NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Oct-2009 | 
                    12-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.997 | 
                        5.935 | 
                        -0.062 | 
                        -1.0% | 
                        5.819 | 
                     
                    
                        | High | 
                        5.997 | 
                        6.070 | 
                        0.073 | 
                        1.2% | 
                        6.048 | 
                     
                    
                        | Low | 
                        5.868 | 
                        5.935 | 
                        0.067 | 
                        1.1% | 
                        5.813 | 
                     
                    
                        | Close | 
                        5.871 | 
                        6.019 | 
                        0.148 | 
                        2.5% | 
                        5.871 | 
                     
                    
                        | Range | 
                        0.129 | 
                        0.135 | 
                        0.006 | 
                        4.7% | 
                        0.235 | 
                     
                    
                        | ATR | 
                        0.168 | 
                        0.170 | 
                        0.002 | 
                        1.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,500 | 
                        1,416 | 
                        -84 | 
                        -5.6% | 
                        11,683 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.413 | 
                6.351 | 
                6.093 | 
                 | 
             
            
                | R3 | 
                6.278 | 
                6.216 | 
                6.056 | 
                 | 
             
            
                | R2 | 
                6.143 | 
                6.143 | 
                6.044 | 
                 | 
             
            
                | R1 | 
                6.081 | 
                6.081 | 
                6.031 | 
                6.112 | 
             
            
                | PP | 
                6.008 | 
                6.008 | 
                6.008 | 
                6.024 | 
             
            
                | S1 | 
                5.946 | 
                5.946 | 
                6.007 | 
                5.977 | 
             
            
                | S2 | 
                5.873 | 
                5.873 | 
                5.994 | 
                 | 
             
            
                | S3 | 
                5.738 | 
                5.811 | 
                5.982 | 
                 | 
             
            
                | S4 | 
                5.603 | 
                5.676 | 
                5.945 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                6.070 | 
                5.813 | 
                0.257 | 
                4.3% | 
                0.143 | 
                2.4% | 
                80% | 
                True | 
                False | 
                2,230 | 
                 
                
                | 10 | 
                6.070 | 
                5.598 | 
                0.472 | 
                7.8% | 
                0.164 | 
                2.7% | 
                89% | 
                True | 
                False | 
                2,243 | 
                 
                
                | 20 | 
                6.070 | 
                5.302 | 
                0.768 | 
                12.8% | 
                0.159 | 
                2.6% | 
                93% | 
                True | 
                False | 
                2,081 | 
                 
                
                | 40 | 
                6.070 | 
                4.869 | 
                1.201 | 
                20.0% | 
                0.138 | 
                2.3% | 
                96% | 
                True | 
                False | 
                1,448 | 
                 
                
                | 60 | 
                6.070 | 
                4.869 | 
                1.201 | 
                20.0% | 
                0.130 | 
                2.2% | 
                96% | 
                True | 
                False | 
                1,143 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.644 | 
         
        
            | 
2.618             | 
            6.423 | 
         
        
            | 
1.618             | 
            6.288 | 
         
        
            | 
1.000             | 
            6.205 | 
         
        
            | 
0.618             | 
            6.153 | 
         
        
            | 
HIGH             | 
            6.070 | 
         
        
            | 
0.618             | 
            6.018 | 
         
        
            | 
0.500             | 
            6.003 | 
         
        
            | 
0.382             | 
            5.987 | 
         
        
            | 
LOW             | 
            5.935 | 
         
        
            | 
0.618             | 
            5.852 | 
         
        
            | 
1.000             | 
            5.800 | 
         
        
            | 
1.618             | 
            5.717 | 
         
        
            | 
2.618             | 
            5.582 | 
         
        
            | 
4.250             | 
            5.361 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                6.014 | 
                                6.002 | 
                             
                            
                                | PP | 
                                6.008 | 
                                5.986 | 
                             
                            
                                | S1 | 
                                6.003 | 
                                5.969 | 
                             
             
         |