NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Apr-2009 | 
                    16-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.326 | 
                        4.260 | 
                        -0.066 | 
                        -1.5% | 
                        4.400 | 
                     
                    
                        | High | 
                        4.355 | 
                        4.279 | 
                        -0.076 | 
                        -1.7% | 
                        4.410 | 
                     
                    
                        | Low | 
                        4.245 | 
                        4.168 | 
                        -0.077 | 
                        -1.8% | 
                        4.145 | 
                     
                    
                        | Close | 
                        4.312 | 
                        4.227 | 
                        -0.085 | 
                        -2.0% | 
                        4.226 | 
                     
                    
                        | Range | 
                        0.110 | 
                        0.111 | 
                        0.001 | 
                        0.9% | 
                        0.265 | 
                     
                    
                        | ATR | 
                        0.176 | 
                        0.174 | 
                        -0.002 | 
                        -1.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        5,709 | 
                        6,088 | 
                        379 | 
                        6.6% | 
                        20,796 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.558 | 
                4.503 | 
                4.288 | 
                 | 
             
            
                | R3 | 
                4.447 | 
                4.392 | 
                4.258 | 
                 | 
             
            
                | R2 | 
                4.336 | 
                4.336 | 
                4.247 | 
                 | 
             
            
                | R1 | 
                4.281 | 
                4.281 | 
                4.237 | 
                4.253 | 
             
            
                | PP | 
                4.225 | 
                4.225 | 
                4.225 | 
                4.211 | 
             
            
                | S1 | 
                4.170 | 
                4.170 | 
                4.217 | 
                4.142 | 
             
            
                | S2 | 
                4.114 | 
                4.114 | 
                4.207 | 
                 | 
             
            
                | S3 | 
                4.003 | 
                4.059 | 
                4.196 | 
                 | 
             
            
                | S4 | 
                3.892 | 
                3.948 | 
                4.166 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                6.6% | 
                0.148 | 
                3.5% | 
                34% | 
                False | 
                False | 
                5,226 | 
                 
                
                | 10 | 
                4.410 | 
                4.131 | 
                0.279 | 
                6.6% | 
                0.149 | 
                3.5% | 
                34% | 
                False | 
                False | 
                5,691 | 
                 
                
                | 20 | 
                4.978 | 
                4.131 | 
                0.847 | 
                20.0% | 
                0.186 | 
                4.4% | 
                11% | 
                False | 
                False | 
                6,523 | 
                 
                
                | 40 | 
                4.978 | 
                4.131 | 
                0.847 | 
                20.0% | 
                0.176 | 
                4.2% | 
                11% | 
                False | 
                False | 
                6,433 | 
                 
                
                | 60 | 
                5.499 | 
                4.131 | 
                1.368 | 
                32.4% | 
                0.185 | 
                4.4% | 
                7% | 
                False | 
                False | 
                5,812 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.751 | 
         
        
            | 
2.618             | 
            4.570 | 
         
        
            | 
1.618             | 
            4.459 | 
         
        
            | 
1.000             | 
            4.390 | 
         
        
            | 
0.618             | 
            4.348 | 
         
        
            | 
HIGH             | 
            4.279 | 
         
        
            | 
0.618             | 
            4.237 | 
         
        
            | 
0.500             | 
            4.224 | 
         
        
            | 
0.382             | 
            4.210 | 
         
        
            | 
LOW             | 
            4.168 | 
         
        
            | 
0.618             | 
            4.099 | 
         
        
            | 
1.000             | 
            4.057 | 
         
        
            | 
1.618             | 
            3.988 | 
         
        
            | 
2.618             | 
            3.877 | 
         
        
            | 
4.250             | 
            3.696 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.226 | 
                                4.262 | 
                             
                            
                                | PP | 
                                4.225 | 
                                4.250 | 
                             
                            
                                | S1 | 
                                4.224 | 
                                4.239 | 
                             
             
         |