NYMEX Natural Gas Future February 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Oct-2010 | 
                    11-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.250 | 
                        4.320 | 
                        0.070 | 
                        1.6% | 
                        4.281 | 
                     
                    
                        | High | 
                        4.339 | 
                        4.355 | 
                        0.016 | 
                        0.4% | 
                        4.415 | 
                     
                    
                        | Low | 
                        4.224 | 
                        4.290 | 
                        0.066 | 
                        1.6% | 
                        4.220 | 
                     
                    
                        | Close | 
                        4.328 | 
                        4.326 | 
                        -0.002 | 
                        0.0% | 
                        4.328 | 
                     
                    
                        | Range | 
                        0.115 | 
                        0.065 | 
                        -0.050 | 
                        -43.5% | 
                        0.195 | 
                     
                    
                        | ATR | 
                        0.106 | 
                        0.103 | 
                        -0.003 | 
                        -2.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        22,958 | 
                        17,683 | 
                        -5,275 | 
                        -23.0% | 
                        80,962 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.519 | 
                4.487 | 
                4.362 | 
                 | 
             
            
                | R3 | 
                4.454 | 
                4.422 | 
                4.344 | 
                 | 
             
            
                | R2 | 
                4.389 | 
                4.389 | 
                4.338 | 
                 | 
             
            
                | R1 | 
                4.357 | 
                4.357 | 
                4.332 | 
                4.373 | 
             
            
                | PP | 
                4.324 | 
                4.324 | 
                4.324 | 
                4.332 | 
             
            
                | S1 | 
                4.292 | 
                4.292 | 
                4.320 | 
                4.308 | 
             
            
                | S2 | 
                4.259 | 
                4.259 | 
                4.314 | 
                 | 
             
            
                | S3 | 
                4.194 | 
                4.227 | 
                4.308 | 
                 | 
             
            
                | S4 | 
                4.129 | 
                4.162 | 
                4.290 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.906 | 
                4.812 | 
                4.435 | 
                 | 
             
            
                | R3 | 
                4.711 | 
                4.617 | 
                4.382 | 
                 | 
             
            
                | R2 | 
                4.516 | 
                4.516 | 
                4.364 | 
                 | 
             
            
                | R1 | 
                4.422 | 
                4.422 | 
                4.346 | 
                4.469 | 
             
            
                | PP | 
                4.321 | 
                4.321 | 
                4.321 | 
                4.345 | 
             
            
                | S1 | 
                4.227 | 
                4.227 | 
                4.310 | 
                4.274 | 
             
            
                | S2 | 
                4.126 | 
                4.126 | 
                4.292 | 
                 | 
             
            
                | S3 | 
                3.931 | 
                4.032 | 
                4.274 | 
                 | 
             
            
                | S4 | 
                3.736 | 
                3.837 | 
                4.221 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.415 | 
                4.224 | 
                0.191 | 
                4.4% | 
                0.102 | 
                2.4% | 
                53% | 
                False | 
                False | 
                17,077 | 
                 
                
                | 10 | 
                4.415 | 
                4.220 | 
                0.195 | 
                4.5% | 
                0.093 | 
                2.1% | 
                54% | 
                False | 
                False | 
                12,681 | 
                 
                
                | 20 | 
                4.678 | 
                4.220 | 
                0.458 | 
                10.6% | 
                0.104 | 
                2.4% | 
                23% | 
                False | 
                False | 
                8,711 | 
                 
                
                | 40 | 
                5.003 | 
                4.220 | 
                0.783 | 
                18.1% | 
                0.103 | 
                2.4% | 
                14% | 
                False | 
                False | 
                6,402 | 
                 
                
                | 60 | 
                5.434 | 
                4.220 | 
                1.214 | 
                28.1% | 
                0.101 | 
                2.3% | 
                9% | 
                False | 
                False | 
                5,120 | 
                 
                
                | 80 | 
                5.850 | 
                4.220 | 
                1.630 | 
                37.7% | 
                0.107 | 
                2.5% | 
                7% | 
                False | 
                False | 
                4,371 | 
                 
                
                | 100 | 
                5.861 | 
                4.220 | 
                1.641 | 
                37.9% | 
                0.109 | 
                2.5% | 
                6% | 
                False | 
                False | 
                3,850 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.631 | 
         
        
            | 
2.618             | 
            4.525 | 
         
        
            | 
1.618             | 
            4.460 | 
         
        
            | 
1.000             | 
            4.420 | 
         
        
            | 
0.618             | 
            4.395 | 
         
        
            | 
HIGH             | 
            4.355 | 
         
        
            | 
0.618             | 
            4.330 | 
         
        
            | 
0.500             | 
            4.323 | 
         
        
            | 
0.382             | 
            4.315 | 
         
        
            | 
LOW             | 
            4.290 | 
         
        
            | 
0.618             | 
            4.250 | 
         
        
            | 
1.000             | 
            4.225 | 
         
        
            | 
1.618             | 
            4.185 | 
         
        
            | 
2.618             | 
            4.120 | 
         
        
            | 
4.250             | 
            4.014 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.325 | 
                                4.324 | 
                             
                            
                                | PP | 
                                4.324 | 
                                4.322 | 
                             
                            
                                | S1 | 
                                4.323 | 
                                4.320 | 
                             
             
         |