NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jul-2009 | 
                    24-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.630 | 
                        5.540 | 
                        -0.090 | 
                        -1.6% | 
                        5.510 | 
                     
                    
                        | High | 
                        5.666 | 
                        5.618 | 
                        -0.048 | 
                        -0.8% | 
                        5.666 | 
                     
                    
                        | Low | 
                        5.496 | 
                        5.490 | 
                        -0.006 | 
                        -0.1% | 
                        5.434 | 
                     
                    
                        | Close | 
                        5.496 | 
                        5.623 | 
                        0.127 | 
                        2.3% | 
                        5.623 | 
                     
                    
                        | Range | 
                        0.170 | 
                        0.128 | 
                        -0.042 | 
                        -24.7% | 
                        0.232 | 
                     
                    
                        | ATR | 
                        0.128 | 
                        0.128 | 
                        0.000 | 
                        0.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        545 | 
                        799 | 
                        254 | 
                        46.6% | 
                        2,614 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.961 | 
                5.920 | 
                5.693 | 
                 | 
             
            
                | R3 | 
                5.833 | 
                5.792 | 
                5.658 | 
                 | 
             
            
                | R2 | 
                5.705 | 
                5.705 | 
                5.646 | 
                 | 
             
            
                | R1 | 
                5.664 | 
                5.664 | 
                5.635 | 
                5.685 | 
             
            
                | PP | 
                5.577 | 
                5.577 | 
                5.577 | 
                5.587 | 
             
            
                | S1 | 
                5.536 | 
                5.536 | 
                5.611 | 
                5.557 | 
             
            
                | S2 | 
                5.449 | 
                5.449 | 
                5.600 | 
                 | 
             
            
                | S3 | 
                5.321 | 
                5.408 | 
                5.588 | 
                 | 
             
            
                | S4 | 
                5.193 | 
                5.280 | 
                5.553 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.270 | 
                6.179 | 
                5.751 | 
                 | 
             
            
                | R3 | 
                6.038 | 
                5.947 | 
                5.687 | 
                 | 
             
            
                | R2 | 
                5.806 | 
                5.806 | 
                5.666 | 
                 | 
             
            
                | R1 | 
                5.715 | 
                5.715 | 
                5.644 | 
                5.761 | 
             
            
                | PP | 
                5.574 | 
                5.574 | 
                5.574 | 
                5.597 | 
             
            
                | S1 | 
                5.483 | 
                5.483 | 
                5.602 | 
                5.529 | 
             
            
                | S2 | 
                5.342 | 
                5.342 | 
                5.580 | 
                 | 
             
            
                | S3 | 
                5.110 | 
                5.251 | 
                5.559 | 
                 | 
             
            
                | S4 | 
                4.878 | 
                5.019 | 
                5.495 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.162 | 
         
        
            | 
2.618             | 
            5.953 | 
         
        
            | 
1.618             | 
            5.825 | 
         
        
            | 
1.000             | 
            5.746 | 
         
        
            | 
0.618             | 
            5.697 | 
         
        
            | 
HIGH             | 
            5.618 | 
         
        
            | 
0.618             | 
            5.569 | 
         
        
            | 
0.500             | 
            5.554 | 
         
        
            | 
0.382             | 
            5.539 | 
         
        
            | 
LOW             | 
            5.490 | 
         
        
            | 
0.618             | 
            5.411 | 
         
        
            | 
1.000             | 
            5.362 | 
         
        
            | 
1.618             | 
            5.283 | 
         
        
            | 
2.618             | 
            5.155 | 
         
        
            | 
4.250             | 
            4.946 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.600 | 
                                5.608 | 
                             
                            
                                | PP | 
                                5.577 | 
                                5.593 | 
                             
                            
                                | S1 | 
                                5.554 | 
                                5.578 | 
                             
             
         |