The former Newcastle and Everton winger joined Luton in August.
He said, The end of a very special season but one that ultimately we didn't achieve our objective. Thanks to each and everyone of you for your support all season.
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"I've been playing for 15 years at 14 different clubs and never once have I experienced this bond and connection between the club and supporters being clapped off the pitch after every game win, lose or draw and even after our most humiliating defeats meant a hell of a lot and we were all desperate to do for you guys but unfortunately just came up short!
"We'll be back."