NYMEX Natural Gas Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Dec-2010 | 
                    27-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.119 | 
                        4.031 | 
                        -0.088 | 
                        -2.1% | 
                        4.052 | 
                     
                    
                        | High | 
                        4.174 | 
                        4.120 | 
                        -0.054 | 
                        -1.3% | 
                        4.250 | 
                     
                    
                        | Low | 
                        4.052 | 
                        3.992 | 
                        -0.060 | 
                        -1.5% | 
                        3.988 | 
                     
                    
                        | Close | 
                        4.083 | 
                        4.112 | 
                        0.029 | 
                        0.7% | 
                        4.083 | 
                     
                    
                        | Range | 
                        0.122 | 
                        0.128 | 
                        0.006 | 
                        4.9% | 
                        0.262 | 
                     
                    
                        | ATR | 
                        0.176 | 
                        0.172 | 
                        -0.003 | 
                        -1.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        55,644 | 
                        63,588 | 
                        7,944 | 
                        14.3% | 
                        326,812 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.459 | 
                4.413 | 
                4.182 | 
                 | 
             
            
                | R3 | 
                4.331 | 
                4.285 | 
                4.147 | 
                 | 
             
            
                | R2 | 
                4.203 | 
                4.203 | 
                4.135 | 
                 | 
             
            
                | R1 | 
                4.157 | 
                4.157 | 
                4.124 | 
                4.180 | 
             
            
                | PP | 
                4.075 | 
                4.075 | 
                4.075 | 
                4.086 | 
             
            
                | S1 | 
                4.029 | 
                4.029 | 
                4.100 | 
                4.052 | 
             
            
                | S2 | 
                3.947 | 
                3.947 | 
                4.089 | 
                 | 
             
            
                | S3 | 
                3.819 | 
                3.901 | 
                4.077 | 
                 | 
             
            
                | S4 | 
                3.691 | 
                3.773 | 
                4.042 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.893 | 
                4.750 | 
                4.227 | 
                 | 
             
            
                | R3 | 
                4.631 | 
                4.488 | 
                4.155 | 
                 | 
             
            
                | R2 | 
                4.369 | 
                4.369 | 
                4.131 | 
                 | 
             
            
                | R1 | 
                4.226 | 
                4.226 | 
                4.107 | 
                4.298 | 
             
            
                | PP | 
                4.107 | 
                4.107 | 
                4.107 | 
                4.143 | 
             
            
                | S1 | 
                3.964 | 
                3.964 | 
                4.059 | 
                4.036 | 
             
            
                | S2 | 
                3.845 | 
                3.845 | 
                4.035 | 
                 | 
             
            
                | S3 | 
                3.583 | 
                3.702 | 
                4.011 | 
                 | 
             
            
                | S4 | 
                3.321 | 
                3.440 | 
                3.939 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.250 | 
                3.988 | 
                0.262 | 
                6.4% | 
                0.171 | 
                4.2% | 
                47% | 
                False | 
                False | 
                78,080 | 
                 
                
                | 10 | 
                4.547 | 
                3.951 | 
                0.596 | 
                14.5% | 
                0.174 | 
                4.2% | 
                27% | 
                False | 
                False | 
                101,022 | 
                 
                
                | 20 | 
                4.637 | 
                3.951 | 
                0.686 | 
                16.7% | 
                0.179 | 
                4.4% | 
                23% | 
                False | 
                False | 
                114,292 | 
                 
                
                | 40 | 
                4.637 | 
                3.853 | 
                0.784 | 
                19.1% | 
                0.177 | 
                4.3% | 
                33% | 
                False | 
                False | 
                94,980 | 
                 
                
                | 60 | 
                4.637 | 
                3.853 | 
                0.784 | 
                19.1% | 
                0.154 | 
                3.7% | 
                33% | 
                False | 
                False | 
                77,538 | 
                 
                
                | 80 | 
                4.681 | 
                3.853 | 
                0.828 | 
                20.1% | 
                0.146 | 
                3.5% | 
                31% | 
                False | 
                False | 
                63,780 | 
                 
                
                | 100 | 
                5.350 | 
                3.853 | 
                1.497 | 
                36.4% | 
                0.138 | 
                3.4% | 
                17% | 
                False | 
                False | 
                54,326 | 
                 
                
                | 120 | 
                5.468 | 
                3.853 | 
                1.615 | 
                39.3% | 
                0.135 | 
                3.3% | 
                16% | 
                False | 
                False | 
                47,908 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.664 | 
         
        
            | 
2.618             | 
            4.455 | 
         
        
            | 
1.618             | 
            4.327 | 
         
        
            | 
1.000             | 
            4.248 | 
         
        
            | 
0.618             | 
            4.199 | 
         
        
            | 
HIGH             | 
            4.120 | 
         
        
            | 
0.618             | 
            4.071 | 
         
        
            | 
0.500             | 
            4.056 | 
         
        
            | 
0.382             | 
            4.041 | 
         
        
            | 
LOW             | 
            3.992 | 
         
        
            | 
0.618             | 
            3.913 | 
         
        
            | 
1.000             | 
            3.864 | 
         
        
            | 
1.618             | 
            3.785 | 
         
        
            | 
2.618             | 
            3.657 | 
         
        
            | 
4.250             | 
            3.448 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.093 | 
                                4.102 | 
                             
                            
                                | PP | 
                                4.075 | 
                                4.091 | 
                             
                            
                                | S1 | 
                                4.056 | 
                                4.081 | 
                             
             
         |