NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Dec-2009 | 
                    23-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.746 | 
                        5.649 | 
                        -0.097 | 
                        -1.7% | 
                        5.494 | 
                     
                    
                        | High | 
                        5.751 | 
                        5.850 | 
                        0.099 | 
                        1.7% | 
                        5.901 | 
                     
                    
                        | Low | 
                        5.550 | 
                        5.642 | 
                        0.092 | 
                        1.7% | 
                        5.357 | 
                     
                    
                        | Close | 
                        5.725 | 
                        5.830 | 
                        0.105 | 
                        1.8% | 
                        5.798 | 
                     
                    
                        | Range | 
                        0.201 | 
                        0.208 | 
                        0.007 | 
                        3.5% | 
                        0.544 | 
                     
                    
                        | ATR | 
                        0.219 | 
                        0.218 | 
                        -0.001 | 
                        -0.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        5,776 | 
                        7,029 | 
                        1,253 | 
                        21.7% | 
                        35,931 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.398 | 
                6.322 | 
                5.944 | 
                 | 
             
            
                | R3 | 
                6.190 | 
                6.114 | 
                5.887 | 
                 | 
             
            
                | R2 | 
                5.982 | 
                5.982 | 
                5.868 | 
                 | 
             
            
                | R1 | 
                5.906 | 
                5.906 | 
                5.849 | 
                5.944 | 
             
            
                | PP | 
                5.774 | 
                5.774 | 
                5.774 | 
                5.793 | 
             
            
                | S1 | 
                5.698 | 
                5.698 | 
                5.811 | 
                5.736 | 
             
            
                | S2 | 
                5.566 | 
                5.566 | 
                5.792 | 
                 | 
             
            
                | S3 | 
                5.358 | 
                5.490 | 
                5.773 | 
                 | 
             
            
                | S4 | 
                5.150 | 
                5.282 | 
                5.716 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.317 | 
                7.102 | 
                6.097 | 
                 | 
             
            
                | R3 | 
                6.773 | 
                6.558 | 
                5.948 | 
                 | 
             
            
                | R2 | 
                6.229 | 
                6.229 | 
                5.898 | 
                 | 
             
            
                | R1 | 
                6.014 | 
                6.014 | 
                5.848 | 
                6.122 | 
             
            
                | PP | 
                5.685 | 
                5.685 | 
                5.685 | 
                5.739 | 
             
            
                | S1 | 
                5.470 | 
                5.470 | 
                5.748 | 
                5.578 | 
             
            
                | S2 | 
                5.141 | 
                5.141 | 
                5.698 | 
                 | 
             
            
                | S3 | 
                4.597 | 
                4.926 | 
                5.648 | 
                 | 
             
            
                | S4 | 
                4.053 | 
                4.382 | 
                5.499 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.926 | 
                5.550 | 
                0.376 | 
                6.4% | 
                0.228 | 
                3.9% | 
                74% | 
                False | 
                False | 
                8,044 | 
                 
                
                | 10 | 
                5.926 | 
                5.067 | 
                0.859 | 
                14.7% | 
                0.217 | 
                3.7% | 
                89% | 
                False | 
                False | 
                7,275 | 
                 
                
                | 20 | 
                5.926 | 
                4.656 | 
                1.270 | 
                21.8% | 
                0.237 | 
                4.1% | 
                92% | 
                False | 
                False | 
                6,338 | 
                 
                
                | 40 | 
                5.926 | 
                4.656 | 
                1.270 | 
                21.8% | 
                0.199 | 
                3.4% | 
                92% | 
                False | 
                False | 
                5,035 | 
                 
                
                | 60 | 
                6.200 | 
                4.656 | 
                1.544 | 
                26.5% | 
                0.187 | 
                3.2% | 
                76% | 
                False | 
                False | 
                4,162 | 
                 
                
                | 80 | 
                6.200 | 
                4.656 | 
                1.544 | 
                26.5% | 
                0.182 | 
                3.1% | 
                76% | 
                False | 
                False | 
                3,486 | 
                 
                
                | 100 | 
                6.200 | 
                4.656 | 
                1.544 | 
                26.5% | 
                0.163 | 
                2.8% | 
                76% | 
                False | 
                False | 
                2,918 | 
                 
                
                | 120 | 
                6.200 | 
                4.656 | 
                1.544 | 
                26.5% | 
                0.154 | 
                2.6% | 
                76% | 
                False | 
                False | 
                2,543 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.734 | 
         
        
            | 
2.618             | 
            6.395 | 
         
        
            | 
1.618             | 
            6.187 | 
         
        
            | 
1.000             | 
            6.058 | 
         
        
            | 
0.618             | 
            5.979 | 
         
        
            | 
HIGH             | 
            5.850 | 
         
        
            | 
0.618             | 
            5.771 | 
         
        
            | 
0.500             | 
            5.746 | 
         
        
            | 
0.382             | 
            5.721 | 
         
        
            | 
LOW             | 
            5.642 | 
         
        
            | 
0.618             | 
            5.513 | 
         
        
            | 
1.000             | 
            5.434 | 
         
        
            | 
1.618             | 
            5.305 | 
         
        
            | 
2.618             | 
            5.097 | 
         
        
            | 
4.250             | 
            4.758 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.802 | 
                                5.799 | 
                             
                            
                                | PP | 
                                5.774 | 
                                5.769 | 
                             
                            
                                | S1 | 
                                5.746 | 
                                5.738 | 
                             
             
         |