NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-May-2009 | 
                    07-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.090 | 
                        4.345 | 
                        0.255 | 
                        6.2% | 
                        3.819 | 
                     
                    
                        | High | 
                        4.347 | 
                        4.599 | 
                        0.252 | 
                        5.8% | 
                        4.038 | 
                     
                    
                        | Low | 
                        4.090 | 
                        4.272 | 
                        0.182 | 
                        4.4% | 
                        3.754 | 
                     
                    
                        | Close | 
                        4.341 | 
                        4.514 | 
                        0.173 | 
                        4.0% | 
                        4.003 | 
                     
                    
                        | Range | 
                        0.257 | 
                        0.327 | 
                        0.070 | 
                        27.2% | 
                        0.284 | 
                     
                    
                        | ATR | 
                        0.169 | 
                        0.180 | 
                        0.011 | 
                        6.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        7,771 | 
                        8,828 | 
                        1,057 | 
                        13.6% | 
                        33,796 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.443 | 
                5.305 | 
                4.694 | 
                 | 
             
            
                | R3 | 
                5.116 | 
                4.978 | 
                4.604 | 
                 | 
             
            
                | R2 | 
                4.789 | 
                4.789 | 
                4.574 | 
                 | 
             
            
                | R1 | 
                4.651 | 
                4.651 | 
                4.544 | 
                4.720 | 
             
            
                | PP | 
                4.462 | 
                4.462 | 
                4.462 | 
                4.496 | 
             
            
                | S1 | 
                4.324 | 
                4.324 | 
                4.484 | 
                4.393 | 
             
            
                | S2 | 
                4.135 | 
                4.135 | 
                4.454 | 
                 | 
             
            
                | S3 | 
                3.808 | 
                3.997 | 
                4.424 | 
                 | 
             
            
                | S4 | 
                3.481 | 
                3.670 | 
                4.334 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.599 | 
                3.860 | 
                0.739 | 
                16.4% | 
                0.230 | 
                5.1% | 
                88% | 
                True | 
                False | 
                8,052 | 
                 
                
                | 10 | 
                4.599 | 
                3.754 | 
                0.845 | 
                18.7% | 
                0.182 | 
                4.0% | 
                90% | 
                True | 
                False | 
                7,284 | 
                 
                
                | 20 | 
                4.599 | 
                3.754 | 
                0.845 | 
                18.7% | 
                0.161 | 
                3.6% | 
                90% | 
                True | 
                False | 
                6,505 | 
                 
                
                | 40 | 
                4.978 | 
                3.754 | 
                1.224 | 
                27.1% | 
                0.174 | 
                3.9% | 
                62% | 
                False | 
                False | 
                6,646 | 
                 
                
                | 60 | 
                5.351 | 
                3.754 | 
                1.597 | 
                35.4% | 
                0.174 | 
                3.9% | 
                48% | 
                False | 
                False | 
                6,439 | 
                 
                
                | 80 | 
                6.087 | 
                3.754 | 
                2.333 | 
                51.7% | 
                0.182 | 
                4.0% | 
                33% | 
                False | 
                False | 
                5,878 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.989 | 
         
        
            | 
2.618             | 
            5.455 | 
         
        
            | 
1.618             | 
            5.128 | 
         
        
            | 
1.000             | 
            4.926 | 
         
        
            | 
0.618             | 
            4.801 | 
         
        
            | 
HIGH             | 
            4.599 | 
         
        
            | 
0.618             | 
            4.474 | 
         
        
            | 
0.500             | 
            4.436 | 
         
        
            | 
0.382             | 
            4.397 | 
         
        
            | 
LOW             | 
            4.272 | 
         
        
            | 
0.618             | 
            4.070 | 
         
        
            | 
1.000             | 
            3.945 | 
         
        
            | 
1.618             | 
            3.743 | 
         
        
            | 
2.618             | 
            3.416 | 
         
        
            | 
4.250             | 
            2.882 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.488 | 
                                4.451 | 
                             
                            
                                | PP | 
                                4.462 | 
                                4.387 | 
                             
                            
                                | S1 | 
                                4.436 | 
                                4.324 | 
                             
             
         |