NYMEX Natural Gas Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Sep-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Sep-2010 | 07-Sep-2010 | Change | Change % | Previous Week |  
                        | Open | 4.569 | 4.521 | -0.048 | -1.1% | 4.420 |  
                        | High | 4.567 | 4.546 | -0.021 | -0.5% | 4.600 |  
                        | Low | 4.458 | 4.403 | -0.055 | -1.2% | 4.419 |  
                        | Close | 4.569 | 4.495 | -0.074 | -1.6% | 4.569 |  
                        | Range | 0.109 | 0.143 | 0.034 | 31.2% | 0.181 |  
                        | ATR | 0.100 | 0.105 | 0.005 | 4.7% | 0.000 |  
                        | Volume | 7,148 | 4,717 | -2,431 | -34.0% | 36,518 |  | 
    
| 
        
            | Daily Pivots for day following 07-Sep-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.910 | 4.846 | 4.574 |  |  
                | R3 | 4.767 | 4.703 | 4.534 |  |  
                | R2 | 4.624 | 4.624 | 4.521 |  |  
                | R1 | 4.560 | 4.560 | 4.508 | 4.521 |  
                | PP | 4.481 | 4.481 | 4.481 | 4.462 |  
                | S1 | 4.417 | 4.417 | 4.482 | 4.378 |  
                | S2 | 4.338 | 4.338 | 4.469 |  |  
                | S3 | 4.195 | 4.274 | 4.456 |  |  
                | S4 | 4.052 | 4.131 | 4.416 |  |  | 
        
            | Weekly Pivots for week ending 03-Sep-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.072 | 5.002 | 4.669 |  |  
                | R3 | 4.891 | 4.821 | 4.619 |  |  
                | R2 | 4.710 | 4.710 | 4.602 |  |  
                | R1 | 4.640 | 4.640 | 4.586 | 4.675 |  
                | PP | 4.529 | 4.529 | 4.529 | 4.547 |  
                | S1 | 4.459 | 4.459 | 4.552 | 4.494 |  
                | S2 | 4.348 | 4.348 | 4.536 |  |  
                | S3 | 4.167 | 4.278 | 4.519 |  |  
                | S4 | 3.986 | 4.097 | 4.469 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.154 |  
            | 2.618 | 4.920 |  
            | 1.618 | 4.777 |  
            | 1.000 | 4.689 |  
            | 0.618 | 4.634 |  
            | HIGH | 4.546 |  
            | 0.618 | 4.491 |  
            | 0.500 | 4.475 |  
            | 0.382 | 4.458 |  
            | LOW | 4.403 |  
            | 0.618 | 4.315 |  
            | 1.000 | 4.260 |  
            | 1.618 | 4.172 |  
            | 2.618 | 4.029 |  
            | 4.250 | 3.795 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Sep-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.488 | 4.492 |  
                                | PP | 4.481 | 4.488 |  
                                | S1 | 4.475 | 4.485 |  |