NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Sep-2009 | 
                    25-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.742 | 
                        5.906 | 
                        0.164 | 
                        2.9% | 
                        5.567 | 
                     
                    
                        | High | 
                        5.856 | 
                        5.912 | 
                        0.056 | 
                        1.0% | 
                        5.912 | 
                     
                    
                        | Low | 
                        5.720 | 
                        5.780 | 
                        0.060 | 
                        1.0% | 
                        5.445 | 
                     
                    
                        | Close | 
                        5.847 | 
                        5.911 | 
                        0.064 | 
                        1.1% | 
                        5.911 | 
                     
                    
                        | Range | 
                        0.136 | 
                        0.132 | 
                        -0.004 | 
                        -2.9% | 
                        0.467 | 
                     
                    
                        | ATR | 
                        0.166 | 
                        0.163 | 
                        -0.002 | 
                        -1.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,248 | 
                        2,525 | 
                        277 | 
                        12.3% | 
                        8,355 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.264 | 
                6.219 | 
                5.984 | 
                 | 
             
            
                | R3 | 
                6.132 | 
                6.087 | 
                5.947 | 
                 | 
             
            
                | R2 | 
                6.000 | 
                6.000 | 
                5.935 | 
                 | 
             
            
                | R1 | 
                5.955 | 
                5.955 | 
                5.923 | 
                5.978 | 
             
            
                | PP | 
                5.868 | 
                5.868 | 
                5.868 | 
                5.879 | 
             
            
                | S1 | 
                5.823 | 
                5.823 | 
                5.899 | 
                5.846 | 
             
            
                | S2 | 
                5.736 | 
                5.736 | 
                5.887 | 
                 | 
             
            
                | S3 | 
                5.604 | 
                5.691 | 
                5.875 | 
                 | 
             
            
                | S4 | 
                5.472 | 
                5.559 | 
                5.838 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.157 | 
                7.001 | 
                6.168 | 
                 | 
             
            
                | R3 | 
                6.690 | 
                6.534 | 
                6.039 | 
                 | 
             
            
                | R2 | 
                6.223 | 
                6.223 | 
                5.997 | 
                 | 
             
            
                | R1 | 
                6.067 | 
                6.067 | 
                5.954 | 
                6.145 | 
             
            
                | PP | 
                5.756 | 
                5.756 | 
                5.756 | 
                5.795 | 
             
            
                | S1 | 
                5.600 | 
                5.600 | 
                5.868 | 
                5.678 | 
             
            
                | S2 | 
                5.289 | 
                5.289 | 
                5.825 | 
                 | 
             
            
                | S3 | 
                4.822 | 
                5.133 | 
                5.783 | 
                 | 
             
            
                | S4 | 
                4.355 | 
                4.666 | 
                5.654 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.912 | 
                5.445 | 
                0.467 | 
                7.9% | 
                0.123 | 
                2.1% | 
                100% | 
                True | 
                False | 
                1,671 | 
                 
                
                | 10 | 
                5.912 | 
                5.209 | 
                0.703 | 
                11.9% | 
                0.165 | 
                2.8% | 
                100% | 
                True | 
                False | 
                1,708 | 
                 
                
                | 20 | 
                5.912 | 
                4.869 | 
                1.043 | 
                17.6% | 
                0.159 | 
                2.7% | 
                100% | 
                True | 
                False | 
                1,434 | 
                 
                
                | 40 | 
                5.941 | 
                4.869 | 
                1.072 | 
                18.1% | 
                0.123 | 
                2.1% | 
                97% | 
                False | 
                False | 
                970 | 
                 
                
                | 60 | 
                5.941 | 
                4.869 | 
                1.072 | 
                18.1% | 
                0.120 | 
                2.0% | 
                97% | 
                False | 
                False | 
                867 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.473 | 
         
        
            | 
2.618             | 
            6.258 | 
         
        
            | 
1.618             | 
            6.126 | 
         
        
            | 
1.000             | 
            6.044 | 
         
        
            | 
0.618             | 
            5.994 | 
         
        
            | 
HIGH             | 
            5.912 | 
         
        
            | 
0.618             | 
            5.862 | 
         
        
            | 
0.500             | 
            5.846 | 
         
        
            | 
0.382             | 
            5.830 | 
         
        
            | 
LOW             | 
            5.780 | 
         
        
            | 
0.618             | 
            5.698 | 
         
        
            | 
1.000             | 
            5.648 | 
         
        
            | 
1.618             | 
            5.566 | 
         
        
            | 
2.618             | 
            5.434 | 
         
        
            | 
4.250             | 
            5.219 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.889 | 
                                5.868 | 
                             
                            
                                | PP | 
                                5.868 | 
                                5.825 | 
                             
                            
                                | S1 | 
                                5.846 | 
                                5.782 | 
                             
             
         |