NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-May-2009 | 
                    06-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.150 | 
                        4.090 | 
                        -0.060 | 
                        -1.4% | 
                        3.819 | 
                     
                    
                        | High | 
                        4.182 | 
                        4.347 | 
                        0.165 | 
                        3.9% | 
                        4.038 | 
                     
                    
                        | Low | 
                        4.048 | 
                        4.090 | 
                        0.042 | 
                        1.0% | 
                        3.754 | 
                     
                    
                        | Close | 
                        4.094 | 
                        4.341 | 
                        0.247 | 
                        6.0% | 
                        4.003 | 
                     
                    
                        | Range | 
                        0.134 | 
                        0.257 | 
                        0.123 | 
                        91.8% | 
                        0.284 | 
                     
                    
                        | ATR | 
                        0.162 | 
                        0.169 | 
                        0.007 | 
                        4.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        7,143 | 
                        7,771 | 
                        628 | 
                        8.8% | 
                        33,796 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.030 | 
                4.943 | 
                4.482 | 
                 | 
             
            
                | R3 | 
                4.773 | 
                4.686 | 
                4.412 | 
                 | 
             
            
                | R2 | 
                4.516 | 
                4.516 | 
                4.388 | 
                 | 
             
            
                | R1 | 
                4.429 | 
                4.429 | 
                4.365 | 
                4.473 | 
             
            
                | PP | 
                4.259 | 
                4.259 | 
                4.259 | 
                4.281 | 
             
            
                | S1 | 
                4.172 | 
                4.172 | 
                4.317 | 
                4.216 | 
             
            
                | S2 | 
                4.002 | 
                4.002 | 
                4.294 | 
                 | 
             
            
                | S3 | 
                3.745 | 
                3.915 | 
                4.270 | 
                 | 
             
            
                | S4 | 
                3.488 | 
                3.658 | 
                4.200 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.347 | 
                3.754 | 
                0.593 | 
                13.7% | 
                0.191 | 
                4.4% | 
                99% | 
                True | 
                False | 
                8,018 | 
                 
                
                | 10 | 
                4.347 | 
                3.754 | 
                0.593 | 
                13.7% | 
                0.163 | 
                3.8% | 
                99% | 
                True | 
                False | 
                7,018 | 
                 
                
                | 20 | 
                4.410 | 
                3.754 | 
                0.656 | 
                15.1% | 
                0.151 | 
                3.5% | 
                89% | 
                False | 
                False | 
                6,426 | 
                 
                
                | 40 | 
                4.978 | 
                3.754 | 
                1.224 | 
                28.2% | 
                0.169 | 
                3.9% | 
                48% | 
                False | 
                False | 
                6,556 | 
                 
                
                | 60 | 
                5.491 | 
                3.754 | 
                1.737 | 
                40.0% | 
                0.173 | 
                4.0% | 
                34% | 
                False | 
                False | 
                6,374 | 
                 
                
                | 80 | 
                6.200 | 
                3.754 | 
                2.446 | 
                56.3% | 
                0.180 | 
                4.2% | 
                24% | 
                False | 
                False | 
                5,805 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.439 | 
         
        
            | 
2.618             | 
            5.020 | 
         
        
            | 
1.618             | 
            4.763 | 
         
        
            | 
1.000             | 
            4.604 | 
         
        
            | 
0.618             | 
            4.506 | 
         
        
            | 
HIGH             | 
            4.347 | 
         
        
            | 
0.618             | 
            4.249 | 
         
        
            | 
0.500             | 
            4.219 | 
         
        
            | 
0.382             | 
            4.188 | 
         
        
            | 
LOW             | 
            4.090 | 
         
        
            | 
0.618             | 
            3.931 | 
         
        
            | 
1.000             | 
            3.833 | 
         
        
            | 
1.618             | 
            3.674 | 
         
        
            | 
2.618             | 
            3.417 | 
         
        
            | 
4.250             | 
            2.998 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.300 | 
                                4.275 | 
                             
                            
                                | PP | 
                                4.259 | 
                                4.208 | 
                             
                            
                                | S1 | 
                                4.219 | 
                                4.142 | 
                             
             
         |