NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Oct-2009 | 
                    15-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.911 | 
                        5.722 | 
                        -0.189 | 
                        -3.2% | 
                        5.819 | 
                     
                    
                        | High | 
                        5.911 | 
                        5.805 | 
                        -0.106 | 
                        -1.8% | 
                        6.048 | 
                     
                    
                        | Low | 
                        5.700 | 
                        5.661 | 
                        -0.039 | 
                        -0.7% | 
                        5.813 | 
                     
                    
                        | Close | 
                        5.736 | 
                        5.770 | 
                        0.034 | 
                        0.6% | 
                        5.871 | 
                     
                    
                        | Range | 
                        0.211 | 
                        0.144 | 
                        -0.067 | 
                        -31.8% | 
                        0.235 | 
                     
                    
                        | ATR | 
                        0.177 | 
                        0.175 | 
                        -0.002 | 
                        -1.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,700 | 
                        2,403 | 
                        703 | 
                        41.4% | 
                        11,683 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.177 | 
                6.118 | 
                5.849 | 
                 | 
             
            
                | R3 | 
                6.033 | 
                5.974 | 
                5.810 | 
                 | 
             
            
                | R2 | 
                5.889 | 
                5.889 | 
                5.796 | 
                 | 
             
            
                | R1 | 
                5.830 | 
                5.830 | 
                5.783 | 
                5.860 | 
             
            
                | PP | 
                5.745 | 
                5.745 | 
                5.745 | 
                5.760 | 
             
            
                | S1 | 
                5.686 | 
                5.686 | 
                5.757 | 
                5.716 | 
             
            
                | S2 | 
                5.601 | 
                5.601 | 
                5.744 | 
                 | 
             
            
                | S3 | 
                5.457 | 
                5.542 | 
                5.730 | 
                 | 
             
            
                | S4 | 
                5.313 | 
                5.398 | 
                5.691 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                5.661 | 
                0.409 | 
                7.1% | 
                0.152 | 
                2.6% | 
                27% | 
                False | 
                True | 
                1,645 | 
                 
                
                | 10 | 
                6.070 | 
                5.598 | 
                0.472 | 
                8.2% | 
                0.164 | 
                2.8% | 
                36% | 
                False | 
                False | 
                2,019 | 
                 
                
                | 20 | 
                6.070 | 
                5.445 | 
                0.625 | 
                10.8% | 
                0.151 | 
                2.6% | 
                52% | 
                False | 
                False | 
                2,084 | 
                 
                
                | 40 | 
                6.070 | 
                4.869 | 
                1.201 | 
                20.8% | 
                0.147 | 
                2.6% | 
                75% | 
                False | 
                False | 
                1,542 | 
                 
                
                | 60 | 
                6.070 | 
                4.869 | 
                1.201 | 
                20.8% | 
                0.133 | 
                2.3% | 
                75% | 
                False | 
                False | 
                1,210 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.417 | 
         
        
            | 
2.618             | 
            6.182 | 
         
        
            | 
1.618             | 
            6.038 | 
         
        
            | 
1.000             | 
            5.949 | 
         
        
            | 
0.618             | 
            5.894 | 
         
        
            | 
HIGH             | 
            5.805 | 
         
        
            | 
0.618             | 
            5.750 | 
         
        
            | 
0.500             | 
            5.733 | 
         
        
            | 
0.382             | 
            5.716 | 
         
        
            | 
LOW             | 
            5.661 | 
         
        
            | 
0.618             | 
            5.572 | 
         
        
            | 
1.000             | 
            5.517 | 
         
        
            | 
1.618             | 
            5.428 | 
         
        
            | 
2.618             | 
            5.284 | 
         
        
            | 
4.250             | 
            5.049 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.758 | 
                                5.795 | 
                             
                            
                                | PP | 
                                5.745 | 
                                5.786 | 
                             
                            
                                | S1 | 
                                5.733 | 
                                5.778 | 
                             
             
         |