NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Nov-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Nov-2009 | 
                    17-Nov-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.012 | 
                        5.128 | 
                        0.116 | 
                        2.3% | 
                        5.117 | 
                     
                    
                        | High | 
                        5.159 | 
                        5.215 | 
                        0.056 | 
                        1.1% | 
                        5.200 | 
                     
                    
                        | Low | 
                        4.945 | 
                        5.059 | 
                        0.114 | 
                        2.3% | 
                        4.871 | 
                     
                    
                        | Close | 
                        5.140 | 
                        5.079 | 
                        -0.061 | 
                        -1.2% | 
                        4.967 | 
                     
                    
                        | Range | 
                        0.214 | 
                        0.156 | 
                        -0.058 | 
                        -27.1% | 
                        0.329 | 
                     
                    
                        | ATR | 
                        0.173 | 
                        0.172 | 
                        -0.001 | 
                        -0.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3,488 | 
                        2,865 | 
                        -623 | 
                        -17.9% | 
                        20,541 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Nov-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.586 | 
                5.488 | 
                5.165 | 
                 | 
             
            
                | R3 | 
                5.430 | 
                5.332 | 
                5.122 | 
                 | 
             
            
                | R2 | 
                5.274 | 
                5.274 | 
                5.108 | 
                 | 
             
            
                | R1 | 
                5.176 | 
                5.176 | 
                5.093 | 
                5.147 | 
             
            
                | PP | 
                5.118 | 
                5.118 | 
                5.118 | 
                5.103 | 
             
            
                | S1 | 
                5.020 | 
                5.020 | 
                5.065 | 
                4.991 | 
             
            
                | S2 | 
                4.962 | 
                4.962 | 
                5.050 | 
                 | 
             
            
                | S3 | 
                4.806 | 
                4.864 | 
                5.036 | 
                 | 
             
            
                | S4 | 
                4.650 | 
                4.708 | 
                4.993 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Nov-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.000 | 
                5.812 | 
                5.148 | 
                 | 
             
            
                | R3 | 
                5.671 | 
                5.483 | 
                5.057 | 
                 | 
             
            
                | R2 | 
                5.342 | 
                5.342 | 
                5.027 | 
                 | 
             
            
                | R1 | 
                5.154 | 
                5.154 | 
                4.997 | 
                5.084 | 
             
            
                | PP | 
                5.013 | 
                5.013 | 
                5.013 | 
                4.977 | 
             
            
                | S1 | 
                4.825 | 
                4.825 | 
                4.937 | 
                4.755 | 
             
            
                | S2 | 
                4.684 | 
                4.684 | 
                4.907 | 
                 | 
             
            
                | S3 | 
                4.355 | 
                4.496 | 
                4.877 | 
                 | 
             
            
                | S4 | 
                4.026 | 
                4.167 | 
                4.786 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.215 | 
                4.871 | 
                0.344 | 
                6.8% | 
                0.139 | 
                2.7% | 
                60% | 
                True | 
                False | 
                3,448 | 
                 
                
                | 10 | 
                5.370 | 
                4.871 | 
                0.499 | 
                9.8% | 
                0.145 | 
                2.8% | 
                42% | 
                False | 
                False | 
                3,711 | 
                 
                
                | 20 | 
                6.200 | 
                4.871 | 
                1.329 | 
                26.2% | 
                0.160 | 
                3.1% | 
                16% | 
                False | 
                False | 
                3,764 | 
                 
                
                | 40 | 
                6.200 | 
                4.871 | 
                1.329 | 
                26.2% | 
                0.157 | 
                3.1% | 
                16% | 
                False | 
                False | 
                2,934 | 
                 
                
                | 60 | 
                6.200 | 
                4.869 | 
                1.331 | 
                26.2% | 
                0.155 | 
                3.1% | 
                16% | 
                False | 
                False | 
                2,362 | 
                 
                
                | 80 | 
                6.200 | 
                4.869 | 
                1.331 | 
                26.2% | 
                0.141 | 
                2.8% | 
                16% | 
                False | 
                False | 
                1,902 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.878 | 
         
        
            | 
2.618             | 
            5.623 | 
         
        
            | 
1.618             | 
            5.467 | 
         
        
            | 
1.000             | 
            5.371 | 
         
        
            | 
0.618             | 
            5.311 | 
         
        
            | 
HIGH             | 
            5.215 | 
         
        
            | 
0.618             | 
            5.155 | 
         
        
            | 
0.500             | 
            5.137 | 
         
        
            | 
0.382             | 
            5.119 | 
         
        
            | 
LOW             | 
            5.059 | 
         
        
            | 
0.618             | 
            4.963 | 
         
        
            | 
1.000             | 
            4.903 | 
         
        
            | 
1.618             | 
            4.807 | 
         
        
            | 
2.618             | 
            4.651 | 
         
        
            | 
4.250             | 
            4.396 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Nov-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.137 | 
                                5.067 | 
                             
                            
                                | PP | 
                                5.118 | 
                                5.055 | 
                             
                            
                                | S1 | 
                                5.098 | 
                                5.043 | 
                             
             
         |