NYMEX Natural Gas Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jan-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jan-2009 | 
                    21-Jan-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.000 | 
                        4.935 | 
                        -0.065 | 
                        -1.3% | 
                        5.639 | 
                     
                    
                        | High | 
                        5.054 | 
                        5.050 | 
                        -0.004 | 
                        -0.1% | 
                        5.824 | 
                     
                    
                        | Low | 
                        4.833 | 
                        4.902 | 
                        0.069 | 
                        1.4% | 
                        5.029 | 
                     
                    
                        | Close | 
                        4.879 | 
                        4.975 | 
                        0.096 | 
                        2.0% | 
                        5.071 | 
                     
                    
                        | Range | 
                        0.221 | 
                        0.148 | 
                        -0.073 | 
                        -33.0% | 
                        0.795 | 
                     
                    
                        | ATR | 
                        0.246 | 
                        0.240 | 
                        -0.005 | 
                        -2.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,738 | 
                        1,348 | 
                        -1,390 | 
                        -50.8% | 
                        11,908 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.420 | 
                5.345 | 
                5.056 | 
                 | 
             
            
                | R3 | 
                5.272 | 
                5.197 | 
                5.016 | 
                 | 
             
            
                | R2 | 
                5.124 | 
                5.124 | 
                5.002 | 
                 | 
             
            
                | R1 | 
                5.049 | 
                5.049 | 
                4.989 | 
                5.087 | 
             
            
                | PP | 
                4.976 | 
                4.976 | 
                4.976 | 
                4.994 | 
             
            
                | S1 | 
                4.901 | 
                4.901 | 
                4.961 | 
                4.939 | 
             
            
                | S2 | 
                4.828 | 
                4.828 | 
                4.948 | 
                 | 
             
            
                | S3 | 
                4.680 | 
                4.753 | 
                4.934 | 
                 | 
             
            
                | S4 | 
                4.532 | 
                4.605 | 
                4.894 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.693 | 
                7.177 | 
                5.508 | 
                 | 
             
            
                | R3 | 
                6.898 | 
                6.382 | 
                5.290 | 
                 | 
             
            
                | R2 | 
                6.103 | 
                6.103 | 
                5.217 | 
                 | 
             
            
                | R1 | 
                5.587 | 
                5.587 | 
                5.144 | 
                5.448 | 
             
            
                | PP | 
                5.308 | 
                5.308 | 
                5.308 | 
                5.238 | 
             
            
                | S1 | 
                4.792 | 
                4.792 | 
                4.998 | 
                4.653 | 
             
            
                | S2 | 
                4.513 | 
                4.513 | 
                4.925 | 
                 | 
             
            
                | S3 | 
                3.718 | 
                3.997 | 
                4.852 | 
                 | 
             
            
                | S4 | 
                2.923 | 
                3.202 | 
                4.634 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.416 | 
                4.833 | 
                0.583 | 
                11.7% | 
                0.188 | 
                3.8% | 
                24% | 
                False | 
                False | 
                2,238 | 
                 
                
                | 10 | 
                6.278 | 
                4.833 | 
                1.445 | 
                29.0% | 
                0.220 | 
                4.4% | 
                10% | 
                False | 
                False | 
                2,173 | 
                 
                
                | 20 | 
                6.413 | 
                4.833 | 
                1.580 | 
                31.8% | 
                0.226 | 
                4.6% | 
                9% | 
                False | 
                False | 
                1,763 | 
                 
                
                | 40 | 
                6.995 | 
                4.833 | 
                2.162 | 
                43.5% | 
                0.219 | 
                4.4% | 
                7% | 
                False | 
                False | 
                1,609 | 
                 
                
                | 60 | 
                7.599 | 
                4.833 | 
                2.766 | 
                55.6% | 
                0.228 | 
                4.6% | 
                5% | 
                False | 
                False | 
                1,531 | 
                 
                
                | 80 | 
                8.300 | 
                4.833 | 
                3.467 | 
                69.7% | 
                0.220 | 
                4.4% | 
                4% | 
                False | 
                False | 
                1,417 | 
                 
                
                | 100 | 
                9.114 | 
                4.833 | 
                4.281 | 
                86.1% | 
                0.227 | 
                4.6% | 
                3% | 
                False | 
                False | 
                1,259 | 
                 
                
                | 120 | 
                9.637 | 
                4.833 | 
                4.804 | 
                96.6% | 
                0.222 | 
                4.5% | 
                3% | 
                False | 
                False | 
                1,147 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.679 | 
         
        
            | 
2.618             | 
            5.437 | 
         
        
            | 
1.618             | 
            5.289 | 
         
        
            | 
1.000             | 
            5.198 | 
         
        
            | 
0.618             | 
            5.141 | 
         
        
            | 
HIGH             | 
            5.050 | 
         
        
            | 
0.618             | 
            4.993 | 
         
        
            | 
0.500             | 
            4.976 | 
         
        
            | 
0.382             | 
            4.959 | 
         
        
            | 
LOW             | 
            4.902 | 
         
        
            | 
0.618             | 
            4.811 | 
         
        
            | 
1.000             | 
            4.754 | 
         
        
            | 
1.618             | 
            4.663 | 
         
        
            | 
2.618             | 
            4.515 | 
         
        
            | 
4.250             | 
            4.273 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jan-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.976 | 
                                5.012 | 
                             
                            
                                | PP | 
                                4.976 | 
                                4.999 | 
                             
                            
                                | S1 | 
                                4.975 | 
                                4.987 | 
                             
             
         |