NYMEX Natural Gas Future February 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Dec-2010 | 
                    23-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.093 | 
                        4.187 | 
                        0.094 | 
                        2.3% | 
                        4.460 | 
                     
                    
                        | High | 
                        4.195 | 
                        4.212 | 
                        0.017 | 
                        0.4% | 
                        4.554 | 
                     
                    
                        | Low | 
                        4.019 | 
                        4.093 | 
                        0.074 | 
                        1.8% | 
                        3.985 | 
                     
                    
                        | Close | 
                        4.188 | 
                        4.133 | 
                        -0.055 | 
                        -1.3% | 
                        4.103 | 
                     
                    
                        | Range | 
                        0.176 | 
                        0.119 | 
                        -0.057 | 
                        -32.4% | 
                        0.569 | 
                     
                    
                        | ATR | 
                        0.170 | 
                        0.167 | 
                        -0.004 | 
                        -2.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        66,108 | 
                        42,874 | 
                        -23,234 | 
                        -35.1% | 
                        387,027 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.503 | 
                4.437 | 
                4.198 | 
                 | 
             
            
                | R3 | 
                4.384 | 
                4.318 | 
                4.166 | 
                 | 
             
            
                | R2 | 
                4.265 | 
                4.265 | 
                4.155 | 
                 | 
             
            
                | R1 | 
                4.199 | 
                4.199 | 
                4.144 | 
                4.173 | 
             
            
                | PP | 
                4.146 | 
                4.146 | 
                4.146 | 
                4.133 | 
             
            
                | S1 | 
                4.080 | 
                4.080 | 
                4.122 | 
                4.054 | 
             
            
                | S2 | 
                4.027 | 
                4.027 | 
                4.111 | 
                 | 
             
            
                | S3 | 
                3.908 | 
                3.961 | 
                4.100 | 
                 | 
             
            
                | S4 | 
                3.789 | 
                3.842 | 
                4.068 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.921 | 
                5.581 | 
                4.416 | 
                 | 
             
            
                | R3 | 
                5.352 | 
                5.012 | 
                4.259 | 
                 | 
             
            
                | R2 | 
                4.783 | 
                4.783 | 
                4.207 | 
                 | 
             
            
                | R1 | 
                4.443 | 
                4.443 | 
                4.155 | 
                4.329 | 
             
            
                | PP | 
                4.214 | 
                4.214 | 
                4.214 | 
                4.157 | 
             
            
                | S1 | 
                3.874 | 
                3.874 | 
                4.051 | 
                3.760 | 
             
            
                | S2 | 
                3.645 | 
                3.645 | 
                3.999 | 
                 | 
             
            
                | S3 | 
                3.076 | 
                3.305 | 
                3.947 | 
                 | 
             
            
                | S4 | 
                2.507 | 
                2.736 | 
                3.790 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.277 | 
                3.985 | 
                0.292 | 
                7.1% | 
                0.173 | 
                4.2% | 
                51% | 
                False | 
                False | 
                64,954 | 
                 
                
                | 10 | 
                4.554 | 
                3.985 | 
                0.569 | 
                13.8% | 
                0.168 | 
                4.1% | 
                26% | 
                False | 
                False | 
                68,604 | 
                 
                
                | 20 | 
                4.635 | 
                3.985 | 
                0.650 | 
                15.7% | 
                0.170 | 
                4.1% | 
                23% | 
                False | 
                False | 
                52,967 | 
                 
                
                | 40 | 
                4.635 | 
                3.913 | 
                0.722 | 
                17.5% | 
                0.168 | 
                4.1% | 
                30% | 
                False | 
                False | 
                37,637 | 
                 
                
                | 60 | 
                4.635 | 
                3.894 | 
                0.741 | 
                17.9% | 
                0.145 | 
                3.5% | 
                32% | 
                False | 
                False | 
                29,508 | 
                 
                
                | 80 | 
                4.678 | 
                3.894 | 
                0.784 | 
                19.0% | 
                0.135 | 
                3.3% | 
                30% | 
                False | 
                False | 
                23,430 | 
                 
                
                | 100 | 
                5.280 | 
                3.894 | 
                1.386 | 
                33.5% | 
                0.128 | 
                3.1% | 
                17% | 
                False | 
                False | 
                19,363 | 
                 
                
                | 120 | 
                5.469 | 
                3.894 | 
                1.575 | 
                38.1% | 
                0.124 | 
                3.0% | 
                15% | 
                False | 
                False | 
                16,491 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.718 | 
         
        
            | 
2.618             | 
            4.524 | 
         
        
            | 
1.618             | 
            4.405 | 
         
        
            | 
1.000             | 
            4.331 | 
         
        
            | 
0.618             | 
            4.286 | 
         
        
            | 
HIGH             | 
            4.212 | 
         
        
            | 
0.618             | 
            4.167 | 
         
        
            | 
0.500             | 
            4.153 | 
         
        
            | 
0.382             | 
            4.138 | 
         
        
            | 
LOW             | 
            4.093 | 
         
        
            | 
0.618             | 
            4.019 | 
         
        
            | 
1.000             | 
            3.974 | 
         
        
            | 
1.618             | 
            3.900 | 
         
        
            | 
2.618             | 
            3.781 | 
         
        
            | 
4.250             | 
            3.587 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.153 | 
                                4.144 | 
                             
                            
                                | PP | 
                                4.146 | 
                                4.140 | 
                             
                            
                                | S1 | 
                                4.140 | 
                                4.137 | 
                             
             
         |