NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Sep-2009 | 
                    08-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.869 | 
                        5.064 | 
                        0.195 | 
                        4.0% | 
                        5.290 | 
                     
                    
                        | High | 
                        4.939 | 
                        5.085 | 
                        0.146 | 
                        3.0% | 
                        5.295 | 
                     
                    
                        | Low | 
                        4.869 | 
                        4.984 | 
                        0.115 | 
                        2.4% | 
                        4.869 | 
                     
                    
                        | Close | 
                        4.947 | 
                        5.036 | 
                        0.089 | 
                        1.8% | 
                        4.947 | 
                     
                    
                        | Range | 
                        0.070 | 
                        0.101 | 
                        0.031 | 
                        44.3% | 
                        0.426 | 
                     
                    
                        | ATR | 
                        0.109 | 
                        0.111 | 
                        0.002 | 
                        1.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        736 | 
                        538 | 
                        -198 | 
                        -26.9% | 
                        5,147 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.338 | 
                5.288 | 
                5.092 | 
                 | 
             
            
                | R3 | 
                5.237 | 
                5.187 | 
                5.064 | 
                 | 
             
            
                | R2 | 
                5.136 | 
                5.136 | 
                5.055 | 
                 | 
             
            
                | R1 | 
                5.086 | 
                5.086 | 
                5.045 | 
                5.061 | 
             
            
                | PP | 
                5.035 | 
                5.035 | 
                5.035 | 
                5.022 | 
             
            
                | S1 | 
                4.985 | 
                4.985 | 
                5.027 | 
                4.960 | 
             
            
                | S2 | 
                4.934 | 
                4.934 | 
                5.017 | 
                 | 
             
            
                | S3 | 
                4.833 | 
                4.884 | 
                5.008 | 
                 | 
             
            
                | S4 | 
                4.732 | 
                4.783 | 
                4.980 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            5.514 | 
         
        
            | 
2.618             | 
            5.349 | 
         
        
            | 
1.618             | 
            5.248 | 
         
        
            | 
1.000             | 
            5.186 | 
         
        
            | 
0.618             | 
            5.147 | 
         
        
            | 
HIGH             | 
            5.085 | 
         
        
            | 
0.618             | 
            5.046 | 
         
        
            | 
0.500             | 
            5.035 | 
         
        
            | 
0.382             | 
            5.023 | 
         
        
            | 
LOW             | 
            4.984 | 
         
        
            | 
0.618             | 
            4.922 | 
         
        
            | 
1.000             | 
            4.883 | 
         
        
            | 
1.618             | 
            4.821 | 
         
        
            | 
2.618             | 
            4.720 | 
         
        
            | 
4.250             | 
            4.555 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.036 | 
                                5.026 | 
                             
                            
                                | PP | 
                                5.035 | 
                                5.017 | 
                             
                            
                                | S1 | 
                                5.035 | 
                                5.007 | 
                             
             
         |