NYMEX Natural Gas Future February 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Oct-2010 | 
                    18-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.283 | 
                        4.184 | 
                        -0.099 | 
                        -2.3% | 
                        4.320 | 
                     
                    
                        | High | 
                        4.283 | 
                        4.195 | 
                        -0.088 | 
                        -2.1% | 
                        4.355 | 
                     
                    
                        | Low | 
                        4.183 | 
                        4.145 | 
                        -0.038 | 
                        -0.9% | 
                        4.183 | 
                     
                    
                        | Close | 
                        4.202 | 
                        4.165 | 
                        -0.037 | 
                        -0.9% | 
                        4.202 | 
                     
                    
                        | Range | 
                        0.100 | 
                        0.050 | 
                        -0.050 | 
                        -50.0% | 
                        0.172 | 
                     
                    
                        | ATR | 
                        0.102 | 
                        0.098 | 
                        -0.003 | 
                        -3.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        16,682 | 
                        11,489 | 
                        -5,193 | 
                        -31.1% | 
                        84,807 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.318 | 
                4.292 | 
                4.193 | 
                 | 
             
            
                | R3 | 
                4.268 | 
                4.242 | 
                4.179 | 
                 | 
             
            
                | R2 | 
                4.218 | 
                4.218 | 
                4.174 | 
                 | 
             
            
                | R1 | 
                4.192 | 
                4.192 | 
                4.170 | 
                4.180 | 
             
            
                | PP | 
                4.168 | 
                4.168 | 
                4.168 | 
                4.163 | 
             
            
                | S1 | 
                4.142 | 
                4.142 | 
                4.160 | 
                4.130 | 
             
            
                | S2 | 
                4.118 | 
                4.118 | 
                4.156 | 
                 | 
             
            
                | S3 | 
                4.068 | 
                4.092 | 
                4.151 | 
                 | 
             
            
                | S4 | 
                4.018 | 
                4.042 | 
                4.138 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.763 | 
                4.654 | 
                4.297 | 
                 | 
             
            
                | R3 | 
                4.591 | 
                4.482 | 
                4.249 | 
                 | 
             
            
                | R2 | 
                4.419 | 
                4.419 | 
                4.234 | 
                 | 
             
            
                | R1 | 
                4.310 | 
                4.310 | 
                4.218 | 
                4.279 | 
             
            
                | PP | 
                4.247 | 
                4.247 | 
                4.247 | 
                4.231 | 
             
            
                | S1 | 
                4.138 | 
                4.138 | 
                4.186 | 
                4.107 | 
             
            
                | S2 | 
                4.075 | 
                4.075 | 
                4.170 | 
                 | 
             
            
                | S3 | 
                3.903 | 
                3.966 | 
                4.155 | 
                 | 
             
            
                | S4 | 
                3.731 | 
                3.794 | 
                4.107 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.347 | 
                4.145 | 
                0.202 | 
                4.8% | 
                0.084 | 
                2.0% | 
                10% | 
                False | 
                True | 
                15,722 | 
                 
                
                | 10 | 
                4.415 | 
                4.145 | 
                0.270 | 
                6.5% | 
                0.093 | 
                2.2% | 
                7% | 
                False | 
                True | 
                16,400 | 
                 
                
                | 20 | 
                4.600 | 
                4.145 | 
                0.455 | 
                10.9% | 
                0.092 | 
                2.2% | 
                4% | 
                False | 
                True | 
                11,397 | 
                 
                
                | 40 | 
                4.722 | 
                4.145 | 
                0.577 | 
                13.9% | 
                0.100 | 
                2.4% | 
                3% | 
                False | 
                True | 
                8,123 | 
                 
                
                | 60 | 
                5.434 | 
                4.145 | 
                1.289 | 
                30.9% | 
                0.101 | 
                2.4% | 
                2% | 
                False | 
                True | 
                6,327 | 
                 
                
                | 80 | 
                5.687 | 
                4.145 | 
                1.542 | 
                37.0% | 
                0.104 | 
                2.5% | 
                1% | 
                False | 
                True | 
                5,203 | 
                 
                
                | 100 | 
                5.861 | 
                4.145 | 
                1.716 | 
                41.2% | 
                0.108 | 
                2.6% | 
                1% | 
                False | 
                True | 
                4,568 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.408 | 
         
        
            | 
2.618             | 
            4.326 | 
         
        
            | 
1.618             | 
            4.276 | 
         
        
            | 
1.000             | 
            4.245 | 
         
        
            | 
0.618             | 
            4.226 | 
         
        
            | 
HIGH             | 
            4.195 | 
         
        
            | 
0.618             | 
            4.176 | 
         
        
            | 
0.500             | 
            4.170 | 
         
        
            | 
0.382             | 
            4.164 | 
         
        
            | 
LOW             | 
            4.145 | 
         
        
            | 
0.618             | 
            4.114 | 
         
        
            | 
1.000             | 
            4.095 | 
         
        
            | 
1.618             | 
            4.064 | 
         
        
            | 
2.618             | 
            4.014 | 
         
        
            | 
4.250             | 
            3.933 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.170 | 
                                4.231 | 
                             
                            
                                | PP | 
                                4.168 | 
                                4.209 | 
                             
                            
                                | S1 | 
                                4.167 | 
                                4.187 | 
                             
             
         |