NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Nov-2010 | 
                    19-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.177 | 
                        4.190 | 
                        0.013 | 
                        0.3% | 
                        3.960 | 
                     
                    
                        | High | 
                        4.226 | 
                        4.332 | 
                        0.106 | 
                        2.5% | 
                        4.332 | 
                     
                    
                        | Low | 
                        4.035 | 
                        4.148 | 
                        0.113 | 
                        2.8% | 
                        3.853 | 
                     
                    
                        | Close | 
                        4.183 | 
                        4.324 | 
                        0.141 | 
                        3.4% | 
                        4.324 | 
                     
                    
                        | Range | 
                        0.191 | 
                        0.184 | 
                        -0.007 | 
                        -3.7% | 
                        0.479 | 
                     
                    
                        | ATR | 
                        0.158 | 
                        0.160 | 
                        0.002 | 
                        1.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        73,914 | 
                        91,751 | 
                        17,837 | 
                        24.1% | 
                        408,009 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.820 | 
                4.756 | 
                4.425 | 
                 | 
             
            
                | R3 | 
                4.636 | 
                4.572 | 
                4.375 | 
                 | 
             
            
                | R2 | 
                4.452 | 
                4.452 | 
                4.358 | 
                 | 
             
            
                | R1 | 
                4.388 | 
                4.388 | 
                4.341 | 
                4.420 | 
             
            
                | PP | 
                4.268 | 
                4.268 | 
                4.268 | 
                4.284 | 
             
            
                | S1 | 
                4.204 | 
                4.204 | 
                4.307 | 
                4.236 | 
             
            
                | S2 | 
                4.084 | 
                4.084 | 
                4.290 | 
                 | 
             
            
                | S3 | 
                3.900 | 
                4.020 | 
                4.273 | 
                 | 
             
            
                | S4 | 
                3.716 | 
                3.836 | 
                4.223 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.607 | 
                5.444 | 
                4.587 | 
                 | 
             
            
                | R3 | 
                5.128 | 
                4.965 | 
                4.456 | 
                 | 
             
            
                | R2 | 
                4.649 | 
                4.649 | 
                4.412 | 
                 | 
             
            
                | R1 | 
                4.486 | 
                4.486 | 
                4.368 | 
                4.568 | 
             
            
                | PP | 
                4.170 | 
                4.170 | 
                4.170 | 
                4.210 | 
             
            
                | S1 | 
                4.007 | 
                4.007 | 
                4.280 | 
                4.089 | 
             
            
                | S2 | 
                3.691 | 
                3.691 | 
                4.236 | 
                 | 
             
            
                | S3 | 
                3.212 | 
                3.528 | 
                4.192 | 
                 | 
             
            
                | S4 | 
                2.733 | 
                3.049 | 
                4.061 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.332 | 
                3.853 | 
                0.479 | 
                11.1% | 
                0.184 | 
                4.3% | 
                98% | 
                True | 
                False | 
                81,601 | 
                 
                
                | 10 | 
                4.411 | 
                3.853 | 
                0.558 | 
                12.9% | 
                0.180 | 
                4.2% | 
                84% | 
                False | 
                False | 
                82,144 | 
                 
                
                | 20 | 
                4.411 | 
                3.853 | 
                0.558 | 
                12.9% | 
                0.172 | 
                4.0% | 
                84% | 
                False | 
                False | 
                61,882 | 
                 
                
                | 40 | 
                4.443 | 
                3.853 | 
                0.590 | 
                13.6% | 
                0.137 | 
                3.2% | 
                80% | 
                False | 
                False | 
                51,223 | 
                 
                
                | 60 | 
                4.681 | 
                3.853 | 
                0.828 | 
                19.1% | 
                0.132 | 
                3.1% | 
                57% | 
                False | 
                False | 
                41,558 | 
                 
                
                | 80 | 
                5.468 | 
                3.853 | 
                1.615 | 
                37.3% | 
                0.127 | 
                2.9% | 
                29% | 
                False | 
                False | 
                35,334 | 
                 
                
                | 100 | 
                5.611 | 
                3.853 | 
                1.758 | 
                40.7% | 
                0.126 | 
                2.9% | 
                27% | 
                False | 
                False | 
                31,200 | 
                 
                
                | 120 | 
                5.949 | 
                3.853 | 
                2.096 | 
                48.5% | 
                0.128 | 
                3.0% | 
                22% | 
                False | 
                False | 
                28,104 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.114 | 
         
        
            | 
2.618             | 
            4.814 | 
         
        
            | 
1.618             | 
            4.630 | 
         
        
            | 
1.000             | 
            4.516 | 
         
        
            | 
0.618             | 
            4.446 | 
         
        
            | 
HIGH             | 
            4.332 | 
         
        
            | 
0.618             | 
            4.262 | 
         
        
            | 
0.500             | 
            4.240 | 
         
        
            | 
0.382             | 
            4.218 | 
         
        
            | 
LOW             | 
            4.148 | 
         
        
            | 
0.618             | 
            4.034 | 
         
        
            | 
1.000             | 
            3.964 | 
         
        
            | 
1.618             | 
            3.850 | 
         
        
            | 
2.618             | 
            3.666 | 
         
        
            | 
4.250             | 
            3.366 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.296 | 
                                4.267 | 
                             
                            
                                | PP | 
                                4.268 | 
                                4.211 | 
                             
                            
                                | S1 | 
                                4.240 | 
                                4.154 | 
                             
             
         |