NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jul-2009 | 
                    17-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.362 | 
                        5.442 | 
                        0.080 | 
                        1.5% | 
                        5.310 | 
                     
                    
                        | High | 
                        5.526 | 
                        5.574 | 
                        0.048 | 
                        0.9% | 
                        5.574 | 
                     
                    
                        | Low | 
                        5.358 | 
                        5.442 | 
                        0.084 | 
                        1.6% | 
                        5.240 | 
                     
                    
                        | Close | 
                        5.519 | 
                        5.503 | 
                        -0.016 | 
                        -0.3% | 
                        5.503 | 
                     
                    
                        | Range | 
                        0.168 | 
                        0.132 | 
                        -0.036 | 
                        -21.4% | 
                        0.334 | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        408 | 
                        336 | 
                        -72 | 
                        -17.6% | 
                        3,478 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.902 | 
                5.835 | 
                5.576 | 
                 | 
             
            
                | R3 | 
                5.770 | 
                5.703 | 
                5.539 | 
                 | 
             
            
                | R2 | 
                5.638 | 
                5.638 | 
                5.527 | 
                 | 
             
            
                | R1 | 
                5.571 | 
                5.571 | 
                5.515 | 
                5.605 | 
             
            
                | PP | 
                5.506 | 
                5.506 | 
                5.506 | 
                5.523 | 
             
            
                | S1 | 
                5.439 | 
                5.439 | 
                5.491 | 
                5.473 | 
             
            
                | S2 | 
                5.374 | 
                5.374 | 
                5.479 | 
                 | 
             
            
                | S3 | 
                5.242 | 
                5.307 | 
                5.467 | 
                 | 
             
            
                | S4 | 
                5.110 | 
                5.175 | 
                5.430 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.441 | 
                6.306 | 
                5.687 | 
                 | 
             
            
                | R3 | 
                6.107 | 
                5.972 | 
                5.595 | 
                 | 
             
            
                | R2 | 
                5.773 | 
                5.773 | 
                5.564 | 
                 | 
             
            
                | R1 | 
                5.638 | 
                5.638 | 
                5.534 | 
                5.706 | 
             
            
                | PP | 
                5.439 | 
                5.439 | 
                5.439 | 
                5.473 | 
             
            
                | S1 | 
                5.304 | 
                5.304 | 
                5.472 | 
                5.372 | 
             
            
                | S2 | 
                5.105 | 
                5.105 | 
                5.442 | 
                 | 
             
            
                | S3 | 
                4.771 | 
                4.970 | 
                5.411 | 
                 | 
             
            
                | S4 | 
                4.437 | 
                4.636 | 
                5.319 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.135 | 
         
        
            | 
2.618             | 
            5.920 | 
         
        
            | 
1.618             | 
            5.788 | 
         
        
            | 
1.000             | 
            5.706 | 
         
        
            | 
0.618             | 
            5.656 | 
         
        
            | 
HIGH             | 
            5.574 | 
         
        
            | 
0.618             | 
            5.524 | 
         
        
            | 
0.500             | 
            5.508 | 
         
        
            | 
0.382             | 
            5.492 | 
         
        
            | 
LOW             | 
            5.442 | 
         
        
            | 
0.618             | 
            5.360 | 
         
        
            | 
1.000             | 
            5.310 | 
         
        
            | 
1.618             | 
            5.228 | 
         
        
            | 
2.618             | 
            5.096 | 
         
        
            | 
4.250             | 
            4.881 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.508 | 
                                5.475 | 
                             
                            
                                | PP | 
                                5.506 | 
                                5.447 | 
                             
                            
                                | S1 | 
                                5.505 | 
                                5.419 | 
                             
             
         |