NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jan-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jan-2009 | 
                    30-Jan-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.102 | 
                        5.221 | 
                        0.119 | 
                        2.3% | 
                        5.110 | 
                     
                    
                        | High | 
                        5.278 | 
                        5.264 | 
                        -0.014 | 
                        -0.3% | 
                        5.278 | 
                     
                    
                        | Low | 
                        5.066 | 
                        5.054 | 
                        -0.012 | 
                        -0.2% | 
                        5.020 | 
                     
                    
                        | Close | 
                        5.229 | 
                        5.097 | 
                        -0.132 | 
                        -2.5% | 
                        5.097 | 
                     
                    
                        | Range | 
                        0.212 | 
                        0.210 | 
                        -0.002 | 
                        -0.9% | 
                        0.258 | 
                     
                    
                        | ATR | 
                        0.220 | 
                        0.219 | 
                        -0.001 | 
                        -0.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,475 | 
                        4,072 | 
                        1,597 | 
                        64.5% | 
                        18,788 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.768 | 
                5.643 | 
                5.213 | 
                 | 
             
            
                | R3 | 
                5.558 | 
                5.433 | 
                5.155 | 
                 | 
             
            
                | R2 | 
                5.348 | 
                5.348 | 
                5.136 | 
                 | 
             
            
                | R1 | 
                5.223 | 
                5.223 | 
                5.116 | 
                5.181 | 
             
            
                | PP | 
                5.138 | 
                5.138 | 
                5.138 | 
                5.117 | 
             
            
                | S1 | 
                5.013 | 
                5.013 | 
                5.078 | 
                4.971 | 
             
            
                | S2 | 
                4.928 | 
                4.928 | 
                5.059 | 
                 | 
             
            
                | S3 | 
                4.718 | 
                4.803 | 
                5.039 | 
                 | 
             
            
                | S4 | 
                4.508 | 
                4.593 | 
                4.982 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.906 | 
                5.759 | 
                5.239 | 
                 | 
             
            
                | R3 | 
                5.648 | 
                5.501 | 
                5.168 | 
                 | 
             
            
                | R2 | 
                5.390 | 
                5.390 | 
                5.144 | 
                 | 
             
            
                | R1 | 
                5.243 | 
                5.243 | 
                5.121 | 
                5.188 | 
             
            
                | PP | 
                5.132 | 
                5.132 | 
                5.132 | 
                5.104 | 
             
            
                | S1 | 
                4.985 | 
                4.985 | 
                5.073 | 
                4.930 | 
             
            
                | S2 | 
                4.874 | 
                4.874 | 
                5.050 | 
                 | 
             
            
                | S3 | 
                4.616 | 
                4.727 | 
                5.026 | 
                 | 
             
            
                | S4 | 
                4.358 | 
                4.469 | 
                4.955 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.157 | 
         
        
            | 
2.618             | 
            5.814 | 
         
        
            | 
1.618             | 
            5.604 | 
         
        
            | 
1.000             | 
            5.474 | 
         
        
            | 
0.618             | 
            5.394 | 
         
        
            | 
HIGH             | 
            5.264 | 
         
        
            | 
0.618             | 
            5.184 | 
         
        
            | 
0.500             | 
            5.159 | 
         
        
            | 
0.382             | 
            5.134 | 
         
        
            | 
LOW             | 
            5.054 | 
         
        
            | 
0.618             | 
            4.924 | 
         
        
            | 
1.000             | 
            4.844 | 
         
        
            | 
1.618             | 
            4.714 | 
         
        
            | 
2.618             | 
            4.504 | 
         
        
            | 
4.250             | 
            4.162 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jan-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.159 | 
                                5.149 | 
                             
                            
                                | PP | 
                                5.138 | 
                                5.132 | 
                             
                            
                                | S1 | 
                                5.118 | 
                                5.114 | 
                             
             
         |