NYMEX Natural Gas Future February 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jun-2010 | 
                    24-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.538 | 
                        5.642 | 
                        0.104 | 
                        1.9% | 
                        5.714 | 
                     
                    
                        | High | 
                        5.651 | 
                        5.660 | 
                        0.009 | 
                        0.2% | 
                        5.861 | 
                     
                    
                        | Low | 
                        5.538 | 
                        5.570 | 
                        0.032 | 
                        0.6% | 
                        5.650 | 
                     
                    
                        | Close | 
                        5.628 | 
                        5.602 | 
                        -0.026 | 
                        -0.5% | 
                        5.717 | 
                     
                    
                        | Range | 
                        0.113 | 
                        0.090 | 
                        -0.023 | 
                        -20.4% | 
                        0.211 | 
                     
                    
                        | ATR | 
                        0.132 | 
                        0.129 | 
                        -0.003 | 
                        -2.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3,681 | 
                        1,275 | 
                        -2,406 | 
                        -65.4% | 
                        11,045 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.881 | 
                5.831 | 
                5.652 | 
                 | 
             
            
                | R3 | 
                5.791 | 
                5.741 | 
                5.627 | 
                 | 
             
            
                | R2 | 
                5.701 | 
                5.701 | 
                5.619 | 
                 | 
             
            
                | R1 | 
                5.651 | 
                5.651 | 
                5.610 | 
                5.631 | 
             
            
                | PP | 
                5.611 | 
                5.611 | 
                5.611 | 
                5.601 | 
             
            
                | S1 | 
                5.561 | 
                5.561 | 
                5.594 | 
                5.541 | 
             
            
                | S2 | 
                5.521 | 
                5.521 | 
                5.586 | 
                 | 
             
            
                | S3 | 
                5.431 | 
                5.471 | 
                5.577 | 
                 | 
             
            
                | S4 | 
                5.341 | 
                5.381 | 
                5.553 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.376 | 
                6.257 | 
                5.833 | 
                 | 
             
            
                | R3 | 
                6.165 | 
                6.046 | 
                5.775 | 
                 | 
             
            
                | R2 | 
                5.954 | 
                5.954 | 
                5.756 | 
                 | 
             
            
                | R1 | 
                5.835 | 
                5.835 | 
                5.736 | 
                5.895 | 
             
            
                | PP | 
                5.743 | 
                5.743 | 
                5.743 | 
                5.772 | 
             
            
                | S1 | 
                5.624 | 
                5.624 | 
                5.698 | 
                5.684 | 
             
            
                | S2 | 
                5.532 | 
                5.532 | 
                5.678 | 
                 | 
             
            
                | S3 | 
                5.321 | 
                5.413 | 
                5.659 | 
                 | 
             
            
                | S4 | 
                5.110 | 
                5.202 | 
                5.601 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.043 | 
         
        
            | 
2.618             | 
            5.896 | 
         
        
            | 
1.618             | 
            5.806 | 
         
        
            | 
1.000             | 
            5.750 | 
         
        
            | 
0.618             | 
            5.716 | 
         
        
            | 
HIGH             | 
            5.660 | 
         
        
            | 
0.618             | 
            5.626 | 
         
        
            | 
0.500             | 
            5.615 | 
         
        
            | 
0.382             | 
            5.604 | 
         
        
            | 
LOW             | 
            5.570 | 
         
        
            | 
0.618             | 
            5.514 | 
         
        
            | 
1.000             | 
            5.480 | 
         
        
            | 
1.618             | 
            5.424 | 
         
        
            | 
2.618             | 
            5.334 | 
         
        
            | 
4.250             | 
            5.188 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.615 | 
                                5.592 | 
                             
                            
                                | PP | 
                                5.611 | 
                                5.582 | 
                             
                            
                                | S1 | 
                                5.606 | 
                                5.573 | 
                             
             
         |