NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Feb-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Feb-2009 | 
                    11-Feb-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.445 | 
                        5.215 | 
                        -0.230 | 
                        -4.2% | 
                        5.000 | 
                     
                    
                        | High | 
                        5.491 | 
                        5.351 | 
                        -0.140 | 
                        -2.5% | 
                        5.438 | 
                     
                    
                        | Low | 
                        5.200 | 
                        5.129 | 
                        -0.071 | 
                        -1.4% | 
                        4.976 | 
                     
                    
                        | Close | 
                        5.220 | 
                        5.190 | 
                        -0.030 | 
                        -0.6% | 
                        5.394 | 
                     
                    
                        | Range | 
                        0.291 | 
                        0.222 | 
                        -0.069 | 
                        -23.7% | 
                        0.462 | 
                     
                    
                        | ATR | 
                        0.227 | 
                        0.226 | 
                        0.000 | 
                        -0.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        4,962 | 
                        7,570 | 
                        2,608 | 
                        52.6% | 
                        26,352 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.889 | 
                5.762 | 
                5.312 | 
                 | 
             
            
                | R3 | 
                5.667 | 
                5.540 | 
                5.251 | 
                 | 
             
            
                | R2 | 
                5.445 | 
                5.445 | 
                5.231 | 
                 | 
             
            
                | R1 | 
                5.318 | 
                5.318 | 
                5.210 | 
                5.271 | 
             
            
                | PP | 
                5.223 | 
                5.223 | 
                5.223 | 
                5.200 | 
             
            
                | S1 | 
                5.096 | 
                5.096 | 
                5.170 | 
                5.049 | 
             
            
                | S2 | 
                5.001 | 
                5.001 | 
                5.149 | 
                 | 
             
            
                | S3 | 
                4.779 | 
                4.874 | 
                5.129 | 
                 | 
             
            
                | S4 | 
                4.557 | 
                4.652 | 
                5.068 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.655 | 
                6.487 | 
                5.648 | 
                 | 
             
            
                | R3 | 
                6.193 | 
                6.025 | 
                5.521 | 
                 | 
             
            
                | R2 | 
                5.731 | 
                5.731 | 
                5.479 | 
                 | 
             
            
                | R1 | 
                5.563 | 
                5.563 | 
                5.436 | 
                5.647 | 
             
            
                | PP | 
                5.269 | 
                5.269 | 
                5.269 | 
                5.312 | 
             
            
                | S1 | 
                5.101 | 
                5.101 | 
                5.352 | 
                5.185 | 
             
            
                | S2 | 
                4.807 | 
                4.807 | 
                5.309 | 
                 | 
             
            
                | S3 | 
                4.345 | 
                4.639 | 
                5.267 | 
                 | 
             
            
                | S4 | 
                3.883 | 
                4.177 | 
                5.140 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.295 | 
         
        
            | 
2.618             | 
            5.932 | 
         
        
            | 
1.618             | 
            5.710 | 
         
        
            | 
1.000             | 
            5.573 | 
         
        
            | 
0.618             | 
            5.488 | 
         
        
            | 
HIGH             | 
            5.351 | 
         
        
            | 
0.618             | 
            5.266 | 
         
        
            | 
0.500             | 
            5.240 | 
         
        
            | 
0.382             | 
            5.214 | 
         
        
            | 
LOW             | 
            5.129 | 
         
        
            | 
0.618             | 
            4.992 | 
         
        
            | 
1.000             | 
            4.907 | 
         
        
            | 
1.618             | 
            4.770 | 
         
        
            | 
2.618             | 
            4.548 | 
         
        
            | 
4.250             | 
            4.186 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Feb-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.240 | 
                                5.314 | 
                             
                            
                                | PP | 
                                5.223 | 
                                5.273 | 
                             
                            
                                | S1 | 
                                5.207 | 
                                5.231 | 
                             
             
         |