NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Oct-2009 | 
                    19-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.800 | 
                        5.930 | 
                        0.130 | 
                        2.2% | 
                        5.935 | 
                     
                    
                        | High | 
                        6.054 | 
                        6.078 | 
                        0.024 | 
                        0.4% | 
                        6.070 | 
                     
                    
                        | Low | 
                        5.800 | 
                        5.926 | 
                        0.126 | 
                        2.2% | 
                        5.661 | 
                     
                    
                        | Close | 
                        6.000 | 
                        6.049 | 
                        0.049 | 
                        0.8% | 
                        6.000 | 
                     
                    
                        | Range | 
                        0.254 | 
                        0.152 | 
                        -0.102 | 
                        -40.2% | 
                        0.409 | 
                     
                    
                        | ATR | 
                        0.182 | 
                        0.180 | 
                        -0.002 | 
                        -1.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,266 | 
                        1,539 | 
                        -727 | 
                        -32.1% | 
                        8,992 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.474 | 
                6.413 | 
                6.133 | 
                 | 
             
            
                | R3 | 
                6.322 | 
                6.261 | 
                6.091 | 
                 | 
             
            
                | R2 | 
                6.170 | 
                6.170 | 
                6.077 | 
                 | 
             
            
                | R1 | 
                6.109 | 
                6.109 | 
                6.063 | 
                6.140 | 
             
            
                | PP | 
                6.018 | 
                6.018 | 
                6.018 | 
                6.033 | 
             
            
                | S1 | 
                5.957 | 
                5.957 | 
                6.035 | 
                5.988 | 
             
            
                | S2 | 
                5.866 | 
                5.866 | 
                6.021 | 
                 | 
             
            
                | S3 | 
                5.714 | 
                5.805 | 
                6.007 | 
                 | 
             
            
                | S4 | 
                5.562 | 
                5.653 | 
                5.965 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                6.078 | 
                5.661 | 
                0.417 | 
                6.9% | 
                0.180 | 
                3.0% | 
                93% | 
                True | 
                False | 
                1,823 | 
                 
                
                | 10 | 
                6.078 | 
                5.661 | 
                0.417 | 
                6.9% | 
                0.162 | 
                2.7% | 
                93% | 
                True | 
                False | 
                2,026 | 
                 
                
                | 20 | 
                6.078 | 
                5.445 | 
                0.633 | 
                10.5% | 
                0.157 | 
                2.6% | 
                95% | 
                True | 
                False | 
                2,032 | 
                 
                
                | 40 | 
                6.078 | 
                4.869 | 
                1.209 | 
                20.0% | 
                0.154 | 
                2.5% | 
                98% | 
                True | 
                False | 
                1,622 | 
                 
                
                | 60 | 
                6.078 | 
                4.869 | 
                1.209 | 
                20.0% | 
                0.135 | 
                2.2% | 
                98% | 
                True | 
                False | 
                1,251 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.724 | 
         
        
            | 
2.618             | 
            6.476 | 
         
        
            | 
1.618             | 
            6.324 | 
         
        
            | 
1.000             | 
            6.230 | 
         
        
            | 
0.618             | 
            6.172 | 
         
        
            | 
HIGH             | 
            6.078 | 
         
        
            | 
0.618             | 
            6.020 | 
         
        
            | 
0.500             | 
            6.002 | 
         
        
            | 
0.382             | 
            5.984 | 
         
        
            | 
LOW             | 
            5.926 | 
         
        
            | 
0.618             | 
            5.832 | 
         
        
            | 
1.000             | 
            5.774 | 
         
        
            | 
1.618             | 
            5.680 | 
         
        
            | 
2.618             | 
            5.528 | 
         
        
            | 
4.250             | 
            5.280 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                6.033 | 
                                5.989 | 
                             
                            
                                | PP | 
                                6.018 | 
                                5.929 | 
                             
                            
                                | S1 | 
                                6.002 | 
                                5.870 | 
                             
             
         |