NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2009 | 
                    12-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.700 | 
                        4.714 | 
                        0.014 | 
                        0.3% | 
                        4.028 | 
                     
                    
                        | High | 
                        4.757 | 
                        4.931 | 
                        0.174 | 
                        3.7% | 
                        4.755 | 
                     
                    
                        | Low | 
                        4.613 | 
                        4.676 | 
                        0.063 | 
                        1.4% | 
                        3.937 | 
                     
                    
                        | Close | 
                        4.703 | 
                        4.845 | 
                        0.142 | 
                        3.0% | 
                        4.717 | 
                     
                    
                        | Range | 
                        0.144 | 
                        0.255 | 
                        0.111 | 
                        77.1% | 
                        0.818 | 
                     
                    
                        | ATR | 
                        0.182 | 
                        0.187 | 
                        0.005 | 
                        2.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        10,771 | 
                        12,113 | 
                        1,342 | 
                        12.5% | 
                        45,259 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.582 | 
                5.469 | 
                4.985 | 
                 | 
             
            
                | R3 | 
                5.327 | 
                5.214 | 
                4.915 | 
                 | 
             
            
                | R2 | 
                5.072 | 
                5.072 | 
                4.892 | 
                 | 
             
            
                | R1 | 
                4.959 | 
                4.959 | 
                4.868 | 
                5.016 | 
             
            
                | PP | 
                4.817 | 
                4.817 | 
                4.817 | 
                4.846 | 
             
            
                | S1 | 
                4.704 | 
                4.704 | 
                4.822 | 
                4.761 | 
             
            
                | S2 | 
                4.562 | 
                4.562 | 
                4.798 | 
                 | 
             
            
                | S3 | 
                4.307 | 
                4.449 | 
                4.775 | 
                 | 
             
            
                | S4 | 
                4.052 | 
                4.194 | 
                4.705 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.924 | 
                6.638 | 
                5.167 | 
                 | 
             
            
                | R3 | 
                6.106 | 
                5.820 | 
                4.942 | 
                 | 
             
            
                | R2 | 
                5.288 | 
                5.288 | 
                4.867 | 
                 | 
             
            
                | R1 | 
                5.002 | 
                5.002 | 
                4.792 | 
                5.145 | 
             
            
                | PP | 
                4.470 | 
                4.470 | 
                4.470 | 
                4.541 | 
             
            
                | S1 | 
                4.184 | 
                4.184 | 
                4.642 | 
                4.327 | 
             
            
                | S2 | 
                3.652 | 
                3.652 | 
                4.567 | 
                 | 
             
            
                | S3 | 
                2.834 | 
                3.366 | 
                4.492 | 
                 | 
             
            
                | S4 | 
                2.016 | 
                2.548 | 
                4.267 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.931 | 
                4.090 | 
                0.841 | 
                17.4% | 
                0.242 | 
                5.0% | 
                90% | 
                True | 
                False | 
                10,635 | 
                 
                
                | 10 | 
                4.931 | 
                3.754 | 
                1.177 | 
                24.3% | 
                0.207 | 
                4.3% | 
                93% | 
                True | 
                False | 
                9,204 | 
                 
                
                | 20 | 
                4.931 | 
                3.754 | 
                1.177 | 
                24.3% | 
                0.167 | 
                3.4% | 
                93% | 
                True | 
                False | 
                7,617 | 
                 
                
                | 40 | 
                4.978 | 
                3.754 | 
                1.224 | 
                25.3% | 
                0.177 | 
                3.7% | 
                89% | 
                False | 
                False | 
                7,089 | 
                 
                
                | 60 | 
                4.978 | 
                3.754 | 
                1.224 | 
                25.3% | 
                0.175 | 
                3.6% | 
                89% | 
                False | 
                False | 
                6,734 | 
                 
                
                | 80 | 
                5.608 | 
                3.754 | 
                1.854 | 
                38.3% | 
                0.182 | 
                3.7% | 
                59% | 
                False | 
                False | 
                6,203 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.015 | 
         
        
            | 
2.618             | 
            5.599 | 
         
        
            | 
1.618             | 
            5.344 | 
         
        
            | 
1.000             | 
            5.186 | 
         
        
            | 
0.618             | 
            5.089 | 
         
        
            | 
HIGH             | 
            4.931 | 
         
        
            | 
0.618             | 
            4.834 | 
         
        
            | 
0.500             | 
            4.804 | 
         
        
            | 
0.382             | 
            4.773 | 
         
        
            | 
LOW             | 
            4.676 | 
         
        
            | 
0.618             | 
            4.518 | 
         
        
            | 
1.000             | 
            4.421 | 
         
        
            | 
1.618             | 
            4.263 | 
         
        
            | 
2.618             | 
            4.008 | 
         
        
            | 
4.250             | 
            3.592 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.831 | 
                                4.806 | 
                             
                            
                                | PP | 
                                4.817 | 
                                4.767 | 
                             
                            
                                | S1 | 
                                4.804 | 
                                4.729 | 
                             
             
         |