NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Mar-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Feb-2009 | 
                    02-Mar-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.590 | 
                        4.770 | 
                        0.180 | 
                        3.9% | 
                        4.700 | 
                     
                    
                        | High | 
                        4.861 | 
                        4.885 | 
                        0.024 | 
                        0.5% | 
                        4.861 | 
                     
                    
                        | Low | 
                        4.513 | 
                        4.630 | 
                        0.117 | 
                        2.6% | 
                        4.513 | 
                     
                    
                        | Close | 
                        4.765 | 
                        4.718 | 
                        -0.047 | 
                        -1.0% | 
                        4.765 | 
                     
                    
                        | Range | 
                        0.348 | 
                        0.255 | 
                        -0.093 | 
                        -26.7% | 
                        0.348 | 
                     
                    
                        | ATR | 
                        0.204 | 
                        0.207 | 
                        0.004 | 
                        1.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        5,664 | 
                        8,444 | 
                        2,780 | 
                        49.1% | 
                        23,860 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.509 | 
                5.369 | 
                4.858 | 
                 | 
             
            
                | R3 | 
                5.254 | 
                5.114 | 
                4.788 | 
                 | 
             
            
                | R2 | 
                4.999 | 
                4.999 | 
                4.765 | 
                 | 
             
            
                | R1 | 
                4.859 | 
                4.859 | 
                4.741 | 
                4.802 | 
             
            
                | PP | 
                4.744 | 
                4.744 | 
                4.744 | 
                4.716 | 
             
            
                | S1 | 
                4.604 | 
                4.604 | 
                4.695 | 
                4.547 | 
             
            
                | S2 | 
                4.489 | 
                4.489 | 
                4.671 | 
                 | 
             
            
                | S3 | 
                4.234 | 
                4.349 | 
                4.648 | 
                 | 
             
            
                | S4 | 
                3.979 | 
                4.094 | 
                4.578 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.757 | 
                5.609 | 
                4.956 | 
                 | 
             
            
                | R3 | 
                5.409 | 
                5.261 | 
                4.861 | 
                 | 
             
            
                | R2 | 
                5.061 | 
                5.061 | 
                4.829 | 
                 | 
             
            
                | R1 | 
                4.913 | 
                4.913 | 
                4.797 | 
                4.987 | 
             
            
                | PP | 
                4.713 | 
                4.713 | 
                4.713 | 
                4.750 | 
             
            
                | S1 | 
                4.565 | 
                4.565 | 
                4.733 | 
                4.639 | 
             
            
                | S2 | 
                4.365 | 
                4.365 | 
                4.701 | 
                 | 
             
            
                | S3 | 
                4.017 | 
                4.217 | 
                4.669 | 
                 | 
             
            
                | S4 | 
                3.669 | 
                3.869 | 
                4.574 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.969 | 
         
        
            | 
2.618             | 
            5.553 | 
         
        
            | 
1.618             | 
            5.298 | 
         
        
            | 
1.000             | 
            5.140 | 
         
        
            | 
0.618             | 
            5.043 | 
         
        
            | 
HIGH             | 
            4.885 | 
         
        
            | 
0.618             | 
            4.788 | 
         
        
            | 
0.500             | 
            4.758 | 
         
        
            | 
0.382             | 
            4.727 | 
         
        
            | 
LOW             | 
            4.630 | 
         
        
            | 
0.618             | 
            4.472 | 
         
        
            | 
1.000             | 
            4.375 | 
         
        
            | 
1.618             | 
            4.217 | 
         
        
            | 
2.618             | 
            3.962 | 
         
        
            | 
4.250             | 
            3.546 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Mar-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.758 | 
                                4.712 | 
                             
                            
                                | PP | 
                                4.744 | 
                                4.705 | 
                             
                            
                                | S1 | 
                                4.731 | 
                                4.699 | 
                             
             
         |