NYMEX Natural Gas Future September 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 | 5.510 | 5.327 | -0.183 | -3.3% | 5.393 |  
                        | High | 5.510 | 5.421 | -0.089 | -1.6% | 5.712 |  
                        | Low | 5.405 | 5.280 | -0.125 | -2.3% | 5.274 |  
                        | Close | 5.417 | 5.327 | -0.090 | -1.7% | 5.655 |  
                        | Range | 0.105 | 0.141 | 0.036 | 34.3% | 0.438 |  
                        | ATR | 0.183 | 0.180 | -0.003 | -1.6% | 0.000 |  
                        | Volume | 437 | 1,207 | 770 | 176.2% | 3,778 |  | 
    
| 
        
            | Daily Pivots for day following 01-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.766 | 5.687 | 5.405 |  |  
                | R3 | 5.625 | 5.546 | 5.366 |  |  
                | R2 | 5.484 | 5.484 | 5.353 |  |  
                | R1 | 5.405 | 5.405 | 5.340 | 5.398 |  
                | PP | 5.343 | 5.343 | 5.343 | 5.339 |  
                | S1 | 5.264 | 5.264 | 5.314 | 5.257 |  
                | S2 | 5.202 | 5.202 | 5.301 |  |  
                | S3 | 5.061 | 5.123 | 5.288 |  |  
                | S4 | 4.920 | 4.982 | 5.249 |  |  | 
        
            | Weekly Pivots for week ending 27-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6.861 | 6.696 | 5.896 |  |  
                | R3 | 6.423 | 6.258 | 5.775 |  |  
                | R2 | 5.985 | 5.985 | 5.735 |  |  
                | R1 | 5.820 | 5.820 | 5.695 | 5.903 |  
                | PP | 5.547 | 5.547 | 5.547 | 5.588 |  
                | S1 | 5.382 | 5.382 | 5.615 | 5.465 |  
                | S2 | 5.109 | 5.109 | 5.575 |  |  
                | S3 | 4.671 | 4.944 | 5.535 |  |  
                | S4 | 4.233 | 4.506 | 5.414 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6.020 |  
            | 2.618 | 5.790 |  
            | 1.618 | 5.649 |  
            | 1.000 | 5.562 |  
            | 0.618 | 5.508 |  
            | HIGH | 5.421 |  
            | 0.618 | 5.367 |  
            | 0.500 | 5.351 |  
            | 0.382 | 5.334 |  
            | LOW | 5.280 |  
            | 0.618 | 5.193 |  
            | 1.000 | 5.139 |  
            | 1.618 | 5.052 |  
            | 2.618 | 4.911 |  
            | 4.250 | 4.681 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5.351 | 5.496 |  
                                | PP | 5.343 | 5.440 |  
                                | S1 | 5.335 | 5.383 |  |