NYMEX Natural Gas Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jun-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jun-2009 | 
                    05-Jun-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.238 | 
                        4.315 | 
                        0.077 | 
                        1.8% | 
                        4.278 | 
                     
                    
                        | High | 
                        4.356 | 
                        4.479 | 
                        0.123 | 
                        2.8% | 
                        4.659 | 
                     
                    
                        | Low | 
                        4.032 | 
                        4.243 | 
                        0.211 | 
                        5.2% | 
                        4.032 | 
                     
                    
                        | Close | 
                        4.296 | 
                        4.395 | 
                        0.099 | 
                        2.3% | 
                        4.395 | 
                     
                    
                        | Range | 
                        0.324 | 
                        0.236 | 
                        -0.088 | 
                        -27.2% | 
                        0.627 | 
                     
                    
                        | ATR | 
                        0.246 | 
                        0.246 | 
                        -0.001 | 
                        -0.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        13,568 | 
                        14,925 | 
                        1,357 | 
                        10.0% | 
                        67,102 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jun-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.080 | 
                4.974 | 
                4.525 | 
                 | 
             
            
                | R3 | 
                4.844 | 
                4.738 | 
                4.460 | 
                 | 
             
            
                | R2 | 
                4.608 | 
                4.608 | 
                4.438 | 
                 | 
             
            
                | R1 | 
                4.502 | 
                4.502 | 
                4.417 | 
                4.555 | 
             
            
                | PP | 
                4.372 | 
                4.372 | 
                4.372 | 
                4.399 | 
             
            
                | S1 | 
                4.266 | 
                4.266 | 
                4.373 | 
                4.319 | 
             
            
                | S2 | 
                4.136 | 
                4.136 | 
                4.352 | 
                 | 
             
            
                | S3 | 
                3.900 | 
                4.030 | 
                4.330 | 
                 | 
             
            
                | S4 | 
                3.664 | 
                3.794 | 
                4.265 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Jun-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.243 | 
                5.946 | 
                4.740 | 
                 | 
             
            
                | R3 | 
                5.616 | 
                5.319 | 
                4.567 | 
                 | 
             
            
                | R2 | 
                4.989 | 
                4.989 | 
                4.510 | 
                 | 
             
            
                | R1 | 
                4.692 | 
                4.692 | 
                4.452 | 
                4.841 | 
             
            
                | PP | 
                4.362 | 
                4.362 | 
                4.362 | 
                4.436 | 
             
            
                | S1 | 
                4.065 | 
                4.065 | 
                4.338 | 
                4.214 | 
             
            
                | S2 | 
                3.735 | 
                3.735 | 
                4.280 | 
                 | 
             
            
                | S3 | 
                3.108 | 
                3.438 | 
                4.223 | 
                 | 
             
            
                | S4 | 
                2.481 | 
                2.811 | 
                4.050 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.659 | 
                4.032 | 
                0.627 | 
                14.3% | 
                0.300 | 
                6.8% | 
                58% | 
                False | 
                False | 
                13,420 | 
                 
                
                | 10 | 
                4.659 | 
                3.892 | 
                0.767 | 
                17.5% | 
                0.259 | 
                5.9% | 
                66% | 
                False | 
                False | 
                12,568 | 
                 
                
                | 20 | 
                4.955 | 
                3.892 | 
                1.063 | 
                24.2% | 
                0.249 | 
                5.7% | 
                47% | 
                False | 
                False | 
                12,087 | 
                 
                
                | 40 | 
                4.955 | 
                3.754 | 
                1.201 | 
                27.3% | 
                0.205 | 
                4.7% | 
                53% | 
                False | 
                False | 
                9,296 | 
                 
                
                | 60 | 
                4.978 | 
                3.754 | 
                1.224 | 
                27.8% | 
                0.199 | 
                4.5% | 
                52% | 
                False | 
                False | 
                8,460 | 
                 
                
                | 80 | 
                5.351 | 
                3.754 | 
                1.597 | 
                36.3% | 
                0.193 | 
                4.4% | 
                40% | 
                False | 
                False | 
                7,851 | 
                 
                
                | 100 | 
                6.087 | 
                3.754 | 
                2.333 | 
                53.1% | 
                0.196 | 
                4.5% | 
                27% | 
                False | 
                False | 
                7,120 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.482 | 
         
        
            | 
2.618             | 
            5.097 | 
         
        
            | 
1.618             | 
            4.861 | 
         
        
            | 
1.000             | 
            4.715 | 
         
        
            | 
0.618             | 
            4.625 | 
         
        
            | 
HIGH             | 
            4.479 | 
         
        
            | 
0.618             | 
            4.389 | 
         
        
            | 
0.500             | 
            4.361 | 
         
        
            | 
0.382             | 
            4.333 | 
         
        
            | 
LOW             | 
            4.243 | 
         
        
            | 
0.618             | 
            4.097 | 
         
        
            | 
1.000             | 
            4.007 | 
         
        
            | 
1.618             | 
            3.861 | 
         
        
            | 
2.618             | 
            3.625 | 
         
        
            | 
4.250             | 
            3.240 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jun-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.384 | 
                                4.360 | 
                             
                            
                                | PP | 
                                4.372 | 
                                4.324 | 
                             
                            
                                | S1 | 
                                4.361 | 
                                4.289 | 
                             
             
         |