NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Oct-2009 | 
                    09-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        6.013 | 
                        5.997 | 
                        -0.016 | 
                        -0.3% | 
                        5.819 | 
                     
                    
                        | High | 
                        6.048 | 
                        5.997 | 
                        -0.051 | 
                        -0.8% | 
                        6.048 | 
                     
                    
                        | Low | 
                        5.912 | 
                        5.868 | 
                        -0.044 | 
                        -0.7% | 
                        5.813 | 
                     
                    
                        | Close | 
                        6.004 | 
                        5.871 | 
                        -0.133 | 
                        -2.2% | 
                        5.871 | 
                     
                    
                        | Range | 
                        0.136 | 
                        0.129 | 
                        -0.007 | 
                        -5.1% | 
                        0.235 | 
                     
                    
                        | ATR | 
                        0.170 | 
                        0.168 | 
                        -0.002 | 
                        -1.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,745 | 
                        1,500 | 
                        -1,245 | 
                        -45.4% | 
                        11,683 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.299 | 
                6.214 | 
                5.942 | 
                 | 
             
            
                | R3 | 
                6.170 | 
                6.085 | 
                5.906 | 
                 | 
             
            
                | R2 | 
                6.041 | 
                6.041 | 
                5.895 | 
                 | 
             
            
                | R1 | 
                5.956 | 
                5.956 | 
                5.883 | 
                5.934 | 
             
            
                | PP | 
                5.912 | 
                5.912 | 
                5.912 | 
                5.901 | 
             
            
                | S1 | 
                5.827 | 
                5.827 | 
                5.859 | 
                5.805 | 
             
            
                | S2 | 
                5.783 | 
                5.783 | 
                5.847 | 
                 | 
             
            
                | S3 | 
                5.654 | 
                5.698 | 
                5.836 | 
                 | 
             
            
                | S4 | 
                5.525 | 
                5.569 | 
                5.800 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.616 | 
                6.478 | 
                6.000 | 
                 | 
             
            
                | R3 | 
                6.381 | 
                6.243 | 
                5.936 | 
                 | 
             
            
                | R2 | 
                6.146 | 
                6.146 | 
                5.914 | 
                 | 
             
            
                | R1 | 
                6.008 | 
                6.008 | 
                5.893 | 
                6.077 | 
             
            
                | PP | 
                5.911 | 
                5.911 | 
                5.911 | 
                5.945 | 
             
            
                | S1 | 
                5.773 | 
                5.773 | 
                5.849 | 
                5.842 | 
             
            
                | S2 | 
                5.676 | 
                5.676 | 
                5.828 | 
                 | 
             
            
                | S3 | 
                5.441 | 
                5.538 | 
                5.806 | 
                 | 
             
            
                | S4 | 
                5.206 | 
                5.303 | 
                5.742 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                6.048 | 
                5.813 | 
                0.235 | 
                4.0% | 
                0.152 | 
                2.6% | 
                25% | 
                False | 
                False | 
                2,336 | 
                 
                
                | 10 | 
                6.048 | 
                5.598 | 
                0.450 | 
                7.7% | 
                0.161 | 
                2.7% | 
                61% | 
                False | 
                False | 
                2,383 | 
                 
                
                | 20 | 
                6.048 | 
                5.209 | 
                0.839 | 
                14.3% | 
                0.163 | 
                2.8% | 
                79% | 
                False | 
                False | 
                2,045 | 
                 
                
                | 40 | 
                6.048 | 
                4.869 | 
                1.179 | 
                20.1% | 
                0.137 | 
                2.3% | 
                85% | 
                False | 
                False | 
                1,429 | 
                 
                
                | 60 | 
                6.048 | 
                4.869 | 
                1.179 | 
                20.1% | 
                0.130 | 
                2.2% | 
                85% | 
                False | 
                False | 
                1,125 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.545 | 
         
        
            | 
2.618             | 
            6.335 | 
         
        
            | 
1.618             | 
            6.206 | 
         
        
            | 
1.000             | 
            6.126 | 
         
        
            | 
0.618             | 
            6.077 | 
         
        
            | 
HIGH             | 
            5.997 | 
         
        
            | 
0.618             | 
            5.948 | 
         
        
            | 
0.500             | 
            5.933 | 
         
        
            | 
0.382             | 
            5.917 | 
         
        
            | 
LOW             | 
            5.868 | 
         
        
            | 
0.618             | 
            5.788 | 
         
        
            | 
1.000             | 
            5.739 | 
         
        
            | 
1.618             | 
            5.659 | 
         
        
            | 
2.618             | 
            5.530 | 
         
        
            | 
4.250             | 
            5.320 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.933 | 
                                5.958 | 
                             
                            
                                | PP | 
                                5.912 | 
                                5.929 | 
                             
                            
                                | S1 | 
                                5.892 | 
                                5.900 | 
                             
             
         |