NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Nov-2009 | 
                    01-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.305 | 
                        5.036 | 
                        -0.269 | 
                        -5.1% | 
                        5.064 | 
                     
                    
                        | High | 
                        5.347 | 
                        5.103 | 
                        -0.244 | 
                        -4.6% | 
                        5.406 | 
                     
                    
                        | Low | 
                        5.078 | 
                        4.928 | 
                        -0.150 | 
                        -3.0% | 
                        4.924 | 
                     
                    
                        | Close | 
                        5.094 | 
                        4.998 | 
                        -0.096 | 
                        -1.9% | 
                        5.356 | 
                     
                    
                        | Range | 
                        0.269 | 
                        0.175 | 
                        -0.094 | 
                        -34.9% | 
                        0.482 | 
                     
                    
                        | ATR | 
                        0.207 | 
                        0.205 | 
                        -0.002 | 
                        -1.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3,088 | 
                        4,404 | 
                        1,316 | 
                        42.6% | 
                        14,163 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.535 | 
                5.441 | 
                5.094 | 
                 | 
             
            
                | R3 | 
                5.360 | 
                5.266 | 
                5.046 | 
                 | 
             
            
                | R2 | 
                5.185 | 
                5.185 | 
                5.030 | 
                 | 
             
            
                | R1 | 
                5.091 | 
                5.091 | 
                5.014 | 
                5.051 | 
             
            
                | PP | 
                5.010 | 
                5.010 | 
                5.010 | 
                4.989 | 
             
            
                | S1 | 
                4.916 | 
                4.916 | 
                4.982 | 
                4.876 | 
             
            
                | S2 | 
                4.835 | 
                4.835 | 
                4.966 | 
                 | 
             
            
                | S3 | 
                4.660 | 
                4.741 | 
                4.950 | 
                 | 
             
            
                | S4 | 
                4.485 | 
                4.566 | 
                4.902 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Nov-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.675 | 
                6.497 | 
                5.621 | 
                 | 
             
            
                | R3 | 
                6.193 | 
                6.015 | 
                5.489 | 
                 | 
             
            
                | R2 | 
                5.711 | 
                5.711 | 
                5.444 | 
                 | 
             
            
                | R1 | 
                5.533 | 
                5.533 | 
                5.400 | 
                5.622 | 
             
            
                | PP | 
                5.229 | 
                5.229 | 
                5.229 | 
                5.273 | 
             
            
                | S1 | 
                5.051 | 
                5.051 | 
                5.312 | 
                5.140 | 
             
            
                | S2 | 
                4.747 | 
                4.747 | 
                5.268 | 
                 | 
             
            
                | S3 | 
                4.265 | 
                4.569 | 
                5.223 | 
                 | 
             
            
                | S4 | 
                3.783 | 
                4.087 | 
                5.091 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.406 | 
                4.924 | 
                0.482 | 
                9.6% | 
                0.270 | 
                5.4% | 
                15% | 
                False | 
                False | 
                3,819 | 
                 
                
                | 10 | 
                5.406 | 
                4.805 | 
                0.601 | 
                12.0% | 
                0.221 | 
                4.4% | 
                32% | 
                False | 
                False | 
                3,452 | 
                 
                
                | 20 | 
                5.406 | 
                4.805 | 
                0.601 | 
                12.0% | 
                0.181 | 
                3.6% | 
                32% | 
                False | 
                False | 
                3,780 | 
                 
                
                | 40 | 
                6.200 | 
                4.805 | 
                1.395 | 
                27.9% | 
                0.174 | 
                3.5% | 
                14% | 
                False | 
                False | 
                3,235 | 
                 
                
                | 60 | 
                6.200 | 
                4.805 | 
                1.395 | 
                27.9% | 
                0.175 | 
                3.5% | 
                14% | 
                False | 
                False | 
                2,735 | 
                 
                
                | 80 | 
                6.200 | 
                4.805 | 
                1.395 | 
                27.9% | 
                0.152 | 
                3.0% | 
                14% | 
                False | 
                False | 
                2,234 | 
                 
                
                | 100 | 
                6.200 | 
                4.805 | 
                1.395 | 
                27.9% | 
                0.147 | 
                2.9% | 
                14% | 
                False | 
                False | 
                1,903 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.847 | 
         
        
            | 
2.618             | 
            5.561 | 
         
        
            | 
1.618             | 
            5.386 | 
         
        
            | 
1.000             | 
            5.278 | 
         
        
            | 
0.618             | 
            5.211 | 
         
        
            | 
HIGH             | 
            5.103 | 
         
        
            | 
0.618             | 
            5.036 | 
         
        
            | 
0.500             | 
            5.016 | 
         
        
            | 
0.382             | 
            4.995 | 
         
        
            | 
LOW             | 
            4.928 | 
         
        
            | 
0.618             | 
            4.820 | 
         
        
            | 
1.000             | 
            4.753 | 
         
        
            | 
1.618             | 
            4.645 | 
         
        
            | 
2.618             | 
            4.470 | 
         
        
            | 
4.250             | 
            4.184 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.016 | 
                                5.167 | 
                             
                            
                                | PP | 
                                5.010 | 
                                5.111 | 
                             
                            
                                | S1 | 
                                5.004 | 
                                5.054 | 
                             
             
         |