NYMEX Natural Gas Future February 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Dec-2010 | 
                    27-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.187 | 
                        4.089 | 
                        -0.098 | 
                        -2.3% | 
                        4.090 | 
                     
                    
                        | High | 
                        4.212 | 
                        4.163 | 
                        -0.049 | 
                        -1.2% | 
                        4.277 | 
                     
                    
                        | Low | 
                        4.093 | 
                        4.040 | 
                        -0.053 | 
                        -1.3% | 
                        4.019 | 
                     
                    
                        | Close | 
                        4.133 | 
                        4.155 | 
                        0.022 | 
                        0.5% | 
                        4.133 | 
                     
                    
                        | Range | 
                        0.119 | 
                        0.123 | 
                        0.004 | 
                        3.4% | 
                        0.258 | 
                     
                    
                        | ATR | 
                        0.167 | 
                        0.163 | 
                        -0.003 | 
                        -1.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        42,874 | 
                        44,438 | 
                        1,564 | 
                        3.6% | 
                        225,840 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.488 | 
                4.445 | 
                4.223 | 
                 | 
             
            
                | R3 | 
                4.365 | 
                4.322 | 
                4.189 | 
                 | 
             
            
                | R2 | 
                4.242 | 
                4.242 | 
                4.178 | 
                 | 
             
            
                | R1 | 
                4.199 | 
                4.199 | 
                4.166 | 
                4.221 | 
             
            
                | PP | 
                4.119 | 
                4.119 | 
                4.119 | 
                4.130 | 
             
            
                | S1 | 
                4.076 | 
                4.076 | 
                4.144 | 
                4.098 | 
             
            
                | S2 | 
                3.996 | 
                3.996 | 
                4.132 | 
                 | 
             
            
                | S3 | 
                3.873 | 
                3.953 | 
                4.121 | 
                 | 
             
            
                | S4 | 
                3.750 | 
                3.830 | 
                4.087 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.917 | 
                4.783 | 
                4.275 | 
                 | 
             
            
                | R3 | 
                4.659 | 
                4.525 | 
                4.204 | 
                 | 
             
            
                | R2 | 
                4.401 | 
                4.401 | 
                4.180 | 
                 | 
             
            
                | R1 | 
                4.267 | 
                4.267 | 
                4.157 | 
                4.334 | 
             
            
                | PP | 
                4.143 | 
                4.143 | 
                4.143 | 
                4.177 | 
             
            
                | S1 | 
                4.009 | 
                4.009 | 
                4.109 | 
                4.076 | 
             
            
                | S2 | 
                3.885 | 
                3.885 | 
                4.086 | 
                 | 
             
            
                | S3 | 
                3.627 | 
                3.751 | 
                4.062 | 
                 | 
             
            
                | S4 | 
                3.369 | 
                3.493 | 
                3.991 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.277 | 
                4.019 | 
                0.258 | 
                6.2% | 
                0.166 | 
                4.0% | 
                53% | 
                False | 
                False | 
                54,055 | 
                 
                
                | 10 | 
                4.554 | 
                3.985 | 
                0.569 | 
                13.7% | 
                0.167 | 
                4.0% | 
                30% | 
                False | 
                False | 
                65,730 | 
                 
                
                | 20 | 
                4.635 | 
                3.985 | 
                0.650 | 
                15.6% | 
                0.171 | 
                4.1% | 
                26% | 
                False | 
                False | 
                53,876 | 
                 
                
                | 40 | 
                4.635 | 
                3.913 | 
                0.722 | 
                17.4% | 
                0.165 | 
                4.0% | 
                34% | 
                False | 
                False | 
                38,548 | 
                 
                
                | 60 | 
                4.635 | 
                3.894 | 
                0.741 | 
                17.8% | 
                0.144 | 
                3.5% | 
                35% | 
                False | 
                False | 
                30,153 | 
                 
                
                | 80 | 
                4.678 | 
                3.894 | 
                0.784 | 
                18.9% | 
                0.135 | 
                3.2% | 
                33% | 
                False | 
                False | 
                23,912 | 
                 
                
                | 100 | 
                5.280 | 
                3.894 | 
                1.386 | 
                33.4% | 
                0.128 | 
                3.1% | 
                19% | 
                False | 
                False | 
                19,782 | 
                 
                
                | 120 | 
                5.434 | 
                3.894 | 
                1.540 | 
                37.1% | 
                0.124 | 
                3.0% | 
                17% | 
                False | 
                False | 
                16,852 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.686 | 
         
        
            | 
2.618             | 
            4.485 | 
         
        
            | 
1.618             | 
            4.362 | 
         
        
            | 
1.000             | 
            4.286 | 
         
        
            | 
0.618             | 
            4.239 | 
         
        
            | 
HIGH             | 
            4.163 | 
         
        
            | 
0.618             | 
            4.116 | 
         
        
            | 
0.500             | 
            4.102 | 
         
        
            | 
0.382             | 
            4.087 | 
         
        
            | 
LOW             | 
            4.040 | 
         
        
            | 
0.618             | 
            3.964 | 
         
        
            | 
1.000             | 
            3.917 | 
         
        
            | 
1.618             | 
            3.841 | 
         
        
            | 
2.618             | 
            3.718 | 
         
        
            | 
4.250             | 
            3.517 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.137 | 
                                4.142 | 
                             
                            
                                | PP | 
                                4.119 | 
                                4.129 | 
                             
                            
                                | S1 | 
                                4.102 | 
                                4.116 | 
                             
             
         |