NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Oct-2009 | 
                    16-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.722 | 
                        5.800 | 
                        0.078 | 
                        1.4% | 
                        5.935 | 
                     
                    
                        | High | 
                        5.805 | 
                        6.054 | 
                        0.249 | 
                        4.3% | 
                        6.070 | 
                     
                    
                        | Low | 
                        5.661 | 
                        5.800 | 
                        0.139 | 
                        2.5% | 
                        5.661 | 
                     
                    
                        | Close | 
                        5.770 | 
                        6.000 | 
                        0.230 | 
                        4.0% | 
                        6.000 | 
                     
                    
                        | Range | 
                        0.144 | 
                        0.254 | 
                        0.110 | 
                        76.4% | 
                        0.409 | 
                     
                    
                        | ATR | 
                        0.175 | 
                        0.182 | 
                        0.008 | 
                        4.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,403 | 
                        2,266 | 
                        -137 | 
                        -5.7% | 
                        8,992 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.713 | 
                6.611 | 
                6.140 | 
                 | 
             
            
                | R3 | 
                6.459 | 
                6.357 | 
                6.070 | 
                 | 
             
            
                | R2 | 
                6.205 | 
                6.205 | 
                6.047 | 
                 | 
             
            
                | R1 | 
                6.103 | 
                6.103 | 
                6.023 | 
                6.154 | 
             
            
                | PP | 
                5.951 | 
                5.951 | 
                5.951 | 
                5.977 | 
             
            
                | S1 | 
                5.849 | 
                5.849 | 
                5.977 | 
                5.900 | 
             
            
                | S2 | 
                5.697 | 
                5.697 | 
                5.953 | 
                 | 
             
            
                | S3 | 
                5.443 | 
                5.595 | 
                5.930 | 
                 | 
             
            
                | S4 | 
                5.189 | 
                5.341 | 
                5.860 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.137 | 
                6.978 | 
                6.225 | 
                 | 
             
            
                | R3 | 
                6.728 | 
                6.569 | 
                6.112 | 
                 | 
             
            
                | R2 | 
                6.319 | 
                6.319 | 
                6.075 | 
                 | 
             
            
                | R1 | 
                6.160 | 
                6.160 | 
                6.037 | 
                6.240 | 
             
            
                | PP | 
                5.910 | 
                5.910 | 
                5.910 | 
                5.950 | 
             
            
                | S1 | 
                5.751 | 
                5.751 | 
                5.963 | 
                5.831 | 
             
            
                | S2 | 
                5.501 | 
                5.501 | 
                5.925 | 
                 | 
             
            
                | S3 | 
                5.092 | 
                5.342 | 
                5.888 | 
                 | 
             
            
                | S4 | 
                4.683 | 
                4.933 | 
                5.775 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                6.8% | 
                0.177 | 
                2.9% | 
                83% | 
                False | 
                False | 
                1,798 | 
                 
                
                | 10 | 
                6.070 | 
                5.661 | 
                0.409 | 
                6.8% | 
                0.164 | 
                2.7% | 
                83% | 
                False | 
                False | 
                2,067 | 
                 
                
                | 20 | 
                6.070 | 
                5.445 | 
                0.625 | 
                10.4% | 
                0.155 | 
                2.6% | 
                89% | 
                False | 
                False | 
                2,058 | 
                 
                
                | 40 | 
                6.070 | 
                4.869 | 
                1.201 | 
                20.0% | 
                0.151 | 
                2.5% | 
                94% | 
                False | 
                False | 
                1,593 | 
                 
                
                | 60 | 
                6.070 | 
                4.869 | 
                1.201 | 
                20.0% | 
                0.134 | 
                2.2% | 
                94% | 
                False | 
                False | 
                1,239 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            7.134 | 
         
        
            | 
2.618             | 
            6.719 | 
         
        
            | 
1.618             | 
            6.465 | 
         
        
            | 
1.000             | 
            6.308 | 
         
        
            | 
0.618             | 
            6.211 | 
         
        
            | 
HIGH             | 
            6.054 | 
         
        
            | 
0.618             | 
            5.957 | 
         
        
            | 
0.500             | 
            5.927 | 
         
        
            | 
0.382             | 
            5.897 | 
         
        
            | 
LOW             | 
            5.800 | 
         
        
            | 
0.618             | 
            5.643 | 
         
        
            | 
1.000             | 
            5.546 | 
         
        
            | 
1.618             | 
            5.389 | 
         
        
            | 
2.618             | 
            5.135 | 
         
        
            | 
4.250             | 
            4.721 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.976 | 
                                5.953 | 
                             
                            
                                | PP | 
                                5.951 | 
                                5.905 | 
                             
                            
                                | S1 | 
                                5.927 | 
                                5.858 | 
                             
             
         |