NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-May-2009 | 
                    18-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.721 | 
                        4.500 | 
                        -0.221 | 
                        -4.7% | 
                        4.700 | 
                     
                    
                        | High | 
                        4.721 | 
                        4.677 | 
                        -0.044 | 
                        -0.9% | 
                        4.955 | 
                     
                    
                        | Low | 
                        4.546 | 
                        4.480 | 
                        -0.066 | 
                        -1.5% | 
                        4.546 | 
                     
                    
                        | Close | 
                        4.558 | 
                        4.600 | 
                        0.042 | 
                        0.9% | 
                        4.558 | 
                     
                    
                        | Range | 
                        0.175 | 
                        0.197 | 
                        0.022 | 
                        12.6% | 
                        0.409 | 
                     
                    
                        | ATR | 
                        0.197 | 
                        0.197 | 
                        0.000 | 
                        0.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        14,565 | 
                        9,043 | 
                        -5,522 | 
                        -37.9% | 
                        68,311 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.177 | 
                5.085 | 
                4.708 | 
                 | 
             
            
                | R3 | 
                4.980 | 
                4.888 | 
                4.654 | 
                 | 
             
            
                | R2 | 
                4.783 | 
                4.783 | 
                4.636 | 
                 | 
             
            
                | R1 | 
                4.691 | 
                4.691 | 
                4.618 | 
                4.737 | 
             
            
                | PP | 
                4.586 | 
                4.586 | 
                4.586 | 
                4.609 | 
             
            
                | S1 | 
                4.494 | 
                4.494 | 
                4.582 | 
                4.540 | 
             
            
                | S2 | 
                4.389 | 
                4.389 | 
                4.564 | 
                 | 
             
            
                | S3 | 
                4.192 | 
                4.297 | 
                4.546 | 
                 | 
             
            
                | S4 | 
                3.995 | 
                4.100 | 
                4.492 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.913 | 
                5.645 | 
                4.783 | 
                 | 
             
            
                | R3 | 
                5.504 | 
                5.236 | 
                4.670 | 
                 | 
             
            
                | R2 | 
                5.095 | 
                5.095 | 
                4.633 | 
                 | 
             
            
                | R1 | 
                4.827 | 
                4.827 | 
                4.595 | 
                4.757 | 
             
            
                | PP | 
                4.686 | 
                4.686 | 
                4.686 | 
                4.651 | 
             
            
                | S1 | 
                4.418 | 
                4.418 | 
                4.521 | 
                4.348 | 
             
            
                | S2 | 
                4.277 | 
                4.277 | 
                4.483 | 
                 | 
             
            
                | S3 | 
                3.868 | 
                4.009 | 
                4.446 | 
                 | 
             
            
                | S4 | 
                3.459 | 
                3.600 | 
                4.333 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.955 | 
                4.480 | 
                0.475 | 
                10.3% | 
                0.232 | 
                5.0% | 
                25% | 
                False | 
                True | 
                13,316 | 
                 
                
                | 10 | 
                4.955 | 
                4.048 | 
                0.907 | 
                19.7% | 
                0.225 | 
                4.9% | 
                61% | 
                False | 
                False | 
                11,479 | 
                 
                
                | 20 | 
                4.955 | 
                3.754 | 
                1.201 | 
                26.1% | 
                0.182 | 
                3.9% | 
                70% | 
                False | 
                False | 
                9,069 | 
                 
                
                | 40 | 
                4.978 | 
                3.754 | 
                1.224 | 
                26.6% | 
                0.174 | 
                3.8% | 
                69% | 
                False | 
                False | 
                7,642 | 
                 
                
                | 60 | 
                4.978 | 
                3.754 | 
                1.224 | 
                26.6% | 
                0.180 | 
                3.9% | 
                69% | 
                False | 
                False | 
                7,290 | 
                 
                
                | 80 | 
                5.499 | 
                3.754 | 
                1.745 | 
                37.9% | 
                0.184 | 
                4.0% | 
                48% | 
                False | 
                False | 
                6,708 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.514 | 
         
        
            | 
2.618             | 
            5.193 | 
         
        
            | 
1.618             | 
            4.996 | 
         
        
            | 
1.000             | 
            4.874 | 
         
        
            | 
0.618             | 
            4.799 | 
         
        
            | 
HIGH             | 
            4.677 | 
         
        
            | 
0.618             | 
            4.602 | 
         
        
            | 
0.500             | 
            4.579 | 
         
        
            | 
0.382             | 
            4.555 | 
         
        
            | 
LOW             | 
            4.480 | 
         
        
            | 
0.618             | 
            4.358 | 
         
        
            | 
1.000             | 
            4.283 | 
         
        
            | 
1.618             | 
            4.161 | 
         
        
            | 
2.618             | 
            3.964 | 
         
        
            | 
4.250             | 
            3.643 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.593 | 
                                4.638 | 
                             
                            
                                | PP | 
                                4.586 | 
                                4.625 | 
                             
                            
                                | S1 | 
                                4.579 | 
                                4.613 | 
                             
             
         |