NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Dec-2010 | 
                    10-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.612 | 
                        4.399 | 
                        -0.213 | 
                        -4.6% | 
                        4.385 | 
                     
                    
                        | High | 
                        4.637 | 
                        4.479 | 
                        -0.158 | 
                        -3.4% | 
                        4.637 | 
                     
                    
                        | Low | 
                        4.410 | 
                        4.344 | 
                        -0.066 | 
                        -1.5% | 
                        4.344 | 
                     
                    
                        | Close | 
                        4.435 | 
                        4.417 | 
                        -0.018 | 
                        -0.4% | 
                        4.417 | 
                     
                    
                        | Range | 
                        0.227 | 
                        0.135 | 
                        -0.092 | 
                        -40.5% | 
                        0.293 | 
                     
                    
                        | ATR | 
                        0.177 | 
                        0.174 | 
                        -0.003 | 
                        -1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        171,171 | 
                        127,311 | 
                        -43,860 | 
                        -25.6% | 
                        731,292 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.818 | 
                4.753 | 
                4.491 | 
                 | 
             
            
                | R3 | 
                4.683 | 
                4.618 | 
                4.454 | 
                 | 
             
            
                | R2 | 
                4.548 | 
                4.548 | 
                4.442 | 
                 | 
             
            
                | R1 | 
                4.483 | 
                4.483 | 
                4.429 | 
                4.516 | 
             
            
                | PP | 
                4.413 | 
                4.413 | 
                4.413 | 
                4.430 | 
             
            
                | S1 | 
                4.348 | 
                4.348 | 
                4.405 | 
                4.381 | 
             
            
                | S2 | 
                4.278 | 
                4.278 | 
                4.392 | 
                 | 
             
            
                | S3 | 
                4.143 | 
                4.213 | 
                4.380 | 
                 | 
             
            
                | S4 | 
                4.008 | 
                4.078 | 
                4.343 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.345 | 
                5.174 | 
                4.578 | 
                 | 
             
            
                | R3 | 
                5.052 | 
                4.881 | 
                4.498 | 
                 | 
             
            
                | R2 | 
                4.759 | 
                4.759 | 
                4.471 | 
                 | 
             
            
                | R1 | 
                4.588 | 
                4.588 | 
                4.444 | 
                4.674 | 
             
            
                | PP | 
                4.466 | 
                4.466 | 
                4.466 | 
                4.509 | 
             
            
                | S1 | 
                4.295 | 
                4.295 | 
                4.390 | 
                4.381 | 
             
            
                | S2 | 
                4.173 | 
                4.173 | 
                4.363 | 
                 | 
             
            
                | S3 | 
                3.880 | 
                4.002 | 
                4.336 | 
                 | 
             
            
                | S4 | 
                3.587 | 
                3.709 | 
                4.256 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.637 | 
                4.344 | 
                0.293 | 
                6.6% | 
                0.189 | 
                4.3% | 
                25% | 
                False | 
                True | 
                146,258 | 
                 
                
                | 10 | 
                4.637 | 
                4.126 | 
                0.511 | 
                11.6% | 
                0.184 | 
                4.2% | 
                57% | 
                False | 
                False | 
                127,561 | 
                 
                
                | 20 | 
                4.637 | 
                3.853 | 
                0.784 | 
                17.7% | 
                0.178 | 
                4.0% | 
                72% | 
                False | 
                False | 
                108,968 | 
                 
                
                | 40 | 
                4.637 | 
                3.853 | 
                0.784 | 
                17.7% | 
                0.163 | 
                3.7% | 
                72% | 
                False | 
                False | 
                78,076 | 
                 
                
                | 60 | 
                4.637 | 
                3.853 | 
                0.784 | 
                17.7% | 
                0.145 | 
                3.3% | 
                72% | 
                False | 
                False | 
                64,192 | 
                 
                
                | 80 | 
                4.975 | 
                3.853 | 
                1.122 | 
                25.4% | 
                0.137 | 
                3.1% | 
                50% | 
                False | 
                False | 
                53,106 | 
                 
                
                | 100 | 
                5.468 | 
                3.853 | 
                1.615 | 
                36.6% | 
                0.133 | 
                3.0% | 
                35% | 
                False | 
                False | 
                45,880 | 
                 
                
                | 120 | 
                5.750 | 
                3.853 | 
                1.897 | 
                42.9% | 
                0.132 | 
                3.0% | 
                30% | 
                False | 
                False | 
                40,420 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.053 | 
         
        
            | 
2.618             | 
            4.832 | 
         
        
            | 
1.618             | 
            4.697 | 
         
        
            | 
1.000             | 
            4.614 | 
         
        
            | 
0.618             | 
            4.562 | 
         
        
            | 
HIGH             | 
            4.479 | 
         
        
            | 
0.618             | 
            4.427 | 
         
        
            | 
0.500             | 
            4.412 | 
         
        
            | 
0.382             | 
            4.396 | 
         
        
            | 
LOW             | 
            4.344 | 
         
        
            | 
0.618             | 
            4.261 | 
         
        
            | 
1.000             | 
            4.209 | 
         
        
            | 
1.618             | 
            4.126 | 
         
        
            | 
2.618             | 
            3.991 | 
         
        
            | 
4.250             | 
            3.770 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.415 | 
                                4.491 | 
                             
                            
                                | PP | 
                                4.413 | 
                                4.466 | 
                             
                            
                                | S1 | 
                                4.412 | 
                                4.442 | 
                             
             
         |