NYMEX Natural Gas Future February 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Jun-2010 | 
                    25-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.642 | 
                        5.623 | 
                        -0.019 | 
                        -0.3% | 
                        5.602 | 
                     
                    
                        | High | 
                        5.660 | 
                        5.687 | 
                        0.027 | 
                        0.5% | 
                        5.835 | 
                     
                    
                        | Low | 
                        5.570 | 
                        5.615 | 
                        0.045 | 
                        0.8% | 
                        5.485 | 
                     
                    
                        | Close | 
                        5.602 | 
                        5.680 | 
                        0.078 | 
                        1.4% | 
                        5.680 | 
                     
                    
                        | Range | 
                        0.090 | 
                        0.072 | 
                        -0.018 | 
                        -20.0% | 
                        0.350 | 
                     
                    
                        | ATR | 
                        0.129 | 
                        0.126 | 
                        -0.003 | 
                        -2.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,275 | 
                        1,556 | 
                        281 | 
                        22.0% | 
                        10,779 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.877 | 
                5.850 | 
                5.720 | 
                 | 
             
            
                | R3 | 
                5.805 | 
                5.778 | 
                5.700 | 
                 | 
             
            
                | R2 | 
                5.733 | 
                5.733 | 
                5.693 | 
                 | 
             
            
                | R1 | 
                5.706 | 
                5.706 | 
                5.687 | 
                5.720 | 
             
            
                | PP | 
                5.661 | 
                5.661 | 
                5.661 | 
                5.667 | 
             
            
                | S1 | 
                5.634 | 
                5.634 | 
                5.673 | 
                5.648 | 
             
            
                | S2 | 
                5.589 | 
                5.589 | 
                5.667 | 
                 | 
             
            
                | S3 | 
                5.517 | 
                5.562 | 
                5.660 | 
                 | 
             
            
                | S4 | 
                5.445 | 
                5.490 | 
                5.640 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.717 | 
                6.548 | 
                5.873 | 
                 | 
             
            
                | R3 | 
                6.367 | 
                6.198 | 
                5.776 | 
                 | 
             
            
                | R2 | 
                6.017 | 
                6.017 | 
                5.744 | 
                 | 
             
            
                | R1 | 
                5.848 | 
                5.848 | 
                5.712 | 
                5.933 | 
             
            
                | PP | 
                5.667 | 
                5.667 | 
                5.667 | 
                5.709 | 
             
            
                | S1 | 
                5.498 | 
                5.498 | 
                5.648 | 
                5.583 | 
             
            
                | S2 | 
                5.317 | 
                5.317 | 
                5.616 | 
                 | 
             
            
                | S3 | 
                4.967 | 
                5.148 | 
                5.584 | 
                 | 
             
            
                | S4 | 
                4.617 | 
                4.798 | 
                5.488 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.993 | 
         
        
            | 
2.618             | 
            5.875 | 
         
        
            | 
1.618             | 
            5.803 | 
         
        
            | 
1.000             | 
            5.759 | 
         
        
            | 
0.618             | 
            5.731 | 
         
        
            | 
HIGH             | 
            5.687 | 
         
        
            | 
0.618             | 
            5.659 | 
         
        
            | 
0.500             | 
            5.651 | 
         
        
            | 
0.382             | 
            5.643 | 
         
        
            | 
LOW             | 
            5.615 | 
         
        
            | 
0.618             | 
            5.571 | 
         
        
            | 
1.000             | 
            5.543 | 
         
        
            | 
1.618             | 
            5.499 | 
         
        
            | 
2.618             | 
            5.427 | 
         
        
            | 
4.250             | 
            5.309 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.670 | 
                                5.658 | 
                             
                            
                                | PP | 
                                5.661 | 
                                5.635 | 
                             
                            
                                | S1 | 
                                5.651 | 
                                5.613 | 
                             
             
         |