NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Dec-2009 | 
                    03-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.288 | 
                        5.146 | 
                        -0.142 | 
                        -2.7% | 
                        5.393 | 
                     
                    
                        | High | 
                        5.288 | 
                        5.146 | 
                        -0.142 | 
                        -2.7% | 
                        5.712 | 
                     
                    
                        | Low | 
                        5.115 | 
                        4.970 | 
                        -0.145 | 
                        -2.8% | 
                        5.274 | 
                     
                    
                        | Close | 
                        5.124 | 
                        5.016 | 
                        -0.108 | 
                        -2.1% | 
                        5.655 | 
                     
                    
                        | Range | 
                        0.173 | 
                        0.176 | 
                        0.003 | 
                        1.7% | 
                        0.438 | 
                     
                    
                        | ATR | 
                        0.182 | 
                        0.182 | 
                        0.000 | 
                        -0.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,597 | 
                        5,143 | 
                        3,546 | 
                        222.0% | 
                        3,778 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.572 | 
                5.470 | 
                5.113 | 
                 | 
             
            
                | R3 | 
                5.396 | 
                5.294 | 
                5.064 | 
                 | 
             
            
                | R2 | 
                5.220 | 
                5.220 | 
                5.048 | 
                 | 
             
            
                | R1 | 
                5.118 | 
                5.118 | 
                5.032 | 
                5.081 | 
             
            
                | PP | 
                5.044 | 
                5.044 | 
                5.044 | 
                5.026 | 
             
            
                | S1 | 
                4.942 | 
                4.942 | 
                5.000 | 
                4.905 | 
             
            
                | S2 | 
                4.868 | 
                4.868 | 
                4.984 | 
                 | 
             
            
                | S3 | 
                4.692 | 
                4.766 | 
                4.968 | 
                 | 
             
            
                | S4 | 
                4.516 | 
                4.590 | 
                4.919 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            5.894 | 
         
        
            | 
2.618             | 
            5.607 | 
         
        
            | 
1.618             | 
            5.431 | 
         
        
            | 
1.000             | 
            5.322 | 
         
        
            | 
0.618             | 
            5.255 | 
         
        
            | 
HIGH             | 
            5.146 | 
         
        
            | 
0.618             | 
            5.079 | 
         
        
            | 
0.500             | 
            5.058 | 
         
        
            | 
0.382             | 
            5.037 | 
         
        
            | 
LOW             | 
            4.970 | 
         
        
            | 
0.618             | 
            4.861 | 
         
        
            | 
1.000             | 
            4.794 | 
         
        
            | 
1.618             | 
            4.685 | 
         
        
            | 
2.618             | 
            4.509 | 
         
        
            | 
4.250             | 
            4.222 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.058 | 
                                5.196 | 
                             
                            
                                | PP | 
                                5.044 | 
                                5.136 | 
                             
                            
                                | S1 | 
                                5.030 | 
                                5.076 | 
                             
             
         |