NYMEX Natural Gas Future February 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Nov-2010 | 
                    02-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.284 | 
                        4.122 | 
                        -0.162 | 
                        -3.8% | 
                        3.940 | 
                     
                    
                        | High | 
                        4.407 | 
                        4.184 | 
                        -0.223 | 
                        -5.1% | 
                        4.293 | 
                     
                    
                        | Low | 
                        4.106 | 
                        4.037 | 
                        -0.069 | 
                        -1.7% | 
                        3.894 | 
                     
                    
                        | Close | 
                        4.113 | 
                        4.142 | 
                        0.029 | 
                        0.7% | 
                        4.275 | 
                     
                    
                        | Range | 
                        0.301 | 
                        0.147 | 
                        -0.154 | 
                        -51.2% | 
                        0.399 | 
                     
                    
                        | ATR | 
                        0.131 | 
                        0.133 | 
                        0.001 | 
                        0.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        24,100 | 
                        19,113 | 
                        -4,987 | 
                        -20.7% | 
                        50,567 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.562 | 
                4.499 | 
                4.223 | 
                 | 
             
            
                | R3 | 
                4.415 | 
                4.352 | 
                4.182 | 
                 | 
             
            
                | R2 | 
                4.268 | 
                4.268 | 
                4.169 | 
                 | 
             
            
                | R1 | 
                4.205 | 
                4.205 | 
                4.155 | 
                4.237 | 
             
            
                | PP | 
                4.121 | 
                4.121 | 
                4.121 | 
                4.137 | 
             
            
                | S1 | 
                4.058 | 
                4.058 | 
                4.129 | 
                4.090 | 
             
            
                | S2 | 
                3.974 | 
                3.974 | 
                4.115 | 
                 | 
             
            
                | S3 | 
                3.827 | 
                3.911 | 
                4.102 | 
                 | 
             
            
                | S4 | 
                3.680 | 
                3.764 | 
                4.061 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.351 | 
                5.212 | 
                4.494 | 
                 | 
             
            
                | R3 | 
                4.952 | 
                4.813 | 
                4.385 | 
                 | 
             
            
                | R2 | 
                4.553 | 
                4.553 | 
                4.348 | 
                 | 
             
            
                | R1 | 
                4.414 | 
                4.414 | 
                4.312 | 
                4.484 | 
             
            
                | PP | 
                4.154 | 
                4.154 | 
                4.154 | 
                4.189 | 
             
            
                | S1 | 
                4.015 | 
                4.015 | 
                4.238 | 
                4.085 | 
             
            
                | S2 | 
                3.755 | 
                3.755 | 
                4.202 | 
                 | 
             
            
                | S3 | 
                3.356 | 
                3.616 | 
                4.165 | 
                 | 
             
            
                | S4 | 
                2.957 | 
                3.217 | 
                4.056 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.407 | 
                3.953 | 
                0.454 | 
                11.0% | 
                0.195 | 
                4.7% | 
                42% | 
                False | 
                False | 
                15,308 | 
                 
                
                | 10 | 
                4.407 | 
                3.894 | 
                0.513 | 
                12.4% | 
                0.157 | 
                3.8% | 
                48% | 
                False | 
                False | 
                12,562 | 
                 
                
                | 20 | 
                4.415 | 
                3.894 | 
                0.521 | 
                12.6% | 
                0.125 | 
                3.0% | 
                48% | 
                False | 
                False | 
                14,155 | 
                 
                
                | 40 | 
                4.678 | 
                3.894 | 
                0.784 | 
                18.9% | 
                0.112 | 
                2.7% | 
                32% | 
                False | 
                False | 
                10,311 | 
                 
                
                | 60 | 
                5.010 | 
                3.894 | 
                1.116 | 
                26.9% | 
                0.107 | 
                2.6% | 
                22% | 
                False | 
                False | 
                8,108 | 
                 
                
                | 80 | 
                5.434 | 
                3.894 | 
                1.540 | 
                37.2% | 
                0.108 | 
                2.6% | 
                16% | 
                False | 
                False | 
                6,640 | 
                 
                
                | 100 | 
                5.861 | 
                3.894 | 
                1.967 | 
                47.5% | 
                0.110 | 
                2.7% | 
                13% | 
                False | 
                False | 
                5,719 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.809 | 
         
        
            | 
2.618             | 
            4.569 | 
         
        
            | 
1.618             | 
            4.422 | 
         
        
            | 
1.000             | 
            4.331 | 
         
        
            | 
0.618             | 
            4.275 | 
         
        
            | 
HIGH             | 
            4.184 | 
         
        
            | 
0.618             | 
            4.128 | 
         
        
            | 
0.500             | 
            4.111 | 
         
        
            | 
0.382             | 
            4.093 | 
         
        
            | 
LOW             | 
            4.037 | 
         
        
            | 
0.618             | 
            3.946 | 
         
        
            | 
1.000             | 
            3.890 | 
         
        
            | 
1.618             | 
            3.799 | 
         
        
            | 
2.618             | 
            3.652 | 
         
        
            | 
4.250             | 
            3.412 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.132 | 
                                4.222 | 
                             
                            
                                | PP | 
                                4.121 | 
                                4.195 | 
                             
                            
                                | S1 | 
                                4.111 | 
                                4.169 | 
                             
             
         |