NYMEX Natural Gas Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Dec-2009 | 
                    18-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.871 | 
                        6.095 | 
                        0.224 | 
                        3.8% | 
                        5.757 | 
                     
                    
                        | High | 
                        6.110 | 
                        6.095 | 
                        -0.015 | 
                        -0.2% | 
                        6.110 | 
                     
                    
                        | Low | 
                        5.844 | 
                        5.976 | 
                        0.132 | 
                        2.3% | 
                        5.636 | 
                     
                    
                        | Close | 
                        6.014 | 
                        6.028 | 
                        0.014 | 
                        0.2% | 
                        6.028 | 
                     
                    
                        | Range | 
                        0.266 | 
                        0.119 | 
                        -0.147 | 
                        -55.3% | 
                        0.474 | 
                     
                    
                        | ATR | 
                        0.198 | 
                        0.192 | 
                        -0.006 | 
                        -2.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,373 | 
                        3,870 | 
                        1,497 | 
                        63.1% | 
                        10,808 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.390 | 
                6.328 | 
                6.093 | 
                 | 
             
            
                | R3 | 
                6.271 | 
                6.209 | 
                6.061 | 
                 | 
             
            
                | R2 | 
                6.152 | 
                6.152 | 
                6.050 | 
                 | 
             
            
                | R1 | 
                6.090 | 
                6.090 | 
                6.039 | 
                6.062 | 
             
            
                | PP | 
                6.033 | 
                6.033 | 
                6.033 | 
                6.019 | 
             
            
                | S1 | 
                5.971 | 
                5.971 | 
                6.017 | 
                5.943 | 
             
            
                | S2 | 
                5.914 | 
                5.914 | 
                6.006 | 
                 | 
             
            
                | S3 | 
                5.795 | 
                5.852 | 
                5.995 | 
                 | 
             
            
                | S4 | 
                5.676 | 
                5.733 | 
                5.963 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.347 | 
                7.161 | 
                6.289 | 
                 | 
             
            
                | R3 | 
                6.873 | 
                6.687 | 
                6.158 | 
                 | 
             
            
                | R2 | 
                6.399 | 
                6.399 | 
                6.115 | 
                 | 
             
            
                | R1 | 
                6.213 | 
                6.213 | 
                6.071 | 
                6.306 | 
             
            
                | PP | 
                5.925 | 
                5.925 | 
                5.925 | 
                5.971 | 
             
            
                | S1 | 
                5.739 | 
                5.739 | 
                5.985 | 
                5.832 | 
             
            
                | S2 | 
                5.451 | 
                5.451 | 
                5.941 | 
                 | 
             
            
                | S3 | 
                4.977 | 
                5.265 | 
                5.898 | 
                 | 
             
            
                | S4 | 
                4.503 | 
                4.791 | 
                5.767 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.601 | 
         
        
            | 
2.618             | 
            6.407 | 
         
        
            | 
1.618             | 
            6.288 | 
         
        
            | 
1.000             | 
            6.214 | 
         
        
            | 
0.618             | 
            6.169 | 
         
        
            | 
HIGH             | 
            6.095 | 
         
        
            | 
0.618             | 
            6.050 | 
         
        
            | 
0.500             | 
            6.036 | 
         
        
            | 
0.382             | 
            6.021 | 
         
        
            | 
LOW             | 
            5.976 | 
         
        
            | 
0.618             | 
            5.902 | 
         
        
            | 
1.000             | 
            5.857 | 
         
        
            | 
1.618             | 
            5.783 | 
         
        
            | 
2.618             | 
            5.664 | 
         
        
            | 
4.250             | 
            5.470 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                6.036 | 
                                5.998 | 
                             
                            
                                | PP | 
                                6.033 | 
                                5.969 | 
                             
                            
                                | S1 | 
                                6.031 | 
                                5.939 | 
                             
             
         |