NYMEX Natural Gas Future February 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jun-2010 | 
                    11-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.581 | 
                        5.634 | 
                        0.053 | 
                        0.9% | 
                        5.645 | 
                     
                    
                        | High | 
                        5.692 | 
                        5.657 | 
                        -0.035 | 
                        -0.6% | 
                        5.762 | 
                     
                    
                        | Low | 
                        5.565 | 
                        5.597 | 
                        0.032 | 
                        0.6% | 
                        5.565 | 
                     
                    
                        | Close | 
                        5.581 | 
                        5.634 | 
                        0.053 | 
                        0.9% | 
                        5.634 | 
                     
                    
                        | Range | 
                        0.127 | 
                        0.060 | 
                        -0.067 | 
                        -52.8% | 
                        0.197 | 
                     
                    
                        | ATR | 
                        0.131 | 
                        0.127 | 
                        -0.004 | 
                        -3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,901 | 
                        2,642 | 
                        -259 | 
                        -8.9% | 
                        13,675 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.809 | 
                5.782 | 
                5.667 | 
                 | 
             
            
                | R3 | 
                5.749 | 
                5.722 | 
                5.651 | 
                 | 
             
            
                | R2 | 
                5.689 | 
                5.689 | 
                5.645 | 
                 | 
             
            
                | R1 | 
                5.662 | 
                5.662 | 
                5.640 | 
                5.664 | 
             
            
                | PP | 
                5.629 | 
                5.629 | 
                5.629 | 
                5.631 | 
             
            
                | S1 | 
                5.602 | 
                5.602 | 
                5.629 | 
                5.604 | 
             
            
                | S2 | 
                5.569 | 
                5.569 | 
                5.623 | 
                 | 
             
            
                | S3 | 
                5.509 | 
                5.542 | 
                5.618 | 
                 | 
             
            
                | S4 | 
                5.449 | 
                5.482 | 
                5.601 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.245 | 
                6.136 | 
                5.742 | 
                 | 
             
            
                | R3 | 
                6.048 | 
                5.939 | 
                5.688 | 
                 | 
             
            
                | R2 | 
                5.851 | 
                5.851 | 
                5.670 | 
                 | 
             
            
                | R1 | 
                5.742 | 
                5.742 | 
                5.652 | 
                5.698 | 
             
            
                | PP | 
                5.654 | 
                5.654 | 
                5.654 | 
                5.632 | 
             
            
                | S1 | 
                5.545 | 
                5.545 | 
                5.616 | 
                5.501 | 
             
            
                | S2 | 
                5.457 | 
                5.457 | 
                5.598 | 
                 | 
             
            
                | S3 | 
                5.260 | 
                5.348 | 
                5.580 | 
                 | 
             
            
                | S4 | 
                5.063 | 
                5.151 | 
                5.526 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.912 | 
         
        
            | 
2.618             | 
            5.814 | 
         
        
            | 
1.618             | 
            5.754 | 
         
        
            | 
1.000             | 
            5.717 | 
         
        
            | 
0.618             | 
            5.694 | 
         
        
            | 
HIGH             | 
            5.657 | 
         
        
            | 
0.618             | 
            5.634 | 
         
        
            | 
0.500             | 
            5.627 | 
         
        
            | 
0.382             | 
            5.620 | 
         
        
            | 
LOW             | 
            5.597 | 
         
        
            | 
0.618             | 
            5.560 | 
         
        
            | 
1.000             | 
            5.537 | 
         
        
            | 
1.618             | 
            5.500 | 
         
        
            | 
2.618             | 
            5.440 | 
         
        
            | 
4.250             | 
            5.342 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.632 | 
                                5.632 | 
                             
                            
                                | PP | 
                                5.629 | 
                                5.630 | 
                             
                            
                                | S1 | 
                                5.627 | 
                                5.629 | 
                             
             
         |