NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Oct-2009 | 
                    20-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.930 | 
                        6.103 | 
                        0.173 | 
                        2.9% | 
                        5.935 | 
                     
                    
                        | High | 
                        6.078 | 
                        6.192 | 
                        0.114 | 
                        1.9% | 
                        6.070 | 
                     
                    
                        | Low | 
                        5.926 | 
                        6.103 | 
                        0.177 | 
                        3.0% | 
                        5.661 | 
                     
                    
                        | Close | 
                        6.049 | 
                        6.177 | 
                        0.128 | 
                        2.1% | 
                        6.000 | 
                     
                    
                        | Range | 
                        0.152 | 
                        0.089 | 
                        -0.063 | 
                        -41.4% | 
                        0.409 | 
                     
                    
                        | ATR | 
                        0.180 | 
                        0.178 | 
                        -0.003 | 
                        -1.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,539 | 
                        2,187 | 
                        648 | 
                        42.1% | 
                        8,992 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.424 | 
                6.390 | 
                6.226 | 
                 | 
             
            
                | R3 | 
                6.335 | 
                6.301 | 
                6.201 | 
                 | 
             
            
                | R2 | 
                6.246 | 
                6.246 | 
                6.193 | 
                 | 
             
            
                | R1 | 
                6.212 | 
                6.212 | 
                6.185 | 
                6.229 | 
             
            
                | PP | 
                6.157 | 
                6.157 | 
                6.157 | 
                6.166 | 
             
            
                | S1 | 
                6.123 | 
                6.123 | 
                6.169 | 
                6.140 | 
             
            
                | S2 | 
                6.068 | 
                6.068 | 
                6.161 | 
                 | 
             
            
                | S3 | 
                5.979 | 
                6.034 | 
                6.153 | 
                 | 
             
            
                | S4 | 
                5.890 | 
                5.945 | 
                6.128 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                6.192 | 
                5.661 | 
                0.531 | 
                8.6% | 
                0.170 | 
                2.8% | 
                97% | 
                True | 
                False | 
                2,019 | 
                 
                
                | 10 | 
                6.192 | 
                5.661 | 
                0.531 | 
                8.6% | 
                0.149 | 
                2.4% | 
                97% | 
                True | 
                False | 
                1,970 | 
                 
                
                | 20 | 
                6.192 | 
                5.598 | 
                0.594 | 
                9.6% | 
                0.155 | 
                2.5% | 
                97% | 
                True | 
                False | 
                2,103 | 
                 
                
                | 40 | 
                6.192 | 
                4.869 | 
                1.323 | 
                21.4% | 
                0.153 | 
                2.5% | 
                99% | 
                True | 
                False | 
                1,661 | 
                 
                
                | 60 | 
                6.192 | 
                4.869 | 
                1.323 | 
                21.4% | 
                0.135 | 
                2.2% | 
                99% | 
                True | 
                False | 
                1,281 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.570 | 
         
        
            | 
2.618             | 
            6.425 | 
         
        
            | 
1.618             | 
            6.336 | 
         
        
            | 
1.000             | 
            6.281 | 
         
        
            | 
0.618             | 
            6.247 | 
         
        
            | 
HIGH             | 
            6.192 | 
         
        
            | 
0.618             | 
            6.158 | 
         
        
            | 
0.500             | 
            6.148 | 
         
        
            | 
0.382             | 
            6.137 | 
         
        
            | 
LOW             | 
            6.103 | 
         
        
            | 
0.618             | 
            6.048 | 
         
        
            | 
1.000             | 
            6.014 | 
         
        
            | 
1.618             | 
            5.959 | 
         
        
            | 
2.618             | 
            5.870 | 
         
        
            | 
4.250             | 
            5.725 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                6.167 | 
                                6.117 | 
                             
                            
                                | PP | 
                                6.157 | 
                                6.056 | 
                             
                            
                                | S1 | 
                                6.148 | 
                                5.996 | 
                             
             
         |