NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Feb-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Feb-2009 | 
                    23-Feb-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.642 | 
                        4.700 | 
                        0.058 | 
                        1.2% | 
                        4.920 | 
                     
                    
                        | High | 
                        4.653 | 
                        4.754 | 
                        0.101 | 
                        2.2% | 
                        4.945 | 
                     
                    
                        | Low | 
                        4.587 | 
                        4.633 | 
                        0.046 | 
                        1.0% | 
                        4.587 | 
                     
                    
                        | Close | 
                        4.623 | 
                        4.678 | 
                        0.055 | 
                        1.2% | 
                        4.623 | 
                     
                    
                        | Range | 
                        0.066 | 
                        0.121 | 
                        0.055 | 
                        83.3% | 
                        0.358 | 
                     
                    
                        | ATR | 
                        0.209 | 
                        0.204 | 
                        -0.006 | 
                        -2.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        8,102 | 
                        4,606 | 
                        -3,496 | 
                        -43.1% | 
                        21,098 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.051 | 
                4.986 | 
                4.745 | 
                 | 
             
            
                | R3 | 
                4.930 | 
                4.865 | 
                4.711 | 
                 | 
             
            
                | R2 | 
                4.809 | 
                4.809 | 
                4.700 | 
                 | 
             
            
                | R1 | 
                4.744 | 
                4.744 | 
                4.689 | 
                4.716 | 
             
            
                | PP | 
                4.688 | 
                4.688 | 
                4.688 | 
                4.675 | 
             
            
                | S1 | 
                4.623 | 
                4.623 | 
                4.667 | 
                4.595 | 
             
            
                | S2 | 
                4.567 | 
                4.567 | 
                4.656 | 
                 | 
             
            
                | S3 | 
                4.446 | 
                4.502 | 
                4.645 | 
                 | 
             
            
                | S4 | 
                4.325 | 
                4.381 | 
                4.611 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.792 | 
                5.566 | 
                4.820 | 
                 | 
             
            
                | R3 | 
                5.434 | 
                5.208 | 
                4.721 | 
                 | 
             
            
                | R2 | 
                5.076 | 
                5.076 | 
                4.689 | 
                 | 
             
            
                | R1 | 
                4.850 | 
                4.850 | 
                4.656 | 
                4.784 | 
             
            
                | PP | 
                4.718 | 
                4.718 | 
                4.718 | 
                4.686 | 
             
            
                | S1 | 
                4.492 | 
                4.492 | 
                4.590 | 
                4.426 | 
             
            
                | S2 | 
                4.360 | 
                4.360 | 
                4.557 | 
                 | 
             
            
                | S3 | 
                4.002 | 
                4.134 | 
                4.525 | 
                 | 
             
            
                | S4 | 
                3.644 | 
                3.776 | 
                4.426 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.268 | 
         
        
            | 
2.618             | 
            5.071 | 
         
        
            | 
1.618             | 
            4.950 | 
         
        
            | 
1.000             | 
            4.875 | 
         
        
            | 
0.618             | 
            4.829 | 
         
        
            | 
HIGH             | 
            4.754 | 
         
        
            | 
0.618             | 
            4.708 | 
         
        
            | 
0.500             | 
            4.694 | 
         
        
            | 
0.382             | 
            4.679 | 
         
        
            | 
LOW             | 
            4.633 | 
         
        
            | 
0.618             | 
            4.558 | 
         
        
            | 
1.000             | 
            4.512 | 
         
        
            | 
1.618             | 
            4.437 | 
         
        
            | 
2.618             | 
            4.316 | 
         
        
            | 
4.250             | 
            4.119 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Feb-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.694 | 
                                4.696 | 
                             
                            
                                | PP | 
                                4.688 | 
                                4.690 | 
                             
                            
                                | S1 | 
                                4.683 | 
                                4.684 | 
                             
             
         |