NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Apr-2009 | 
                    14-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.195 | 
                        4.282 | 
                        0.087 | 
                        2.1% | 
                        4.400 | 
                     
                    
                        | High | 
                        4.279 | 
                        4.338 | 
                        0.059 | 
                        1.4% | 
                        4.410 | 
                     
                    
                        | Low | 
                        4.131 | 
                        4.214 | 
                        0.083 | 
                        2.0% | 
                        4.145 | 
                     
                    
                        | Close | 
                        4.254 | 
                        4.317 | 
                        0.063 | 
                        1.5% | 
                        4.226 | 
                     
                    
                        | Range | 
                        0.148 | 
                        0.124 | 
                        -0.024 | 
                        -16.2% | 
                        0.265 | 
                     
                    
                        | ATR | 
                        0.185 | 
                        0.181 | 
                        -0.004 | 
                        -2.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        5,663 | 
                        4,993 | 
                        -670 | 
                        -11.8% | 
                        20,796 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.662 | 
                4.613 | 
                4.385 | 
                 | 
             
            
                | R3 | 
                4.538 | 
                4.489 | 
                4.351 | 
                 | 
             
            
                | R2 | 
                4.414 | 
                4.414 | 
                4.340 | 
                 | 
             
            
                | R1 | 
                4.365 | 
                4.365 | 
                4.328 | 
                4.390 | 
             
            
                | PP | 
                4.290 | 
                4.290 | 
                4.290 | 
                4.302 | 
             
            
                | S1 | 
                4.241 | 
                4.241 | 
                4.306 | 
                4.266 | 
             
            
                | S2 | 
                4.166 | 
                4.166 | 
                4.294 | 
                 | 
             
            
                | S3 | 
                4.042 | 
                4.117 | 
                4.283 | 
                 | 
             
            
                | S4 | 
                3.918 | 
                3.993 | 
                4.249 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.055 | 
                4.906 | 
                4.372 | 
                 | 
             
            
                | R3 | 
                4.790 | 
                4.641 | 
                4.299 | 
                 | 
             
            
                | R2 | 
                4.525 | 
                4.525 | 
                4.275 | 
                 | 
             
            
                | R1 | 
                4.376 | 
                4.376 | 
                4.250 | 
                4.318 | 
             
            
                | PP | 
                4.260 | 
                4.260 | 
                4.260 | 
                4.232 | 
             
            
                | S1 | 
                4.111 | 
                4.111 | 
                4.202 | 
                4.053 | 
             
            
                | S2 | 
                3.995 | 
                3.995 | 
                4.177 | 
                 | 
             
            
                | S3 | 
                3.730 | 
                3.846 | 
                4.153 | 
                 | 
             
            
                | S4 | 
                3.465 | 
                3.581 | 
                4.080 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.410 | 
                4.131 | 
                0.279 | 
                6.5% | 
                0.161 | 
                3.7% | 
                67% | 
                False | 
                False | 
                5,092 | 
                 
                
                | 10 | 
                4.410 | 
                4.131 | 
                0.279 | 
                6.5% | 
                0.157 | 
                3.6% | 
                67% | 
                False | 
                False | 
                5,465 | 
                 
                
                | 20 | 
                4.978 | 
                4.131 | 
                0.847 | 
                19.6% | 
                0.187 | 
                4.3% | 
                22% | 
                False | 
                False | 
                6,560 | 
                 
                
                | 40 | 
                4.978 | 
                4.131 | 
                0.847 | 
                19.6% | 
                0.179 | 
                4.1% | 
                22% | 
                False | 
                False | 
                6,292 | 
                 
                
                | 60 | 
                5.608 | 
                4.131 | 
                1.477 | 
                34.2% | 
                0.187 | 
                4.3% | 
                13% | 
                False | 
                False | 
                5,732 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.865 | 
         
        
            | 
2.618             | 
            4.663 | 
         
        
            | 
1.618             | 
            4.539 | 
         
        
            | 
1.000             | 
            4.462 | 
         
        
            | 
0.618             | 
            4.415 | 
         
        
            | 
HIGH             | 
            4.338 | 
         
        
            | 
0.618             | 
            4.291 | 
         
        
            | 
0.500             | 
            4.276 | 
         
        
            | 
0.382             | 
            4.261 | 
         
        
            | 
LOW             | 
            4.214 | 
         
        
            | 
0.618             | 
            4.137 | 
         
        
            | 
1.000             | 
            4.090 | 
         
        
            | 
1.618             | 
            4.013 | 
         
        
            | 
2.618             | 
            3.889 | 
         
        
            | 
4.250             | 
            3.687 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.303 | 
                                4.302 | 
                             
                            
                                | PP | 
                                4.290 | 
                                4.286 | 
                             
                            
                                | S1 | 
                                4.276 | 
                                4.271 | 
                             
             
         |