NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Apr-2009 | 
                    03-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.255 | 
                        4.386 | 
                        0.131 | 
                        3.1% | 
                        4.297 | 
                     
                    
                        | High | 
                        4.398 | 
                        4.386 | 
                        -0.012 | 
                        -0.3% | 
                        4.398 | 
                     
                    
                        | Low | 
                        4.210 | 
                        4.280 | 
                        0.070 | 
                        1.7% | 
                        4.199 | 
                     
                    
                        | Close | 
                        4.349 | 
                        4.367 | 
                        0.018 | 
                        0.4% | 
                        4.367 | 
                     
                    
                        | Range | 
                        0.188 | 
                        0.106 | 
                        -0.082 | 
                        -43.6% | 
                        0.199 | 
                     
                    
                        | ATR | 
                        0.198 | 
                        0.192 | 
                        -0.007 | 
                        -3.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        7,581 | 
                        6,081 | 
                        -1,500 | 
                        -19.8% | 
                        32,931 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.662 | 
                4.621 | 
                4.425 | 
                 | 
             
            
                | R3 | 
                4.556 | 
                4.515 | 
                4.396 | 
                 | 
             
            
                | R2 | 
                4.450 | 
                4.450 | 
                4.386 | 
                 | 
             
            
                | R1 | 
                4.409 | 
                4.409 | 
                4.377 | 
                4.377 | 
             
            
                | PP | 
                4.344 | 
                4.344 | 
                4.344 | 
                4.328 | 
             
            
                | S1 | 
                4.303 | 
                4.303 | 
                4.357 | 
                4.271 | 
             
            
                | S2 | 
                4.238 | 
                4.238 | 
                4.348 | 
                 | 
             
            
                | S3 | 
                4.132 | 
                4.197 | 
                4.338 | 
                 | 
             
            
                | S4 | 
                4.026 | 
                4.091 | 
                4.309 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.918 | 
                4.842 | 
                4.476 | 
                 | 
             
            
                | R3 | 
                4.719 | 
                4.643 | 
                4.422 | 
                 | 
             
            
                | R2 | 
                4.520 | 
                4.520 | 
                4.403 | 
                 | 
             
            
                | R1 | 
                4.444 | 
                4.444 | 
                4.385 | 
                4.482 | 
             
            
                | PP | 
                4.321 | 
                4.321 | 
                4.321 | 
                4.341 | 
             
            
                | S1 | 
                4.245 | 
                4.245 | 
                4.349 | 
                4.283 | 
             
            
                | S2 | 
                4.122 | 
                4.122 | 
                4.331 | 
                 | 
             
            
                | S3 | 
                3.923 | 
                4.046 | 
                4.312 | 
                 | 
             
            
                | S4 | 
                3.724 | 
                3.847 | 
                4.258 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.398 | 
                4.199 | 
                0.199 | 
                4.6% | 
                0.140 | 
                3.2% | 
                84% | 
                False | 
                False | 
                6,586 | 
                 
                
                | 10 | 
                4.978 | 
                4.199 | 
                0.779 | 
                17.8% | 
                0.175 | 
                4.0% | 
                22% | 
                False | 
                False | 
                6,741 | 
                 
                
                | 20 | 
                4.978 | 
                4.199 | 
                0.779 | 
                17.8% | 
                0.183 | 
                4.2% | 
                22% | 
                False | 
                False | 
                6,807 | 
                 
                
                | 40 | 
                5.499 | 
                4.199 | 
                1.300 | 
                29.8% | 
                0.188 | 
                4.3% | 
                13% | 
                False | 
                False | 
                6,372 | 
                 
                
                | 60 | 
                6.555 | 
                4.199 | 
                2.356 | 
                54.0% | 
                0.194 | 
                4.4% | 
                7% | 
                False | 
                False | 
                5,565 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.837 | 
         
        
            | 
2.618             | 
            4.664 | 
         
        
            | 
1.618             | 
            4.558 | 
         
        
            | 
1.000             | 
            4.492 | 
         
        
            | 
0.618             | 
            4.452 | 
         
        
            | 
HIGH             | 
            4.386 | 
         
        
            | 
0.618             | 
            4.346 | 
         
        
            | 
0.500             | 
            4.333 | 
         
        
            | 
0.382             | 
            4.320 | 
         
        
            | 
LOW             | 
            4.280 | 
         
        
            | 
0.618             | 
            4.214 | 
         
        
            | 
1.000             | 
            4.174 | 
         
        
            | 
1.618             | 
            4.108 | 
         
        
            | 
2.618             | 
            4.002 | 
         
        
            | 
4.250             | 
            3.830 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.356 | 
                                4.344 | 
                             
                            
                                | PP | 
                                4.344 | 
                                4.321 | 
                             
                            
                                | S1 | 
                                4.333 | 
                                4.299 | 
                             
             
         |