NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Dec-2009 | 
                    02-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.327 | 
                        5.288 | 
                        -0.039 | 
                        -0.7% | 
                        5.393 | 
                     
                    
                        | High | 
                        5.421 | 
                        5.288 | 
                        -0.133 | 
                        -2.5% | 
                        5.712 | 
                     
                    
                        | Low | 
                        5.280 | 
                        5.115 | 
                        -0.165 | 
                        -3.1% | 
                        5.274 | 
                     
                    
                        | Close | 
                        5.327 | 
                        5.124 | 
                        -0.203 | 
                        -3.8% | 
                        5.655 | 
                     
                    
                        | Range | 
                        0.141 | 
                        0.173 | 
                        0.032 | 
                        22.7% | 
                        0.438 | 
                     
                    
                        | ATR | 
                        0.180 | 
                        0.182 | 
                        0.002 | 
                        1.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,207 | 
                        1,597 | 
                        390 | 
                        32.3% | 
                        3,778 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.695 | 
                5.582 | 
                5.219 | 
                 | 
             
            
                | R3 | 
                5.522 | 
                5.409 | 
                5.172 | 
                 | 
             
            
                | R2 | 
                5.349 | 
                5.349 | 
                5.156 | 
                 | 
             
            
                | R1 | 
                5.236 | 
                5.236 | 
                5.140 | 
                5.206 | 
             
            
                | PP | 
                5.176 | 
                5.176 | 
                5.176 | 
                5.161 | 
             
            
                | S1 | 
                5.063 | 
                5.063 | 
                5.108 | 
                5.033 | 
             
            
                | S2 | 
                5.003 | 
                5.003 | 
                5.092 | 
                 | 
             
            
                | S3 | 
                4.830 | 
                4.890 | 
                5.076 | 
                 | 
             
            
                | S4 | 
                4.657 | 
                4.717 | 
                5.029 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            6.023 | 
         
        
            | 
2.618             | 
            5.741 | 
         
        
            | 
1.618             | 
            5.568 | 
         
        
            | 
1.000             | 
            5.461 | 
         
        
            | 
0.618             | 
            5.395 | 
         
        
            | 
HIGH             | 
            5.288 | 
         
        
            | 
0.618             | 
            5.222 | 
         
        
            | 
0.500             | 
            5.202 | 
         
        
            | 
0.382             | 
            5.181 | 
         
        
            | 
LOW             | 
            5.115 | 
         
        
            | 
0.618             | 
            5.008 | 
         
        
            | 
1.000             | 
            4.942 | 
         
        
            | 
1.618             | 
            4.835 | 
         
        
            | 
2.618             | 
            4.662 | 
         
        
            | 
4.250             | 
            4.380 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.202 | 
                                5.313 | 
                             
                            
                                | PP | 
                                5.176 | 
                                5.250 | 
                             
                            
                                | S1 | 
                                5.150 | 
                                5.187 | 
                             
             
         |