NYMEX Natural Gas Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Oct-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Oct-2008 | 15-Oct-2008 | Change | Change % | Previous Week |  
                        | Open | 7.453 | 7.252 | -0.201 | -2.7% | 7.800 |  
                        | High | 7.453 | 7.252 | -0.201 | -2.7% | 7.800 |  
                        | Low | 7.286 | 7.075 | -0.211 | -2.9% | 7.222 |  
                        | Close | 7.294 | 7.111 | -0.183 | -2.5% | 7.239 |  
                        | Range | 0.167 | 0.177 | 0.010 | 6.0% | 0.578 |  
                        | ATR | 0.229 | 0.228 | -0.001 | -0.3% | 0.000 |  
                        | Volume | 642 | 752 | 110 | 17.1% | 6,186 |  | 
    
| 
        
            | Daily Pivots for day following 15-Oct-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7.677 | 7.571 | 7.208 |  |  
                | R3 | 7.500 | 7.394 | 7.160 |  |  
                | R2 | 7.323 | 7.323 | 7.143 |  |  
                | R1 | 7.217 | 7.217 | 7.127 | 7.182 |  
                | PP | 7.146 | 7.146 | 7.146 | 7.128 |  
                | S1 | 7.040 | 7.040 | 7.095 | 7.005 |  
                | S2 | 6.969 | 6.969 | 7.079 |  |  
                | S3 | 6.792 | 6.863 | 7.062 |  |  
                | S4 | 6.615 | 6.686 | 7.014 |  |  | 
        
            | Weekly Pivots for week ending 10-Oct-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 9.154 | 8.775 | 7.557 |  |  
                | R3 | 8.576 | 8.197 | 7.398 |  |  
                | R2 | 7.998 | 7.998 | 7.345 |  |  
                | R1 | 7.619 | 7.619 | 7.292 | 7.520 |  
                | PP | 7.420 | 7.420 | 7.420 | 7.371 |  
                | S1 | 7.041 | 7.041 | 7.186 | 6.942 |  
                | S2 | 6.842 | 6.842 | 7.133 |  |  
                | S3 | 6.264 | 6.463 | 7.080 |  |  
                | S4 | 5.686 | 5.885 | 6.921 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 7.490 | 7.075 | 0.415 | 5.8% | 0.151 | 2.1% | 9% | False | True | 1,075 |  
                | 10 | 8.140 | 7.075 | 1.065 | 15.0% | 0.175 | 2.5% | 3% | False | True | 1,266 |  
                | 20 | 8.545 | 7.075 | 1.470 | 20.7% | 0.210 | 3.0% | 2% | False | True | 1,012 |  
                | 40 | 9.114 | 7.075 | 2.039 | 28.7% | 0.219 | 3.1% | 2% | False | True | 750 |  
                | 60 | 9.924 | 7.075 | 2.849 | 40.1% | 0.226 | 3.2% | 1% | False | True | 724 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 8.004 |  
            | 2.618 | 7.715 |  
            | 1.618 | 7.538 |  
            | 1.000 | 7.429 |  
            | 0.618 | 7.361 |  
            | HIGH | 7.252 |  
            | 0.618 | 7.184 |  
            | 0.500 | 7.164 |  
            | 0.382 | 7.143 |  
            | LOW | 7.075 |  
            | 0.618 | 6.966 |  
            | 1.000 | 6.898 |  
            | 1.618 | 6.789 |  
            | 2.618 | 6.612 |  
            | 4.250 | 6.323 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Oct-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 7.164 | 7.264 |  
                                | PP | 7.146 | 7.213 |  
                                | S1 | 7.129 | 7.162 |  |