NYMEX Natural Gas Future February 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Oct-2010 | 
                    19-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.184 | 
                        4.160 | 
                        -0.024 | 
                        -0.6% | 
                        4.320 | 
                     
                    
                        | High | 
                        4.195 | 
                        4.206 | 
                        0.011 | 
                        0.3% | 
                        4.355 | 
                     
                    
                        | Low | 
                        4.145 | 
                        4.140 | 
                        -0.005 | 
                        -0.1% | 
                        4.183 | 
                     
                    
                        | Close | 
                        4.165 | 
                        4.170 | 
                        0.005 | 
                        0.1% | 
                        4.202 | 
                     
                    
                        | Range | 
                        0.050 | 
                        0.066 | 
                        0.016 | 
                        32.0% | 
                        0.172 | 
                     
                    
                        | ATR | 
                        0.098 | 
                        0.096 | 
                        -0.002 | 
                        -2.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        11,489 | 
                        9,773 | 
                        -1,716 | 
                        -14.9% | 
                        84,807 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.370 | 
                4.336 | 
                4.206 | 
                 | 
             
            
                | R3 | 
                4.304 | 
                4.270 | 
                4.188 | 
                 | 
             
            
                | R2 | 
                4.238 | 
                4.238 | 
                4.182 | 
                 | 
             
            
                | R1 | 
                4.204 | 
                4.204 | 
                4.176 | 
                4.221 | 
             
            
                | PP | 
                4.172 | 
                4.172 | 
                4.172 | 
                4.181 | 
             
            
                | S1 | 
                4.138 | 
                4.138 | 
                4.164 | 
                4.155 | 
             
            
                | S2 | 
                4.106 | 
                4.106 | 
                4.158 | 
                 | 
             
            
                | S3 | 
                4.040 | 
                4.072 | 
                4.152 | 
                 | 
             
            
                | S4 | 
                3.974 | 
                4.006 | 
                4.134 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.140 | 
                0.207 | 
                5.0% | 
                0.084 | 
                2.0% | 
                14% | 
                False | 
                True | 
                14,395 | 
                 
                
                | 10 | 
                4.415 | 
                4.140 | 
                0.275 | 
                6.6% | 
                0.093 | 
                2.2% | 
                11% | 
                False | 
                True | 
                15,748 | 
                 
                
                | 20 | 
                4.600 | 
                4.140 | 
                0.460 | 
                11.0% | 
                0.091 | 
                2.2% | 
                7% | 
                False | 
                True | 
                11,669 | 
                 
                
                | 40 | 
                4.678 | 
                4.140 | 
                0.538 | 
                12.9% | 
                0.100 | 
                2.4% | 
                6% | 
                False | 
                True | 
                8,324 | 
                 
                
                | 60 | 
                5.434 | 
                4.140 | 
                1.294 | 
                31.0% | 
                0.101 | 
                2.4% | 
                2% | 
                False | 
                True | 
                6,474 | 
                 
                
                | 80 | 
                5.639 | 
                4.140 | 
                1.499 | 
                35.9% | 
                0.104 | 
                2.5% | 
                2% | 
                False | 
                True | 
                5,306 | 
                 
                
                | 100 | 
                5.861 | 
                4.140 | 
                1.721 | 
                41.3% | 
                0.108 | 
                2.6% | 
                2% | 
                False | 
                True | 
                4,654 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.487 | 
         
        
            | 
2.618             | 
            4.379 | 
         
        
            | 
1.618             | 
            4.313 | 
         
        
            | 
1.000             | 
            4.272 | 
         
        
            | 
0.618             | 
            4.247 | 
         
        
            | 
HIGH             | 
            4.206 | 
         
        
            | 
0.618             | 
            4.181 | 
         
        
            | 
0.500             | 
            4.173 | 
         
        
            | 
0.382             | 
            4.165 | 
         
        
            | 
LOW             | 
            4.140 | 
         
        
            | 
0.618             | 
            4.099 | 
         
        
            | 
1.000             | 
            4.074 | 
         
        
            | 
1.618             | 
            4.033 | 
         
        
            | 
2.618             | 
            3.967 | 
         
        
            | 
4.250             | 
            3.860 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.173 | 
                                4.212 | 
                             
                            
                                | PP | 
                                4.172 | 
                                4.198 | 
                             
                            
                                | S1 | 
                                4.171 | 
                                4.184 | 
                             
             
         |