Here you get JSONObject so change this line:

JSONArray jsonArray = new JSONArray(readlocationFeed); 

with following:

JSONObject jsnobject = new JSONObject(readlocationFeed);

and after

JSONArray jsonArray = jsnobject.getJSONArray("locations");
for (int i = 0; i < jsonArray.length(); i++) {
    JSONObject explrObject = jsonArray.getJSONObject(i);
}

The most straightforward way to convert a JSON string to a JSONArray (provided the string is valid) is like so, using your string jsonString as the parameter:

JSONArray array = new JSONArray(jsonString);

And then you can pick off the individual objects in a loop:

for (int i = 0; i < array.length(); i++) {
    JSONObject object = array.getJSONObject(i);
    String username = object.getString("username");
    String status = object.getString("status");
}

To have a string value inside your JSON array, you must remember to backslash escape your double-quotes in your Java program. See the declaration of s below.

String s = "[[\"110917       \", 3.0099999999999998, -0.72999999999999998, 2.8500000000000001, 2.96, 685.0, 38603.0], [\"110917    \", 2.71, 0.20999999999999999, 2.8199999999999998, 2.8999999999999999, 2987.0, 33762.0]]";

Your code in the main() method works fine. Below is just a minor modification of your code in the main() method.

System.out.println("String to Json Array Stmt");
JsonParser parser = new JsonParser();
JsonElement tradeElement = parser.parse(s);
JsonArray trade = tradeElement.getAsJsonArray();
System.out.println(trade);

Lastly, remember to prefix your statement "com.google.gson.*" with the keyword "import", as shown below.

import com.google.gson.*;

This is how to initialize a JSON parser:

JSONObject jsonObject = new JSONObject(jsonString);

That will give you the entire string as a Json Object. From there, pull out an individual array as a JsonArray, like this:

JSONArray jsonArray = jsonObject.getJSONArray("LotPrizes");

To access each "LotPrizes" you can use for loop logic:

for(int i=0;i<jsonArray.length();i++)
{
  JSONObject curr = jsonArray.getJSONObject(i);

  prize = curr.getString("Prize")

//Do stuff with the Prize String here
//Add it to a list, print it out, etc.
}

EDIT: Final code after your JSON edit:

JSONArray jsonArray = null;
String jsonString = <your string>
String currPrize = null;

JSONObject jsonObject = new JSONObject(jsonString);

jsonArray = jsonObject.getJSONArray("data");

for(int i=0;i<jsonArray.length();i++)
{
    JSONArray currLot = jsonArray.getJSONObject(i);

    for(int j=0; j<currLot.length();j++)
    {
        JSONobject curr = currLot.getJSONObject(j);

        currPrize = curr.getString("Prize");

        //Do something with Prize
    }
}

This code is functional and I'm using an almost identical version in my code. Hope this (finally) works for you.

I'll elaborate a bit more on ChrisR awesome answer and bring images from his awesome reference.

A valid JSON always starts with either curly braces { or square brackets [, nothing else.

{ will start an object:

{ "key": value, "another key": value }

Hint: although javascript accepts single quotes ', JSON only takes double ones ".

[ will start an array:

[value, value]

Hint: spaces among elements are always ignored by any JSON parser.

And value is an object, array, string, number, bool or null:

So yeah, ["a", "b"] is a perfectly valid JSON, like you could try on the link Manish pointed.

Here are a few extra valid JSON examples, one per block:

{}

[0]

{"__comment": "json doesn't accept comments and you should not be commenting even in this way", "avoid!": "also, never add more than one key per line, like this"}

[{   "why":null} ]

{
  "not true": [0, false],
  "true": true,
  "not null": [0, 1, false, true, {
    "obj": null
  }, "a string"]
}

Here is some code using java 6 to get you started:

JSONObject jo = new JSONObject();
jo.put("firstName", "John");
jo.put("lastName", "Doe");

JSONArray ja = new JSONArray();
ja.put(jo);

JSONObject mainObj = new JSONObject();
mainObj.put("employees", ja);

Edit: Since there has been a lot of confusion about put vs add here I will attempt to explain the difference. In java 6 org.json.JSONArray contains the put method and in java 7 javax.json contains the add method.

An example of this using the builder pattern in java 7 looks something like this:

JsonObject jo = Json.createObjectBuilder()
  .add("employees", Json.createArrayBuilder()
    .add(Json.createObjectBuilder()
      .add("firstName", "John")
      .add("lastName", "Doe")))
  .build();