NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Dec-2009 | 
                    04-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.790 | 
                        4.682 | 
                        -0.108 | 
                        -2.3% | 
                        5.305 | 
                     
                    
                        | High | 
                        4.829 | 
                        4.872 | 
                        0.043 | 
                        0.9% | 
                        5.347 | 
                     
                    
                        | Low | 
                        4.656 | 
                        4.682 | 
                        0.026 | 
                        0.6% | 
                        4.656 | 
                     
                    
                        | Close | 
                        4.693 | 
                        4.817 | 
                        0.124 | 
                        2.6% | 
                        4.817 | 
                     
                    
                        | Range | 
                        0.173 | 
                        0.190 | 
                        0.017 | 
                        9.8% | 
                        0.691 | 
                     
                    
                        | ATR | 
                        0.206 | 
                        0.205 | 
                        -0.001 | 
                        -0.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        6,152 | 
                        5,509 | 
                        -643 | 
                        -10.5% | 
                        24,715 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.360 | 
                5.279 | 
                4.922 | 
                 | 
             
            
                | R3 | 
                5.170 | 
                5.089 | 
                4.869 | 
                 | 
             
            
                | R2 | 
                4.980 | 
                4.980 | 
                4.852 | 
                 | 
             
            
                | R1 | 
                4.899 | 
                4.899 | 
                4.834 | 
                4.940 | 
             
            
                | PP | 
                4.790 | 
                4.790 | 
                4.790 | 
                4.811 | 
             
            
                | S1 | 
                4.709 | 
                4.709 | 
                4.800 | 
                4.750 | 
             
            
                | S2 | 
                4.600 | 
                4.600 | 
                4.782 | 
                 | 
             
            
                | S3 | 
                4.410 | 
                4.519 | 
                4.765 | 
                 | 
             
            
                | S4 | 
                4.220 | 
                4.329 | 
                4.713 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.013 | 
                6.606 | 
                5.197 | 
                 | 
             
            
                | R3 | 
                6.322 | 
                5.915 | 
                5.007 | 
                 | 
             
            
                | R2 | 
                5.631 | 
                5.631 | 
                4.944 | 
                 | 
             
            
                | R1 | 
                5.224 | 
                5.224 | 
                4.880 | 
                5.082 | 
             
            
                | PP | 
                4.940 | 
                4.940 | 
                4.940 | 
                4.869 | 
             
            
                | S1 | 
                4.533 | 
                4.533 | 
                4.754 | 
                4.391 | 
             
            
                | S2 | 
                4.249 | 
                4.249 | 
                4.690 | 
                 | 
             
            
                | S3 | 
                3.558 | 
                3.842 | 
                4.627 | 
                 | 
             
            
                | S4 | 
                2.867 | 
                3.151 | 
                4.437 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.347 | 
                4.656 | 
                0.691 | 
                14.3% | 
                0.214 | 
                4.4% | 
                23% | 
                False | 
                False | 
                4,943 | 
                 
                
                | 10 | 
                5.406 | 
                4.656 | 
                0.750 | 
                15.6% | 
                0.232 | 
                4.8% | 
                21% | 
                False | 
                False | 
                4,150 | 
                 
                
                | 20 | 
                5.406 | 
                4.656 | 
                0.750 | 
                15.6% | 
                0.189 | 
                3.9% | 
                21% | 
                False | 
                False | 
                3,908 | 
                 
                
                | 40 | 
                6.200 | 
                4.656 | 
                1.544 | 
                32.1% | 
                0.178 | 
                3.7% | 
                10% | 
                False | 
                False | 
                3,459 | 
                 
                
                | 60 | 
                6.200 | 
                4.656 | 
                1.544 | 
                32.1% | 
                0.176 | 
                3.7% | 
                10% | 
                False | 
                False | 
                2,979 | 
                 
                
                | 80 | 
                6.200 | 
                4.656 | 
                1.544 | 
                32.1% | 
                0.157 | 
                3.3% | 
                10% | 
                False | 
                False | 
                2,433 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                32.1% | 
                0.150 | 
                3.1% | 
                10% | 
                False | 
                False | 
                2,048 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.680 | 
         
        
            | 
2.618             | 
            5.369 | 
         
        
            | 
1.618             | 
            5.179 | 
         
        
            | 
1.000             | 
            5.062 | 
         
        
            | 
0.618             | 
            4.989 | 
         
        
            | 
HIGH             | 
            4.872 | 
         
        
            | 
0.618             | 
            4.799 | 
         
        
            | 
0.500             | 
            4.777 | 
         
        
            | 
0.382             | 
            4.755 | 
         
        
            | 
LOW             | 
            4.682 | 
         
        
            | 
0.618             | 
            4.565 | 
         
        
            | 
1.000             | 
            4.492 | 
         
        
            | 
1.618             | 
            4.375 | 
         
        
            | 
2.618             | 
            4.185 | 
         
        
            | 
4.250             | 
            3.875 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.804 | 
                                4.842 | 
                             
                            
                                | PP | 
                                4.790 | 
                                4.834 | 
                             
                            
                                | S1 | 
                                4.777 | 
                                4.825 | 
                             
             
         |