NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Oct-2009 | 
                    13-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.935 | 
                        5.928 | 
                        -0.007 | 
                        -0.1% | 
                        5.819 | 
                     
                    
                        | High | 
                        6.070 | 
                        5.928 | 
                        -0.142 | 
                        -2.3% | 
                        6.048 | 
                     
                    
                        | Low | 
                        5.935 | 
                        5.788 | 
                        -0.147 | 
                        -2.5% | 
                        5.813 | 
                     
                    
                        | Close | 
                        6.019 | 
                        5.846 | 
                        -0.173 | 
                        -2.9% | 
                        5.871 | 
                     
                    
                        | Range | 
                        0.135 | 
                        0.140 | 
                        0.005 | 
                        3.7% | 
                        0.235 | 
                     
                    
                        | ATR | 
                        0.170 | 
                        0.174 | 
                        0.004 | 
                        2.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,416 | 
                        1,207 | 
                        -209 | 
                        -14.8% | 
                        11,683 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.274 | 
                6.200 | 
                5.923 | 
                 | 
             
            
                | R3 | 
                6.134 | 
                6.060 | 
                5.885 | 
                 | 
             
            
                | R2 | 
                5.994 | 
                5.994 | 
                5.872 | 
                 | 
             
            
                | R1 | 
                5.920 | 
                5.920 | 
                5.859 | 
                5.887 | 
             
            
                | PP | 
                5.854 | 
                5.854 | 
                5.854 | 
                5.838 | 
             
            
                | S1 | 
                5.780 | 
                5.780 | 
                5.833 | 
                5.747 | 
             
            
                | S2 | 
                5.714 | 
                5.714 | 
                5.820 | 
                 | 
             
            
                | S3 | 
                5.574 | 
                5.640 | 
                5.808 | 
                 | 
             
            
                | S4 | 
                5.434 | 
                5.500 | 
                5.769 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                5.788 | 
                0.282 | 
                4.8% | 
                0.128 | 
                2.2% | 
                21% | 
                False | 
                True | 
                1,922 | 
                 
                
                | 10 | 
                6.070 | 
                5.598 | 
                0.472 | 
                8.1% | 
                0.154 | 
                2.6% | 
                53% | 
                False | 
                False | 
                2,260 | 
                 
                
                | 20 | 
                6.070 | 
                5.390 | 
                0.680 | 
                11.6% | 
                0.157 | 
                2.7% | 
                67% | 
                False | 
                False | 
                2,052 | 
                 
                
                | 40 | 
                6.070 | 
                4.869 | 
                1.201 | 
                20.5% | 
                0.141 | 
                2.4% | 
                81% | 
                False | 
                False | 
                1,464 | 
                 
                
                | 60 | 
                6.070 | 
                4.869 | 
                1.201 | 
                20.5% | 
                0.131 | 
                2.2% | 
                81% | 
                False | 
                False | 
                1,149 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.523 | 
         
        
            | 
2.618             | 
            6.295 | 
         
        
            | 
1.618             | 
            6.155 | 
         
        
            | 
1.000             | 
            6.068 | 
         
        
            | 
0.618             | 
            6.015 | 
         
        
            | 
HIGH             | 
            5.928 | 
         
        
            | 
0.618             | 
            5.875 | 
         
        
            | 
0.500             | 
            5.858 | 
         
        
            | 
0.382             | 
            5.841 | 
         
        
            | 
LOW             | 
            5.788 | 
         
        
            | 
0.618             | 
            5.701 | 
         
        
            | 
1.000             | 
            5.648 | 
         
        
            | 
1.618             | 
            5.561 | 
         
        
            | 
2.618             | 
            5.421 | 
         
        
            | 
4.250             | 
            5.193 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.858 | 
                                5.929 | 
                             
                            
                                | PP | 
                                5.854 | 
                                5.901 | 
                             
                            
                                | S1 | 
                                5.850 | 
                                5.874 | 
                             
             
         |