NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Oct-2010 | 
                    25-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.043 | 
                        3.935 | 
                        -0.108 | 
                        -2.7% | 
                        4.140 | 
                     
                    
                        | High | 
                        4.043 | 
                        3.987 | 
                        -0.056 | 
                        -1.4% | 
                        4.184 | 
                     
                    
                        | Low | 
                        3.912 | 
                        3.868 | 
                        -0.044 | 
                        -1.1% | 
                        3.912 | 
                     
                    
                        | Close | 
                        3.948 | 
                        3.928 | 
                        -0.020 | 
                        -0.5% | 
                        3.948 | 
                     
                    
                        | Range | 
                        0.131 | 
                        0.119 | 
                        -0.012 | 
                        -9.2% | 
                        0.272 | 
                     
                    
                        | ATR | 
                        0.107 | 
                        0.108 | 
                        0.001 | 
                        0.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        38,893 | 
                        23,886 | 
                        -15,007 | 
                        -38.6% | 
                        167,029 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.285 | 
                4.225 | 
                3.993 | 
                 | 
             
            
                | R3 | 
                4.166 | 
                4.106 | 
                3.961 | 
                 | 
             
            
                | R2 | 
                4.047 | 
                4.047 | 
                3.950 | 
                 | 
             
            
                | R1 | 
                3.987 | 
                3.987 | 
                3.939 | 
                3.958 | 
             
            
                | PP | 
                3.928 | 
                3.928 | 
                3.928 | 
                3.913 | 
             
            
                | S1 | 
                3.868 | 
                3.868 | 
                3.917 | 
                3.839 | 
             
            
                | S2 | 
                3.809 | 
                3.809 | 
                3.906 | 
                 | 
             
            
                | S3 | 
                3.690 | 
                3.749 | 
                3.895 | 
                 | 
             
            
                | S4 | 
                3.571 | 
                3.630 | 
                3.863 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.831 | 
                4.661 | 
                4.098 | 
                 | 
             
            
                | R3 | 
                4.559 | 
                4.389 | 
                4.023 | 
                 | 
             
            
                | R2 | 
                4.287 | 
                4.287 | 
                3.998 | 
                 | 
             
            
                | R1 | 
                4.117 | 
                4.117 | 
                3.973 | 
                4.066 | 
             
            
                | PP | 
                4.015 | 
                4.015 | 
                4.015 | 
                3.989 | 
             
            
                | S1 | 
                3.845 | 
                3.845 | 
                3.923 | 
                3.794 | 
             
            
                | S2 | 
                3.743 | 
                3.743 | 
                3.898 | 
                 | 
             
            
                | S3 | 
                3.471 | 
                3.573 | 
                3.873 | 
                 | 
             
            
                | S4 | 
                3.199 | 
                3.301 | 
                3.798 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.184 | 
                3.868 | 
                0.316 | 
                8.0% | 
                0.109 | 
                2.8% | 
                19% | 
                False | 
                True | 
                31,441 | 
                 
                
                | 10 | 
                4.317 | 
                3.868 | 
                0.449 | 
                11.4% | 
                0.100 | 
                2.6% | 
                13% | 
                False | 
                True | 
                45,812 | 
                 
                
                | 20 | 
                4.400 | 
                3.868 | 
                0.532 | 
                13.5% | 
                0.100 | 
                2.6% | 
                11% | 
                False | 
                True | 
                41,038 | 
                 
                
                | 40 | 
                4.681 | 
                3.868 | 
                0.813 | 
                20.7% | 
                0.112 | 
                2.9% | 
                7% | 
                False | 
                True | 
                31,472 | 
                 
                
                | 60 | 
                5.468 | 
                3.868 | 
                1.600 | 
                40.7% | 
                0.112 | 
                2.8% | 
                4% | 
                False | 
                True | 
                26,425 | 
                 
                
                | 80 | 
                5.593 | 
                3.868 | 
                1.725 | 
                43.9% | 
                0.113 | 
                2.9% | 
                3% | 
                False | 
                True | 
                23,632 | 
                 
                
                | 100 | 
                5.949 | 
                3.868 | 
                2.081 | 
                53.0% | 
                0.119 | 
                3.0% | 
                3% | 
                False | 
                True | 
                21,479 | 
                 
                
                | 120 | 
                5.949 | 
                3.868 | 
                2.081 | 
                53.0% | 
                0.120 | 
                3.1% | 
                3% | 
                False | 
                True | 
                19,610 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.493 | 
         
        
            | 
2.618             | 
            4.299 | 
         
        
            | 
1.618             | 
            4.180 | 
         
        
            | 
1.000             | 
            4.106 | 
         
        
            | 
0.618             | 
            4.061 | 
         
        
            | 
HIGH             | 
            3.987 | 
         
        
            | 
0.618             | 
            3.942 | 
         
        
            | 
0.500             | 
            3.928 | 
         
        
            | 
0.382             | 
            3.913 | 
         
        
            | 
LOW             | 
            3.868 | 
         
        
            | 
0.618             | 
            3.794 | 
         
        
            | 
1.000             | 
            3.749 | 
         
        
            | 
1.618             | 
            3.675 | 
         
        
            | 
2.618             | 
            3.556 | 
         
        
            | 
4.250             | 
            3.362 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.928 | 
                                4.008 | 
                             
                            
                                | PP | 
                                3.928 | 
                                3.981 | 
                             
                            
                                | S1 | 
                                3.928 | 
                                3.955 | 
                             
             
         |