NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Apr-2009 | 
                    20-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.227 | 
                        4.306 | 
                        0.079 | 
                        1.9% | 
                        4.195 | 
                     
                    
                        | High | 
                        4.400 | 
                        4.306 | 
                        -0.094 | 
                        -2.1% | 
                        4.400 | 
                     
                    
                        | Low | 
                        4.172 | 
                        4.147 | 
                        -0.025 | 
                        -0.6% | 
                        4.131 | 
                     
                    
                        | Close | 
                        4.346 | 
                        4.160 | 
                        -0.186 | 
                        -4.3% | 
                        4.346 | 
                     
                    
                        | Range | 
                        0.228 | 
                        0.159 | 
                        -0.069 | 
                        -30.3% | 
                        0.269 | 
                     
                    
                        | ATR | 
                        0.177 | 
                        0.179 | 
                        0.002 | 
                        0.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        7,579 | 
                        6,054 | 
                        -1,525 | 
                        -20.1% | 
                        30,032 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.681 | 
                4.580 | 
                4.247 | 
                 | 
             
            
                | R3 | 
                4.522 | 
                4.421 | 
                4.204 | 
                 | 
             
            
                | R2 | 
                4.363 | 
                4.363 | 
                4.189 | 
                 | 
             
            
                | R1 | 
                4.262 | 
                4.262 | 
                4.175 | 
                4.233 | 
             
            
                | PP | 
                4.204 | 
                4.204 | 
                4.204 | 
                4.190 | 
             
            
                | S1 | 
                4.103 | 
                4.103 | 
                4.145 | 
                4.074 | 
             
            
                | S2 | 
                4.045 | 
                4.045 | 
                4.131 | 
                 | 
             
            
                | S3 | 
                3.886 | 
                3.944 | 
                4.116 | 
                 | 
             
            
                | S4 | 
                3.727 | 
                3.785 | 
                4.073 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.099 | 
                4.992 | 
                4.494 | 
                 | 
             
            
                | R3 | 
                4.830 | 
                4.723 | 
                4.420 | 
                 | 
             
            
                | R2 | 
                4.561 | 
                4.561 | 
                4.395 | 
                 | 
             
            
                | R1 | 
                4.454 | 
                4.454 | 
                4.371 | 
                4.508 | 
             
            
                | PP | 
                4.292 | 
                4.292 | 
                4.292 | 
                4.319 | 
             
            
                | S1 | 
                4.185 | 
                4.185 | 
                4.321 | 
                4.239 | 
             
            
                | S2 | 
                4.023 | 
                4.023 | 
                4.297 | 
                 | 
             
            
                | S3 | 
                3.754 | 
                3.916 | 
                4.272 | 
                 | 
             
            
                | S4 | 
                3.485 | 
                3.647 | 
                4.198 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.400 | 
                4.147 | 
                0.253 | 
                6.1% | 
                0.146 | 
                3.5% | 
                5% | 
                False | 
                True | 
                6,084 | 
                 
                
                | 10 | 
                4.410 | 
                4.131 | 
                0.279 | 
                6.7% | 
                0.158 | 
                3.8% | 
                10% | 
                False | 
                False | 
                5,688 | 
                 
                
                | 20 | 
                4.978 | 
                4.131 | 
                0.847 | 
                20.4% | 
                0.167 | 
                4.0% | 
                3% | 
                False | 
                False | 
                6,214 | 
                 
                
                | 40 | 
                4.978 | 
                4.131 | 
                0.847 | 
                20.4% | 
                0.179 | 
                4.3% | 
                3% | 
                False | 
                False | 
                6,400 | 
                 
                
                | 60 | 
                5.499 | 
                4.131 | 
                1.368 | 
                32.9% | 
                0.185 | 
                4.4% | 
                2% | 
                False | 
                False | 
                5,921 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.982 | 
         
        
            | 
2.618             | 
            4.722 | 
         
        
            | 
1.618             | 
            4.563 | 
         
        
            | 
1.000             | 
            4.465 | 
         
        
            | 
0.618             | 
            4.404 | 
         
        
            | 
HIGH             | 
            4.306 | 
         
        
            | 
0.618             | 
            4.245 | 
         
        
            | 
0.500             | 
            4.227 | 
         
        
            | 
0.382             | 
            4.208 | 
         
        
            | 
LOW             | 
            4.147 | 
         
        
            | 
0.618             | 
            4.049 | 
         
        
            | 
1.000             | 
            3.988 | 
         
        
            | 
1.618             | 
            3.890 | 
         
        
            | 
2.618             | 
            3.731 | 
         
        
            | 
4.250             | 
            3.471 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.227 | 
                                4.274 | 
                             
                            
                                | PP | 
                                4.204 | 
                                4.236 | 
                             
                            
                                | S1 | 
                                4.182 | 
                                4.198 | 
                             
             
         |