | 
                False | 
                15,651 | 
                 
                
                | 80 | 
                5.949 | 
                4.467 | 
                1.482 | 
                32.7% | 
                0.125 | 
                2.8% | 
                5% | 
                False | 
                False | 
                14,574 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.118 | 
         
        
            | 
2.618             | 
            4.924 | 
         
        
            | 
1.618             | 
            4.805 | 
         
        
            | 
1.000             | 
            4.731 | 
         
        
            | 
0.618             | 
            4.686 | 
         
        
            | 
HIGH             | 
            4.612 | 
         
        
            | 
0.618             | 
            4.567 | 
         
        
            | 
0.500             | 
            4.553 | 
         
        
            | 
0.382             | 
            4.538 | 
         
        
            | 
LOW             | 
            4.493 | 
         
        
            | 
0.618             | 
            4.419 | 
         
        
            | 
1.000             | 
            4.374 | 
         
        
            | 
1.618             | 
            4.300 | 
         
        
            | 
2.618             | 
            4.181 | 
         
        
            | 
4.250             | 
            3.987 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Sep-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.553 | 
                                4.566 | 
                             
                            
                                | PP | 
                                4.546 | 
                                4.555 | 
                             
                            
                                | S1 | 
                                4.540 | 
                                4.545 | 
                             
             
         |