NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Dec-2009 | 
                    09-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.246 | 
                        5.244 | 
                        -0.002 | 
                        0.0% | 
                        5.305 | 
                     
                    
                        | High | 
                        5.315 | 
                        5.353 | 
                        0.038 | 
                        0.7% | 
                        5.347 | 
                     
                    
                        | Low | 
                        5.178 | 
                        5.072 | 
                        -0.106 | 
                        -2.0% | 
                        4.656 | 
                     
                    
                        | Close | 
                        5.272 | 
                        5.093 | 
                        -0.179 | 
                        -3.4% | 
                        4.817 | 
                     
                    
                        | Range | 
                        0.137 | 
                        0.281 | 
                        0.144 | 
                        105.1% | 
                        0.691 | 
                     
                    
                        | ATR | 
                        0.212 | 
                        0.217 | 
                        0.005 | 
                        2.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        7,544 | 
                        7,598 | 
                        54 | 
                        0.7% | 
                        24,715 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.016 | 
                5.835 | 
                5.248 | 
                 | 
             
            
                | R3 | 
                5.735 | 
                5.554 | 
                5.170 | 
                 | 
             
            
                | R2 | 
                5.454 | 
                5.454 | 
                5.145 | 
                 | 
             
            
                | R1 | 
                5.273 | 
                5.273 | 
                5.119 | 
                5.223 | 
             
            
                | PP | 
                5.173 | 
                5.173 | 
                5.173 | 
                5.148 | 
             
            
                | S1 | 
                4.992 | 
                4.992 | 
                5.067 | 
                4.942 | 
             
            
                | S2 | 
                4.892 | 
                4.892 | 
                5.041 | 
                 | 
             
            
                | S3 | 
                4.611 | 
                4.711 | 
                5.016 | 
                 | 
             
            
                | S4 | 
                4.330 | 
                4.430 | 
                4.938 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                5.353 | 
                4.656 | 
                0.697 | 
                13.7% | 
                0.224 | 
                4.4% | 
                63% | 
                True | 
                False | 
                6,361 | 
                 
                
                | 10 | 
                5.406 | 
                4.656 | 
                0.750 | 
                14.7% | 
                0.257 | 
                5.0% | 
                58% | 
                False | 
                False | 
                5,402 | 
                 
                
                | 20 | 
                5.406 | 
                4.656 | 
                0.750 | 
                14.7% | 
                0.207 | 
                4.1% | 
                58% | 
                False | 
                False | 
                4,313 | 
                 
                
                | 40 | 
                6.200 | 
                4.656 | 
                1.544 | 
                30.3% | 
                0.187 | 
                3.7% | 
                28% | 
                False | 
                False | 
                3,860 | 
                 
                
                | 60 | 
                6.200 | 
                4.656 | 
                1.544 | 
                30.3% | 
                0.177 | 
                3.5% | 
                28% | 
                False | 
                False | 
                3,257 | 
                 
                
                | 80 | 
                6.200 | 
                4.656 | 
                1.544 | 
                30.3% | 
                0.164 | 
                3.2% | 
                28% | 
                False | 
                False | 
                2,662 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                30.3% | 
                0.153 | 
                3.0% | 
                28% | 
                False | 
                False | 
                2,233 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.547 | 
         
        
            | 
2.618             | 
            6.089 | 
         
        
            | 
1.618             | 
            5.808 | 
         
        
            | 
1.000             | 
            5.634 | 
         
        
            | 
0.618             | 
            5.527 | 
         
        
            | 
HIGH             | 
            5.353 | 
         
        
            | 
0.618             | 
            5.246 | 
         
        
            | 
0.500             | 
            5.213 | 
         
        
            | 
0.382             | 
            5.179 | 
         
        
            | 
LOW             | 
            5.072 | 
         
        
            | 
0.618             | 
            4.898 | 
         
        
            | 
1.000             | 
            4.791 | 
         
        
            | 
1.618             | 
            4.617 | 
         
        
            | 
2.618             | 
            4.336 | 
         
        
            | 
4.250             | 
            3.878 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.213 | 
                                5.103 | 
                             
                            
                                | PP | 
                                5.173 | 
                                5.100 | 
                             
                            
                                | S1 | 
                                5.133 | 
                                5.096 | 
                             
             
         |