NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Apr-2009 | 
                    02-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.340 | 
                        4.255 | 
                        -0.085 | 
                        -2.0% | 
                        4.862 | 
                     
                    
                        | High | 
                        4.340 | 
                        4.398 | 
                        0.058 | 
                        1.3% | 
                        4.978 | 
                     
                    
                        | Low | 
                        4.199 | 
                        4.210 | 
                        0.011 | 
                        0.3% | 
                        4.286 | 
                     
                    
                        | Close | 
                        4.269 | 
                        4.349 | 
                        0.080 | 
                        1.9% | 
                        4.299 | 
                     
                    
                        | Range | 
                        0.141 | 
                        0.188 | 
                        0.047 | 
                        33.3% | 
                        0.692 | 
                     
                    
                        | ATR | 
                        0.199 | 
                        0.198 | 
                        -0.001 | 
                        -0.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        6,984 | 
                        7,581 | 
                        597 | 
                        8.5% | 
                        34,486 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.883 | 
                4.804 | 
                4.452 | 
                 | 
             
            
                | R3 | 
                4.695 | 
                4.616 | 
                4.401 | 
                 | 
             
            
                | R2 | 
                4.507 | 
                4.507 | 
                4.383 | 
                 | 
             
            
                | R1 | 
                4.428 | 
                4.428 | 
                4.366 | 
                4.468 | 
             
            
                | PP | 
                4.319 | 
                4.319 | 
                4.319 | 
                4.339 | 
             
            
                | S1 | 
                4.240 | 
                4.240 | 
                4.332 | 
                4.280 | 
             
            
                | S2 | 
                4.131 | 
                4.131 | 
                4.315 | 
                 | 
             
            
                | S3 | 
                3.943 | 
                4.052 | 
                4.297 | 
                 | 
             
            
                | S4 | 
                3.755 | 
                3.864 | 
                4.246 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.597 | 
                6.140 | 
                4.680 | 
                 | 
             
            
                | R3 | 
                5.905 | 
                5.448 | 
                4.489 | 
                 | 
             
            
                | R2 | 
                5.213 | 
                5.213 | 
                4.426 | 
                 | 
             
            
                | R1 | 
                4.756 | 
                4.756 | 
                4.362 | 
                4.639 | 
             
            
                | PP | 
                4.521 | 
                4.521 | 
                4.521 | 
                4.462 | 
             
            
                | S1 | 
                4.064 | 
                4.064 | 
                4.236 | 
                3.947 | 
             
            
                | S2 | 
                3.829 | 
                3.829 | 
                4.172 | 
                 | 
             
            
                | S3 | 
                3.137 | 
                3.372 | 
                4.109 | 
                 | 
             
            
                | S4 | 
                2.445 | 
                2.680 | 
                3.918 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.520 | 
                4.199 | 
                0.321 | 
                7.4% | 
                0.165 | 
                3.8% | 
                47% | 
                False | 
                False | 
                7,513 | 
                 
                
                | 10 | 
                4.978 | 
                4.199 | 
                0.779 | 
                17.9% | 
                0.184 | 
                4.2% | 
                19% | 
                False | 
                False | 
                7,488 | 
                 
                
                | 20 | 
                4.978 | 
                4.199 | 
                0.779 | 
                17.9% | 
                0.186 | 
                4.3% | 
                19% | 
                False | 
                False | 
                6,932 | 
                 
                
                | 40 | 
                5.499 | 
                4.199 | 
                1.300 | 
                29.9% | 
                0.190 | 
                4.4% | 
                12% | 
                False | 
                False | 
                6,314 | 
                 
                
                | 60 | 
                6.593 | 
                4.199 | 
                2.394 | 
                55.0% | 
                0.196 | 
                4.5% | 
                6% | 
                False | 
                False | 
                5,524 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.197 | 
         
        
            | 
2.618             | 
            4.890 | 
         
        
            | 
1.618             | 
            4.702 | 
         
        
            | 
1.000             | 
            4.586 | 
         
        
            | 
0.618             | 
            4.514 | 
         
        
            | 
HIGH             | 
            4.398 | 
         
        
            | 
0.618             | 
            4.326 | 
         
        
            | 
0.500             | 
            4.304 | 
         
        
            | 
0.382             | 
            4.282 | 
         
        
            | 
LOW             | 
            4.210 | 
         
        
            | 
0.618             | 
            4.094 | 
         
        
            | 
1.000             | 
            4.022 | 
         
        
            | 
1.618             | 
            3.906 | 
         
        
            | 
2.618             | 
            3.718 | 
         
        
            | 
4.250             | 
            3.411 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.334 | 
                                4.332 | 
                             
                            
                                | PP | 
                                4.319 | 
                                4.315 | 
                             
                            
                                | S1 | 
                                4.304 | 
                                4.299 | 
                             
             
         |