NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jul-2009 | 
                    29-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.567 | 
                        5.530 | 
                        -0.037 | 
                        -0.7% | 
                        5.510 | 
                     
                    
                        | High | 
                        5.576 | 
                        5.530 | 
                        -0.046 | 
                        -0.8% | 
                        5.666 | 
                     
                    
                        | Low | 
                        5.480 | 
                        5.383 | 
                        -0.097 | 
                        -1.8% | 
                        5.434 | 
                     
                    
                        | Close | 
                        5.540 | 
                        5.441 | 
                        -0.099 | 
                        -1.8% | 
                        5.623 | 
                     
                    
                        | Range | 
                        0.096 | 
                        0.147 | 
                        0.051 | 
                        53.1% | 
                        0.232 | 
                     
                    
                        | ATR | 
                        0.123 | 
                        0.125 | 
                        0.002 | 
                        2.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        868 | 
                        381 | 
                        -487 | 
                        -56.1% | 
                        2,614 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.892 | 
                5.814 | 
                5.522 | 
                 | 
             
            
                | R3 | 
                5.745 | 
                5.667 | 
                5.481 | 
                 | 
             
            
                | R2 | 
                5.598 | 
                5.598 | 
                5.468 | 
                 | 
             
            
                | R1 | 
                5.520 | 
                5.520 | 
                5.454 | 
                5.486 | 
             
            
                | PP | 
                5.451 | 
                5.451 | 
                5.451 | 
                5.434 | 
             
            
                | S1 | 
                5.373 | 
                5.373 | 
                5.428 | 
                5.339 | 
             
            
                | S2 | 
                5.304 | 
                5.304 | 
                5.414 | 
                 | 
             
            
                | S3 | 
                5.157 | 
                5.226 | 
                5.401 | 
                 | 
             
            
                | S4 | 
                5.010 | 
                5.079 | 
                5.360 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            6.155 | 
         
        
            | 
2.618             | 
            5.915 | 
         
        
            | 
1.618             | 
            5.768 | 
         
        
            | 
1.000             | 
            5.677 | 
         
        
            | 
0.618             | 
            5.621 | 
         
        
            | 
HIGH             | 
            5.530 | 
         
        
            | 
0.618             | 
            5.474 | 
         
        
            | 
0.500             | 
            5.457 | 
         
        
            | 
0.382             | 
            5.439 | 
         
        
            | 
LOW             | 
            5.383 | 
         
        
            | 
0.618             | 
            5.292 | 
         
        
            | 
1.000             | 
            5.236 | 
         
        
            | 
1.618             | 
            5.145 | 
         
        
            | 
2.618             | 
            4.998 | 
         
        
            | 
4.250             | 
            4.758 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.457 | 
                                5.498 | 
                             
                            
                                | PP | 
                                5.451 | 
                                5.479 | 
                             
                            
                                | S1 | 
                                5.446 | 
                                5.460 | 
                             
             
         |