NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-May-2009 | 
                    04-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.860 | 
                        4.028 | 
                        0.168 | 
                        4.4% | 
                        3.819 | 
                     
                    
                        | High | 
                        4.038 | 
                        4.190 | 
                        0.152 | 
                        3.8% | 
                        4.038 | 
                     
                    
                        | Low | 
                        3.860 | 
                        3.937 | 
                        0.077 | 
                        2.0% | 
                        3.754 | 
                     
                    
                        | Close | 
                        4.003 | 
                        4.184 | 
                        0.181 | 
                        4.5% | 
                        4.003 | 
                     
                    
                        | Range | 
                        0.178 | 
                        0.253 | 
                        0.075 | 
                        42.1% | 
                        0.284 | 
                     
                    
                        | ATR | 
                        0.157 | 
                        0.164 | 
                        0.007 | 
                        4.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        8,699 | 
                        7,823 | 
                        -876 | 
                        -10.1% | 
                        33,796 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.863 | 
                4.776 | 
                4.323 | 
                 | 
             
            
                | R3 | 
                4.610 | 
                4.523 | 
                4.254 | 
                 | 
             
            
                | R2 | 
                4.357 | 
                4.357 | 
                4.230 | 
                 | 
             
            
                | R1 | 
                4.270 | 
                4.270 | 
                4.207 | 
                4.314 | 
             
            
                | PP | 
                4.104 | 
                4.104 | 
                4.104 | 
                4.125 | 
             
            
                | S1 | 
                4.017 | 
                4.017 | 
                4.161 | 
                4.061 | 
             
            
                | S2 | 
                3.851 | 
                3.851 | 
                4.138 | 
                 | 
             
            
                | S3 | 
                3.598 | 
                3.764 | 
                4.114 | 
                 | 
             
            
                | S4 | 
                3.345 | 
                3.511 | 
                4.045 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.784 | 
                4.677 | 
                4.159 | 
                 | 
             
            
                | R3 | 
                4.500 | 
                4.393 | 
                4.081 | 
                 | 
             
            
                | R2 | 
                4.216 | 
                4.216 | 
                4.055 | 
                 | 
             
            
                | R1 | 
                4.109 | 
                4.109 | 
                4.029 | 
                4.163 | 
             
            
                | PP | 
                3.932 | 
                3.932 | 
                3.932 | 
                3.958 | 
             
            
                | S1 | 
                3.825 | 
                3.825 | 
                3.977 | 
                3.879 | 
             
            
                | S2 | 
                3.648 | 
                3.648 | 
                3.951 | 
                 | 
             
            
                | S3 | 
                3.364 | 
                3.541 | 
                3.925 | 
                 | 
             
            
                | S4 | 
                3.080 | 
                3.257 | 
                3.847 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.190 | 
                3.754 | 
                0.436 | 
                10.4% | 
                0.170 | 
                4.1% | 
                99% | 
                True | 
                False | 
                7,328 | 
                 
                
                | 10 | 
                4.190 | 
                3.754 | 
                0.436 | 
                10.4% | 
                0.138 | 
                3.3% | 
                99% | 
                True | 
                False | 
                6,660 | 
                 
                
                | 20 | 
                4.410 | 
                3.754 | 
                0.656 | 
                15.7% | 
                0.148 | 
                3.5% | 
                66% | 
                False | 
                False | 
                6,174 | 
                 
                
                | 40 | 
                4.978 | 
                3.754 | 
                1.224 | 
                29.3% | 
                0.166 | 
                4.0% | 
                35% | 
                False | 
                False | 
                6,491 | 
                 
                
                | 60 | 
                5.499 | 
                3.754 | 
                1.745 | 
                41.7% | 
                0.175 | 
                4.2% | 
                25% | 
                False | 
                False | 
                6,306 | 
                 
                
                | 80 | 
                6.555 | 
                3.754 | 
                2.801 | 
                66.9% | 
                0.183 | 
                4.4% | 
                15% | 
                False | 
                False | 
                5,717 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.265 | 
         
        
            | 
2.618             | 
            4.852 | 
         
        
            | 
1.618             | 
            4.599 | 
         
        
            | 
1.000             | 
            4.443 | 
         
        
            | 
0.618             | 
            4.346 | 
         
        
            | 
HIGH             | 
            4.190 | 
         
        
            | 
0.618             | 
            4.093 | 
         
        
            | 
0.500             | 
            4.064 | 
         
        
            | 
0.382             | 
            4.034 | 
         
        
            | 
LOW             | 
            3.937 | 
         
        
            | 
0.618             | 
            3.781 | 
         
        
            | 
1.000             | 
            3.684 | 
         
        
            | 
1.618             | 
            3.528 | 
         
        
            | 
2.618             | 
            3.275 | 
         
        
            | 
4.250             | 
            2.862 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.144 | 
                                4.113 | 
                             
                            
                                | PP | 
                                4.104 | 
                                4.043 | 
                             
                            
                                | S1 | 
                                4.064 | 
                                3.972 | 
                             
             
         |