NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Mar-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Mar-2009 | 
                    03-Mar-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.770 | 
                        4.752 | 
                        -0.018 | 
                        -0.4% | 
                        4.700 | 
                     
                    
                        | High | 
                        4.885 | 
                        4.865 | 
                        -0.020 | 
                        -0.4% | 
                        4.861 | 
                     
                    
                        | Low | 
                        4.630 | 
                        4.728 | 
                        0.098 | 
                        2.1% | 
                        4.513 | 
                     
                    
                        | Close | 
                        4.718 | 
                        4.820 | 
                        0.102 | 
                        2.2% | 
                        4.765 | 
                     
                    
                        | Range | 
                        0.255 | 
                        0.137 | 
                        -0.118 | 
                        -46.3% | 
                        0.348 | 
                     
                    
                        | ATR | 
                        0.207 | 
                        0.203 | 
                        -0.004 | 
                        -2.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        8,444 | 
                        4,529 | 
                        -3,915 | 
                        -46.4% | 
                        23,860 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.215 | 
                5.155 | 
                4.895 | 
                 | 
             
            
                | R3 | 
                5.078 | 
                5.018 | 
                4.858 | 
                 | 
             
            
                | R2 | 
                4.941 | 
                4.941 | 
                4.845 | 
                 | 
             
            
                | R1 | 
                4.881 | 
                4.881 | 
                4.833 | 
                4.911 | 
             
            
                | PP | 
                4.804 | 
                4.804 | 
                4.804 | 
                4.820 | 
             
            
                | S1 | 
                4.744 | 
                4.744 | 
                4.807 | 
                4.774 | 
             
            
                | S2 | 
                4.667 | 
                4.667 | 
                4.795 | 
                 | 
             
            
                | S3 | 
                4.530 | 
                4.607 | 
                4.782 | 
                 | 
             
            
                | S4 | 
                4.393 | 
                4.470 | 
                4.745 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            5.447 | 
         
        
            | 
2.618             | 
            5.224 | 
         
        
            | 
1.618             | 
            5.087 | 
         
        
            | 
1.000             | 
            5.002 | 
         
        
            | 
0.618             | 
            4.950 | 
         
        
            | 
HIGH             | 
            4.865 | 
         
        
            | 
0.618             | 
            4.813 | 
         
        
            | 
0.500             | 
            4.797 | 
         
        
            | 
0.382             | 
            4.780 | 
         
        
            | 
LOW             | 
            4.728 | 
         
        
            | 
0.618             | 
            4.643 | 
         
        
            | 
1.000             | 
            4.591 | 
         
        
            | 
1.618             | 
            4.506 | 
         
        
            | 
2.618             | 
            4.369 | 
         
        
            | 
4.250             | 
            4.146 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Mar-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.812 | 
                                4.780 | 
                             
                            
                                | PP | 
                                4.804 | 
                                4.739 | 
                             
                            
                                | S1 | 
                                4.797 | 
                                4.699 | 
                             
             
         |