NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Sep-2009 | 
                    01-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.952 | 
                        5.824 | 
                        -0.128 | 
                        -2.2% | 
                        5.567 | 
                     
                    
                        | High | 
                        5.976 | 
                        5.824 | 
                        -0.152 | 
                        -2.5% | 
                        5.912 | 
                     
                    
                        | Low | 
                        5.869 | 
                        5.672 | 
                        -0.197 | 
                        -3.4% | 
                        5.445 | 
                     
                    
                        | Close | 
                        5.944 | 
                        5.703 | 
                        -0.241 | 
                        -4.1% | 
                        5.911 | 
                     
                    
                        | Range | 
                        0.107 | 
                        0.152 | 
                        0.045 | 
                        42.1% | 
                        0.467 | 
                     
                    
                        | ATR | 
                        0.161 | 
                        0.169 | 
                        0.008 | 
                        4.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3,115 | 
                        3,401 | 
                        286 | 
                        9.2% | 
                        8,355 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.189 | 
                6.098 | 
                5.787 | 
                 | 
             
            
                | R3 | 
                6.037 | 
                5.946 | 
                5.745 | 
                 | 
             
            
                | R2 | 
                5.885 | 
                5.885 | 
                5.731 | 
                 | 
             
            
                | R1 | 
                5.794 | 
                5.794 | 
                5.717 | 
                5.764 | 
             
            
                | PP | 
                5.733 | 
                5.733 | 
                5.733 | 
                5.718 | 
             
            
                | S1 | 
                5.642 | 
                5.642 | 
                5.689 | 
                5.612 | 
             
            
                | S2 | 
                5.581 | 
                5.581 | 
                5.675 | 
                 | 
             
            
                | S3 | 
                5.429 | 
                5.490 | 
                5.661 | 
                 | 
             
            
                | S4 | 
                5.277 | 
                5.338 | 
                5.619 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                5.976 | 
                5.672 | 
                0.304 | 
                5.3% | 
                0.147 | 
                2.6% | 
                10% | 
                False | 
                True | 
                2,577 | 
                 
                
                | 10 | 
                5.976 | 
                5.445 | 
                0.531 | 
                9.3% | 
                0.139 | 
                2.4% | 
                49% | 
                False | 
                False | 
                2,149 | 
                 
                
                | 20 | 
                5.976 | 
                4.869 | 
                1.107 | 
                19.4% | 
                0.170 | 
                3.0% | 
                75% | 
                False | 
                False | 
                1,622 | 
                 
                
                | 40 | 
                5.976 | 
                4.869 | 
                1.107 | 
                19.4% | 
                0.128 | 
                2.2% | 
                75% | 
                False | 
                False | 
                1,177 | 
                 
                
                | 60 | 
                5.976 | 
                4.869 | 
                1.107 | 
                19.4% | 
                0.124 | 
                2.2% | 
                75% | 
                False | 
                False | 
                1,004 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.470 | 
         
        
            | 
2.618             | 
            6.222 | 
         
        
            | 
1.618             | 
            6.070 | 
         
        
            | 
1.000             | 
            5.976 | 
         
        
            | 
0.618             | 
            5.918 | 
         
        
            | 
HIGH             | 
            5.824 | 
         
        
            | 
0.618             | 
            5.766 | 
         
        
            | 
0.500             | 
            5.748 | 
         
        
            | 
0.382             | 
            5.730 | 
         
        
            | 
LOW             | 
            5.672 | 
         
        
            | 
0.618             | 
            5.578 | 
         
        
            | 
1.000             | 
            5.520 | 
         
        
            | 
1.618             | 
            5.426 | 
         
        
            | 
2.618             | 
            5.274 | 
         
        
            | 
4.250             | 
            5.026 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.748 | 
                                5.824 | 
                             
                            
                                | PP | 
                                5.733 | 
                                5.784 | 
                             
                            
                                | S1 | 
                                5.718 | 
                                5.743 | 
                             
             
         |