NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Sep-2009 | 
                    04-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.110 | 
                        4.869 | 
                        -0.241 | 
                        -4.7% | 
                        5.290 | 
                     
                    
                        | High | 
                        5.145 | 
                        4.939 | 
                        -0.206 | 
                        -4.0% | 
                        5.295 | 
                     
                    
                        | Low | 
                        4.960 | 
                        4.869 | 
                        -0.091 | 
                        -1.8% | 
                        4.869 | 
                     
                    
                        | Close | 
                        4.964 | 
                        4.947 | 
                        -0.017 | 
                        -0.3% | 
                        4.947 | 
                     
                    
                        | Range | 
                        0.185 | 
                        0.070 | 
                        -0.115 | 
                        -62.2% | 
                        0.426 | 
                     
                    
                        | ATR | 
                        0.110 | 
                        0.109 | 
                        -0.001 | 
                        -1.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        720 | 
                        736 | 
                        16 | 
                        2.2% | 
                        5,147 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.128 | 
                5.108 | 
                4.986 | 
                 | 
             
            
                | R3 | 
                5.058 | 
                5.038 | 
                4.966 | 
                 | 
             
            
                | R2 | 
                4.988 | 
                4.988 | 
                4.960 | 
                 | 
             
            
                | R1 | 
                4.968 | 
                4.968 | 
                4.953 | 
                4.978 | 
             
            
                | PP | 
                4.918 | 
                4.918 | 
                4.918 | 
                4.924 | 
             
            
                | S1 | 
                4.898 | 
                4.898 | 
                4.941 | 
                4.908 | 
             
            
                | S2 | 
                4.848 | 
                4.848 | 
                4.934 | 
                 | 
             
            
                | S3 | 
                4.778 | 
                4.828 | 
                4.928 | 
                 | 
             
            
                | S4 | 
                4.708 | 
                4.758 | 
                4.909 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.315 | 
                6.057 | 
                5.181 | 
                 | 
             
            
                | R3 | 
                5.889 | 
                5.631 | 
                5.064 | 
                 | 
             
            
                | R2 | 
                5.463 | 
                5.463 | 
                5.025 | 
                 | 
             
            
                | R1 | 
                5.205 | 
                5.205 | 
                4.986 | 
                5.121 | 
             
            
                | PP | 
                5.037 | 
                5.037 | 
                5.037 | 
                4.995 | 
             
            
                | S1 | 
                4.779 | 
                4.779 | 
                4.908 | 
                4.695 | 
             
            
                | S2 | 
                4.611 | 
                4.611 | 
                4.869 | 
                 | 
             
            
                | S3 | 
                4.185 | 
                4.353 | 
                4.830 | 
                 | 
             
            
                | S4 | 
                3.759 | 
                3.927 | 
                4.713 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.237 | 
         
        
            | 
2.618             | 
            5.122 | 
         
        
            | 
1.618             | 
            5.052 | 
         
        
            | 
1.000             | 
            5.009 | 
         
        
            | 
0.618             | 
            4.982 | 
         
        
            | 
HIGH             | 
            4.939 | 
         
        
            | 
0.618             | 
            4.912 | 
         
        
            | 
0.500             | 
            4.904 | 
         
        
            | 
0.382             | 
            4.896 | 
         
        
            | 
LOW             | 
            4.869 | 
         
        
            | 
0.618             | 
            4.826 | 
         
        
            | 
1.000             | 
            4.799 | 
         
        
            | 
1.618             | 
            4.756 | 
         
        
            | 
2.618             | 
            4.686 | 
         
        
            | 
4.250             | 
            4.572 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.933 | 
                                5.025 | 
                             
                            
                                | PP | 
                                4.918 | 
                                4.999 | 
                             
                            
                                | S1 | 
                                4.904 | 
                                4.973 | 
                             
             
         |