NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Dec-2009 | 
                    04-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.146 | 
                        5.120 | 
                        -0.026 | 
                        -0.5% | 
                        5.510 | 
                     
                    
                        | High | 
                        5.146 | 
                        5.158 | 
                        0.012 | 
                        0.2% | 
                        5.510 | 
                     
                    
                        | Low | 
                        4.970 | 
                        5.062 | 
                        0.092 | 
                        1.9% | 
                        4.970 | 
                     
                    
                        | Close | 
                        5.016 | 
                        5.128 | 
                        0.112 | 
                        2.2% | 
                        5.128 | 
                     
                    
                        | Range | 
                        0.176 | 
                        0.096 | 
                        -0.080 | 
                        -45.5% | 
                        0.540 | 
                     
                    
                        | ATR | 
                        0.182 | 
                        0.179 | 
                        -0.003 | 
                        -1.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        5,143 | 
                        6,947 | 
                        1,804 | 
                        35.1% | 
                        15,331 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.404 | 
                5.362 | 
                5.181 | 
                 | 
             
            
                | R3 | 
                5.308 | 
                5.266 | 
                5.154 | 
                 | 
             
            
                | R2 | 
                5.212 | 
                5.212 | 
                5.146 | 
                 | 
             
            
                | R1 | 
                5.170 | 
                5.170 | 
                5.137 | 
                5.191 | 
             
            
                | PP | 
                5.116 | 
                5.116 | 
                5.116 | 
                5.127 | 
             
            
                | S1 | 
                5.074 | 
                5.074 | 
                5.119 | 
                5.095 | 
             
            
                | S2 | 
                5.020 | 
                5.020 | 
                5.110 | 
                 | 
             
            
                | S3 | 
                4.924 | 
                4.978 | 
                5.102 | 
                 | 
             
            
                | S4 | 
                4.828 | 
                4.882 | 
                5.075 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.823 | 
                6.515 | 
                5.425 | 
                 | 
             
            
                | R3 | 
                6.283 | 
                5.975 | 
                5.277 | 
                 | 
             
            
                | R2 | 
                5.743 | 
                5.743 | 
                5.227 | 
                 | 
             
            
                | R1 | 
                5.435 | 
                5.435 | 
                5.178 | 
                5.319 | 
             
            
                | PP | 
                5.203 | 
                5.203 | 
                5.203 | 
                5.145 | 
             
            
                | S1 | 
                4.895 | 
                4.895 | 
                5.079 | 
                4.779 | 
             
            
                | S2 | 
                4.663 | 
                4.663 | 
                5.029 | 
                 | 
             
            
                | S3 | 
                4.123 | 
                4.355 | 
                4.980 | 
                 | 
             
            
                | S4 | 
                3.583 | 
                3.815 | 
                4.831 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.566 | 
         
        
            | 
2.618             | 
            5.409 | 
         
        
            | 
1.618             | 
            5.313 | 
         
        
            | 
1.000             | 
            5.254 | 
         
        
            | 
0.618             | 
            5.217 | 
         
        
            | 
HIGH             | 
            5.158 | 
         
        
            | 
0.618             | 
            5.121 | 
         
        
            | 
0.500             | 
            5.110 | 
         
        
            | 
0.382             | 
            5.099 | 
         
        
            | 
LOW             | 
            5.062 | 
         
        
            | 
0.618             | 
            5.003 | 
         
        
            | 
1.000             | 
            4.966 | 
         
        
            | 
1.618             | 
            4.907 | 
         
        
            | 
2.618             | 
            4.811 | 
         
        
            | 
4.250             | 
            4.654 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.122 | 
                                5.129 | 
                             
                            
                                | PP | 
                                5.116 | 
                                5.129 | 
                             
                            
                                | S1 | 
                                5.110 | 
                                5.128 | 
                             
             
         |