NYMEX Natural Gas Future February 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Nov-2010 | 
                    18-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.005 | 
                        4.161 | 
                        0.156 | 
                        3.9% | 
                        4.219 | 
                     
                    
                        | High | 
                        4.195 | 
                        4.230 | 
                        0.035 | 
                        0.8% | 
                        4.406 | 
                     
                    
                        | Low | 
                        3.983 | 
                        4.046 | 
                        0.063 | 
                        1.6% | 
                        3.995 | 
                     
                    
                        | Close | 
                        4.187 | 
                        4.189 | 
                        0.002 | 
                        0.0% | 
                        4.001 | 
                     
                    
                        | Range | 
                        0.212 | 
                        0.184 | 
                        -0.028 | 
                        -13.2% | 
                        0.411 | 
                     
                    
                        | ATR | 
                        0.143 | 
                        0.146 | 
                        0.003 | 
                        2.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        12,859 | 
                        21,725 | 
                        8,866 | 
                        68.9% | 
                        135,903 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.707 | 
                4.632 | 
                4.290 | 
                 | 
             
            
                | R3 | 
                4.523 | 
                4.448 | 
                4.240 | 
                 | 
             
            
                | R2 | 
                4.339 | 
                4.339 | 
                4.223 | 
                 | 
             
            
                | R1 | 
                4.264 | 
                4.264 | 
                4.206 | 
                4.302 | 
             
            
                | PP | 
                4.155 | 
                4.155 | 
                4.155 | 
                4.174 | 
             
            
                | S1 | 
                4.080 | 
                4.080 | 
                4.172 | 
                4.118 | 
             
            
                | S2 | 
                3.971 | 
                3.971 | 
                4.155 | 
                 | 
             
            
                | S3 | 
                3.787 | 
                3.896 | 
                4.138 | 
                 | 
             
            
                | S4 | 
                3.603 | 
                3.712 | 
                4.088 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.367 | 
                5.095 | 
                4.227 | 
                 | 
             
            
                | R3 | 
                4.956 | 
                4.684 | 
                4.114 | 
                 | 
             
            
                | R2 | 
                4.545 | 
                4.545 | 
                4.076 | 
                 | 
             
            
                | R1 | 
                4.273 | 
                4.273 | 
                4.039 | 
                4.204 | 
             
            
                | PP | 
                4.134 | 
                4.134 | 
                4.134 | 
                4.099 | 
             
            
                | S1 | 
                3.862 | 
                3.862 | 
                3.963 | 
                3.793 | 
             
            
                | S2 | 
                3.723 | 
                3.723 | 
                3.926 | 
                 | 
             
            
                | S3 | 
                3.312 | 
                3.451 | 
                3.888 | 
                 | 
             
            
                | S4 | 
                2.901 | 
                3.040 | 
                3.775 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.230 | 
                3.913 | 
                0.317 | 
                7.6% | 
                0.162 | 
                3.9% | 
                87% | 
                True | 
                False | 
                17,946 | 
                 
                
                | 10 | 
                4.406 | 
                3.913 | 
                0.493 | 
                11.8% | 
                0.156 | 
                3.7% | 
                56% | 
                False | 
                False | 
                23,691 | 
                 
                
                | 20 | 
                4.407 | 
                3.894 | 
                0.513 | 
                12.2% | 
                0.157 | 
                3.8% | 
                58% | 
                False | 
                False | 
                19,414 | 
                 
                
                | 40 | 
                4.543 | 
                3.894 | 
                0.649 | 
                15.5% | 
                0.125 | 
                3.0% | 
                45% | 
                False | 
                False | 
                15,728 | 
                 
                
                | 60 | 
                4.678 | 
                3.894 | 
                0.784 | 
                18.7% | 
                0.120 | 
                2.9% | 
                38% | 
                False | 
                False | 
                12,218 | 
                 
                
                | 80 | 
                5.434 | 
                3.894 | 
                1.540 | 
                36.8% | 
                0.115 | 
                2.8% | 
                19% | 
                False | 
                False | 
                9,906 | 
                 
                
                | 100 | 
                5.570 | 
                3.894 | 
                1.676 | 
                40.0% | 
                0.114 | 
                2.7% | 
                18% | 
                False | 
                False | 
                8,280 | 
                 
                
                | 120 | 
                5.861 | 
                3.894 | 
                1.967 | 
                47.0% | 
                0.116 | 
                2.8% | 
                15% | 
                False | 
                False | 
                7,244 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.012 | 
         
        
            | 
2.618             | 
            4.712 | 
         
        
            | 
1.618             | 
            4.528 | 
         
        
            | 
1.000             | 
            4.414 | 
         
        
            | 
0.618             | 
            4.344 | 
         
        
            | 
HIGH             | 
            4.230 | 
         
        
            | 
0.618             | 
            4.160 | 
         
        
            | 
0.500             | 
            4.138 | 
         
        
            | 
0.382             | 
            4.116 | 
         
        
            | 
LOW             | 
            4.046 | 
         
        
            | 
0.618             | 
            3.932 | 
         
        
            | 
1.000             | 
            3.862 | 
         
        
            | 
1.618             | 
            3.748 | 
         
        
            | 
2.618             | 
            3.564 | 
         
        
            | 
4.250             | 
            3.264 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.172 | 
                                4.161 | 
                             
                            
                                | PP | 
                                4.155 | 
                                4.132 | 
                             
                            
                                | S1 | 
                                4.138 | 
                                4.104 | 
                             
             
         |