NYMEX Natural Gas Future November 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jul-2009 | 
                    10-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.420 | 
                        4.385 | 
                        -0.035 | 
                        -0.8% | 
                        4.626 | 
                     
                    
                        | High | 
                        4.502 | 
                        4.397 | 
                        -0.105 | 
                        -2.3% | 
                        4.626 | 
                     
                    
                        | Low | 
                        4.400 | 
                        4.367 | 
                        -0.033 | 
                        -0.8% | 
                        4.367 | 
                     
                    
                        | Close | 
                        4.426 | 
                        4.387 | 
                        -0.039 | 
                        -0.9% | 
                        4.387 | 
                     
                    
                        | Range | 
                        0.102 | 
                        0.030 | 
                        -0.072 | 
                        -70.6% | 
                        0.259 | 
                     
                    
                        | ATR | 
                        0.166 | 
                        0.159 | 
                        -0.008 | 
                        -4.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        6,338 | 
                        5,710 | 
                        -628 | 
                        -9.9% | 
                        26,290 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.474 | 
                4.460 | 
                4.404 | 
                 | 
             
            
                | R3 | 
                4.444 | 
                4.430 | 
                4.395 | 
                 | 
             
            
                | R2 | 
                4.414 | 
                4.414 | 
                4.393 | 
                 | 
             
            
                | R1 | 
                4.400 | 
                4.400 | 
                4.390 | 
                4.407 | 
             
            
                | PP | 
                4.384 | 
                4.384 | 
                4.384 | 
                4.387 | 
             
            
                | S1 | 
                4.370 | 
                4.370 | 
                4.384 | 
                4.377 | 
             
            
                | S2 | 
                4.354 | 
                4.354 | 
                4.382 | 
                 | 
             
            
                | S3 | 
                4.324 | 
                4.340 | 
                4.379 | 
                 | 
             
            
                | S4 | 
                4.294 | 
                4.310 | 
                4.371 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.237 | 
                5.071 | 
                4.529 | 
                 | 
             
            
                | R3 | 
                4.978 | 
                4.812 | 
                4.458 | 
                 | 
             
            
                | R2 | 
                4.719 | 
                4.719 | 
                4.434 | 
                 | 
             
            
                | R1 | 
                4.553 | 
                4.553 | 
                4.411 | 
                4.507 | 
             
            
                | PP | 
                4.460 | 
                4.460 | 
                4.460 | 
                4.437 | 
             
            
                | S1 | 
                4.294 | 
                4.294 | 
                4.363 | 
                4.248 | 
             
            
                | S2 | 
                4.201 | 
                4.201 | 
                4.340 | 
                 | 
             
            
                | S3 | 
                3.942 | 
                4.035 | 
                4.316 | 
                 | 
             
            
                | S4 | 
                3.683 | 
                3.776 | 
                4.245 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.626 | 
                4.367 | 
                0.259 | 
                5.9% | 
                0.107 | 
                2.4% | 
                8% | 
                False | 
                True | 
                5,258 | 
                 
                
                | 10 | 
                5.069 | 
                4.367 | 
                0.702 | 
                16.0% | 
                0.114 | 
                2.6% | 
                3% | 
                False | 
                True | 
                4,181 | 
                 
                
                | 20 | 
                5.515 | 
                4.367 | 
                1.148 | 
                26.2% | 
                0.151 | 
                3.4% | 
                2% | 
                False | 
                True | 
                4,214 | 
                 
                
                | 40 | 
                5.515 | 
                4.367 | 
                1.148 | 
                26.2% | 
                0.178 | 
                4.1% | 
                2% | 
                False | 
                True | 
                3,877 | 
                 
                
                | 60 | 
                5.523 | 
                4.367 | 
                1.156 | 
                26.4% | 
                0.171 | 
                3.9% | 
                2% | 
                False | 
                True | 
                3,412 | 
                 
                
                | 80 | 
                5.523 | 
                4.367 | 
                1.156 | 
                26.4% | 
                0.164 | 
                3.7% | 
                2% | 
                False | 
                True | 
                2,869 | 
                 
                
                | 100 | 
                5.523 | 
                4.367 | 
                1.156 | 
                26.4% | 
                0.158 | 
                3.6% | 
                2% | 
                False | 
                True | 
                2,487 | 
                 
                
                | 120 | 
                5.976 | 
                4.367 | 
                1.609 | 
                36.7% | 
                0.160 | 
                3.6% | 
                1% | 
                False | 
                True | 
                2,238 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.525 | 
         
        
            | 
2.618             | 
            4.476 | 
         
        
            | 
1.618             | 
            4.446 | 
         
        
            | 
1.000             | 
            4.427 | 
         
        
            | 
0.618             | 
            4.416 | 
         
        
            | 
HIGH             | 
            4.397 | 
         
        
            | 
0.618             | 
            4.386 | 
         
        
            | 
0.500             | 
            4.382 | 
         
        
            | 
0.382             | 
            4.378 | 
         
        
            | 
LOW             | 
            4.367 | 
         
        
            | 
0.618             | 
            4.348 | 
         
        
            | 
1.000             | 
            4.337 | 
         
        
            | 
1.618             | 
            4.318 | 
         
        
            | 
2.618             | 
            4.288 | 
         
        
            | 
4.250             | 
            4.240 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.385 | 
                                4.435 | 
                             
                            
                                | PP | 
                                4.384 | 
                                4.419 | 
                             
                            
                                | S1 | 
                                4.382 | 
                                4.403 | 
                             
             
         |