NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Sep-2009 | 
                    15-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.250 | 
                        5.475 | 
                        0.225 | 
                        4.3% | 
                        5.064 | 
                     
                    
                        | High | 
                        5.429 | 
                        5.475 | 
                        0.046 | 
                        0.8% | 
                        5.493 | 
                     
                    
                        | Low | 
                        5.209 | 
                        5.302 | 
                        0.093 | 
                        1.8% | 
                        4.984 | 
                     
                    
                        | Close | 
                        5.370 | 
                        5.318 | 
                        -0.052 | 
                        -1.0% | 
                        5.192 | 
                     
                    
                        | Range | 
                        0.220 | 
                        0.173 | 
                        -0.047 | 
                        -21.4% | 
                        0.509 | 
                     
                    
                        | ATR | 
                        0.150 | 
                        0.151 | 
                        0.002 | 
                        1.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        700 | 
                        1,791 | 
                        1,091 | 
                        155.9% | 
                        3,544 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.884 | 
                5.774 | 
                5.413 | 
                 | 
             
            
                | R3 | 
                5.711 | 
                5.601 | 
                5.366 | 
                 | 
             
            
                | R2 | 
                5.538 | 
                5.538 | 
                5.350 | 
                 | 
             
            
                | R1 | 
                5.428 | 
                5.428 | 
                5.334 | 
                5.397 | 
             
            
                | PP | 
                5.365 | 
                5.365 | 
                5.365 | 
                5.349 | 
             
            
                | S1 | 
                5.255 | 
                5.255 | 
                5.302 | 
                5.224 | 
             
            
                | S2 | 
                5.192 | 
                5.192 | 
                5.286 | 
                 | 
             
            
                | S3 | 
                5.019 | 
                5.082 | 
                5.270 | 
                 | 
             
            
                | S4 | 
                4.846 | 
                4.909 | 
                5.223 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.750 | 
                6.480 | 
                5.472 | 
                 | 
             
            
                | R3 | 
                6.241 | 
                5.971 | 
                5.332 | 
                 | 
             
            
                | R2 | 
                5.732 | 
                5.732 | 
                5.285 | 
                 | 
             
            
                | R1 | 
                5.462 | 
                5.462 | 
                5.239 | 
                5.597 | 
             
            
                | PP | 
                5.223 | 
                5.223 | 
                5.223 | 
                5.291 | 
             
            
                | S1 | 
                4.953 | 
                4.953 | 
                5.145 | 
                5.088 | 
             
            
                | S2 | 
                4.714 | 
                4.714 | 
                5.099 | 
                 | 
             
            
                | S3 | 
                4.205 | 
                4.444 | 
                5.052 | 
                 | 
             
            
                | S4 | 
                3.696 | 
                3.935 | 
                4.912 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.210 | 
         
        
            | 
2.618             | 
            5.928 | 
         
        
            | 
1.618             | 
            5.755 | 
         
        
            | 
1.000             | 
            5.648 | 
         
        
            | 
0.618             | 
            5.582 | 
         
        
            | 
HIGH             | 
            5.475 | 
         
        
            | 
0.618             | 
            5.409 | 
         
        
            | 
0.500             | 
            5.389 | 
         
        
            | 
0.382             | 
            5.368 | 
         
        
            | 
LOW             | 
            5.302 | 
         
        
            | 
0.618             | 
            5.195 | 
         
        
            | 
1.000             | 
            5.129 | 
         
        
            | 
1.618             | 
            5.022 | 
         
        
            | 
2.618             | 
            4.849 | 
         
        
            | 
4.250             | 
            4.567 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.389 | 
                                5.335 | 
                             
                            
                                | PP | 
                                5.365 | 
                                5.329 | 
                             
                            
                                | S1 | 
                                5.342 | 
                                5.324 | 
                             
             
         |