NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Mar-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Mar-2009 | 
                    06-Mar-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.881 | 
                        4.638 | 
                        -0.243 | 
                        -5.0% | 
                        4.770 | 
                     
                    
                        | High | 
                        4.915 | 
                        4.671 | 
                        -0.244 | 
                        -5.0% | 
                        4.915 | 
                     
                    
                        | Low | 
                        4.652 | 
                        4.500 | 
                        -0.152 | 
                        -3.3% | 
                        4.500 | 
                     
                    
                        | Close | 
                        4.677 | 
                        4.525 | 
                        -0.152 | 
                        -3.2% | 
                        4.525 | 
                     
                    
                        | Range | 
                        0.263 | 
                        0.171 | 
                        -0.092 | 
                        -35.0% | 
                        0.415 | 
                     
                    
                        | ATR | 
                        0.206 | 
                        0.204 | 
                        -0.002 | 
                        -1.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        10,677 | 
                        8,563 | 
                        -2,114 | 
                        -19.8% | 
                        39,130 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.078 | 
                4.973 | 
                4.619 | 
                 | 
             
            
                | R3 | 
                4.907 | 
                4.802 | 
                4.572 | 
                 | 
             
            
                | R2 | 
                4.736 | 
                4.736 | 
                4.556 | 
                 | 
             
            
                | R1 | 
                4.631 | 
                4.631 | 
                4.541 | 
                4.598 | 
             
            
                | PP | 
                4.565 | 
                4.565 | 
                4.565 | 
                4.549 | 
             
            
                | S1 | 
                4.460 | 
                4.460 | 
                4.509 | 
                4.427 | 
             
            
                | S2 | 
                4.394 | 
                4.394 | 
                4.494 | 
                 | 
             
            
                | S3 | 
                4.223 | 
                4.289 | 
                4.478 | 
                 | 
             
            
                | S4 | 
                4.052 | 
                4.118 | 
                4.431 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.892 | 
                5.623 | 
                4.753 | 
                 | 
             
            
                | R3 | 
                5.477 | 
                5.208 | 
                4.639 | 
                 | 
             
            
                | R2 | 
                5.062 | 
                5.062 | 
                4.601 | 
                 | 
             
            
                | R1 | 
                4.793 | 
                4.793 | 
                4.563 | 
                4.720 | 
             
            
                | PP | 
                4.647 | 
                4.647 | 
                4.647 | 
                4.610 | 
             
            
                | S1 | 
                4.378 | 
                4.378 | 
                4.487 | 
                4.305 | 
             
            
                | S2 | 
                4.232 | 
                4.232 | 
                4.449 | 
                 | 
             
            
                | S3 | 
                3.817 | 
                3.963 | 
                4.411 | 
                 | 
             
            
                | S4 | 
                3.402 | 
                3.548 | 
                4.297 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.398 | 
         
        
            | 
2.618             | 
            5.119 | 
         
        
            | 
1.618             | 
            4.948 | 
         
        
            | 
1.000             | 
            4.842 | 
         
        
            | 
0.618             | 
            4.777 | 
         
        
            | 
HIGH             | 
            4.671 | 
         
        
            | 
0.618             | 
            4.606 | 
         
        
            | 
0.500             | 
            4.586 | 
         
        
            | 
0.382             | 
            4.565 | 
         
        
            | 
LOW             | 
            4.500 | 
         
        
            | 
0.618             | 
            4.394 | 
         
        
            | 
1.000             | 
            4.329 | 
         
        
            | 
1.618             | 
            4.223 | 
         
        
            | 
2.618             | 
            4.052 | 
         
        
            | 
4.250             | 
            3.773 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Mar-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.586 | 
                                4.708 | 
                             
                            
                                | PP | 
                                4.565 | 
                                4.647 | 
                             
                            
                                | S1 | 
                                4.545 | 
                                4.586 | 
                             
             
         |