NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Dec-2009 | 
                    17-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.897 | 
                        5.871 | 
                        -0.026 | 
                        -0.4% | 
                        5.303 | 
                     
                    
                        | High | 
                        5.911 | 
                        6.110 | 
                        0.199 | 
                        3.4% | 
                        5.765 | 
                     
                    
                        | Low | 
                        5.768 | 
                        5.844 | 
                        0.076 | 
                        1.3% | 
                        5.302 | 
                     
                    
                        | Close | 
                        5.800 | 
                        6.014 | 
                        0.214 | 
                        3.7% | 
                        5.607 | 
                     
                    
                        | Range | 
                        0.143 | 
                        0.266 | 
                        0.123 | 
                        86.0% | 
                        0.463 | 
                     
                    
                        | ATR | 
                        0.189 | 
                        0.198 | 
                        0.009 | 
                        4.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,854 | 
                        2,373 | 
                        519 | 
                        28.0% | 
                        10,174 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.787 | 
                6.667 | 
                6.160 | 
                 | 
             
            
                | R3 | 
                6.521 | 
                6.401 | 
                6.087 | 
                 | 
             
            
                | R2 | 
                6.255 | 
                6.255 | 
                6.063 | 
                 | 
             
            
                | R1 | 
                6.135 | 
                6.135 | 
                6.038 | 
                6.195 | 
             
            
                | PP | 
                5.989 | 
                5.989 | 
                5.989 | 
                6.020 | 
             
            
                | S1 | 
                5.869 | 
                5.869 | 
                5.990 | 
                5.929 | 
             
            
                | S2 | 
                5.723 | 
                5.723 | 
                5.965 | 
                 | 
             
            
                | S3 | 
                5.457 | 
                5.603 | 
                5.941 | 
                 | 
             
            
                | S4 | 
                5.191 | 
                5.337 | 
                5.868 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.947 | 
                6.740 | 
                5.862 | 
                 | 
             
            
                | R3 | 
                6.484 | 
                6.277 | 
                5.734 | 
                 | 
             
            
                | R2 | 
                6.021 | 
                6.021 | 
                5.692 | 
                 | 
             
            
                | R1 | 
                5.814 | 
                5.814 | 
                5.649 | 
                5.918 | 
             
            
                | PP | 
                5.558 | 
                5.558 | 
                5.558 | 
                5.610 | 
             
            
                | S1 | 
                5.351 | 
                5.351 | 
                5.565 | 
                5.455 | 
             
            
                | S2 | 
                5.095 | 
                5.095 | 
                5.522 | 
                 | 
             
            
                | S3 | 
                4.632 | 
                4.888 | 
                5.480 | 
                 | 
             
            
                | S4 | 
                4.169 | 
                4.425 | 
                5.352 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            7.241 | 
         
        
            | 
2.618             | 
            6.806 | 
         
        
            | 
1.618             | 
            6.540 | 
         
        
            | 
1.000             | 
            6.376 | 
         
        
            | 
0.618             | 
            6.274 | 
         
        
            | 
HIGH             | 
            6.110 | 
         
        
            | 
0.618             | 
            6.008 | 
         
        
            | 
0.500             | 
            5.977 | 
         
        
            | 
0.382             | 
            5.946 | 
         
        
            | 
LOW             | 
            5.844 | 
         
        
            | 
0.618             | 
            5.680 | 
         
        
            | 
1.000             | 
            5.578 | 
         
        
            | 
1.618             | 
            5.414 | 
         
        
            | 
2.618             | 
            5.148 | 
         
        
            | 
4.250             | 
            4.714 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                6.002 | 
                                5.989 | 
                             
                            
                                | PP | 
                                5.989 | 
                                5.964 | 
                             
                            
                                | S1 | 
                                5.977 | 
                                5.939 | 
                             
             
         |